The Brownian Motions in the Indian Stock Market

Sayan Tarafdar

Abstract: A study is conducted to find the behavior of the Indian Stock Market based on the NSE data in weak form market efficiency. Three periods are selected from Yahoo Finance where two short periods are subsets of one long period. Serial correlations are calculated separately and tested for their statistical relevance to know the relations among successive price changes. This study focuses on whether trading as per various charts is useful or not.

Keywords: Finance, Random Walk, Stock Market

How to Cite?: Sayan Tarafdar, "The Brownian Motions in the Indian Stock Market", Volume 12 Issue 1, January 2023, International Journal of Science and Research (IJSR), Pages: 455-457, https://www.ijsr.net/getabstract.php?paperid=SR23114163959, DOI: https://dx.doi.org/10.21275/SR23114163959