Forecasting share prices of small size companies in Bursa Malaysia using geometric Brownian motion
This paper proposes a way to forecast the future closing price of small sized companies by using geometric Brownian motion. Forecasting is restricted to short term investment because most of the investors aim to gain profit in short period of time. This study focusses on small sized companies becaus...
Main Authors: | Abidin, S.N.Z (Author), Jaffar, M.M (Author) |
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Format: | Article |
Language: | English |
Subjects: | |
Online Access: | View Fulltext in Publisher View in Scopus |
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