Browsing by Subject "Stock returns"
Now showing items 1-10 of 11
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Capital structure and stock returns - evidence from the Nairobi Securities Exchange
(Strathmore University, 2014-03-24)Capital structure and stock return are important aspects in financial management. This study examines how debt ratios move in relation with movement in stock prices for listed firms in Kenya. The Fama-Macbeth regression ... -
The Co - movement of Stock and Bond Returns - a comparison between the U.S and U.K.
(Strathmore University, 2014-03-27)Stocks and bonds are the most invested assets in the world. This paper analyzes these two assets in terms of how their returns comove in the U.K. and U.S. Using annual stock and bond returns for the past 27 years (1985-20 ... -
The effect of environmental performance on stock returns: a study of South African stock markets
(Strathmore University, 2017)Changes in climate change have brought about new strategies in investing. This is further reiterated with the creation of sustainability indices which are able to capture the performance of stocks with a strong sustainable ... -
Effect of factor investing on stock returns at the Nairobi Securities Exchange in Kenya
(Strathmore University, 2021)Factor investing is the investment process to gain selective exposure to factors which explain an asset’s risk and return. The purpose of this study was to establish the extent to which stock returns from factor investing ... -
The effect of inflation on stock returns and affirmation of the Fisherian hypotheses
(Strathmore University, 2015-12)This study basically studies the long-run relationships as well as the dynamic interactions between inflation and stock returns in Kenya. Monthly data from the Nairobi Stock Exchange index and the Consumer Price Index is ... -
An empirical analysis of the predictability of stock returns using the Price Earnings Ratio and the Price - to - book Ratio - a case study of the Nairobi Stock Exchannge
(Strathmore University, 2015-11)The purpose of this study is to establish whether the Return Performance of the Stocks listed on the Nairobi Stock Exchange is predictable using the Price Earnings Ratio and the Price-to-Book Ratio. The two multiples have ... -
An Event study on effects of Kenya’s varying application of Capital Gains Tax on stock market performance at Nairobi Securities Exchange
(Strathmore University, 2019)Whether CGT has a positive or negative impact on liquidity and stock returns is a puzzle stock markets across the World are yet to answer. Secondly, whether to go long or short on different portfolios held by investors ... -
Impact of currency risk premium on stock returns
(Strathmore University, 2017)African markets are riddled with occurrences that make it quite difficult to understand the investing environment, especially with the stock markets. Foreign and local investors hence demand greater compensation for unknown ... -
Macroeconomic factors and the predictability of stock returns in Kenya
(Strathmore University, 2017)The stock market is an anchor to the financial l sector, providing a platform for user s and suppliers of financial instruments for investment purposes in the stocks of companies. In a well-functioning market investors ... -
Predictability of stock returns at Nairobi Securities Exchange
(Strathmore University, 2021)Stock market is regarded as a leading indicator of all possible changes in the economy as it reflects investors' expectations of future economic conditions. In this regard, stock investors are always concerned about the ...
