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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