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

Ogundiran, T.J.

Owoloko, E. A.

English

Covenant University Repository

How to Detect an Asset Bubble”,

Optimal Stock Selling/Buying Strategy with reference to the Ultimate Average”,

Optimal Timing to Purchase Options”,

Stochastic Control by Functional Analysis Methods”,

Stock Trading: An Optimal Selling Rule”,

The right time to sell a stock whose price is driven by a Markovian noise”,

Whether to sell or hold a stock”,

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

http://eprints.covenantuniversity.edu.ng/2022/1/WHEN%20TO%20SELL%20OR%20HOLD%20A%20STOCK_%20EMPIRICAL%20EVIDENCE%20FROM%20AN%20EMERGING%20MARKET.pdf

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

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Covenant University Repository