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When to Sell or Hold a Stock:Empirical Evidence from an Emerging Market

Owoloko, E. A. and Ogundiran, T.J. (2012) When to Sell or Hold a Stock:Empirical Evidence from an Emerging Market. Transnational Journal of Science and Technology, 2 (10). pp. 51-68.

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Abstract

Data from an emerging market were used to determine when to sell or hold a stock for a single model of a stock whose price is assumed to be a geometric Brownian motion in which the jump Markov process changes back and forth between positive and negative values.

Item Type: Article
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Engineering, Science and Mathematics > School of Mathematics
Depositing User: Mr Solomon Bayoko
Date Deposited: 15 Jan 2014 06:28
Last Modified: 15 Jan 2014 06:28
URI: http://eprints.covenantuniversity.edu.ng/id/eprint/2022

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