Browsing by Subject "NSE"
Now showing items 1-10 of 10
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A cross-sectional analysis of the factors influencing company listings on the Nairobi Securities Exchange
This was a cross-sectional study of the specific factors influencing company listings based on the Nairobi Securities Exchange (NSE). The study sought to establish what factors affect those companies which have met the ... -
An Assessment of the holiday anomaly in the Nairobi Securities Exchange
(Strathmore University, 2017)The presence of security market anomalies provide an opportunity that market participants can exploit. Studies done in Kenya have identified the presence of holiday anomaly. Based on these studies, the first objective of ... -
The audit performance gap of NSE listed companies: an analysis of client expectations and perceptions of auditing services
(Strathmore University, 2014)The main objective of this research was to establish if an audit performance gap exists for public listed companies in Kenya. The gap considered was that between client expectations of auditing and client perceptions of ... -
A comparison of Mean - variance and mean - semi variance optimization on the Nairobi Stock Exchange.pdf
(Strathmore University, 2015-11)The main objectives of this paper were to measure and compare the portfolio performance of portfolios weighted through the mean variance and semi variance approach in the Kenyan context and to compare portfolio performance ... -
Corporate debt bias in NSE listed companies in Kenya - evaluation of an ACE reform on investmentments levels
(Strathmore University, 2015-11)This study looks at the corporate debt bias resulting from debt deductibility of interest. It aims at establishing whether an Allowance for Corporate Equity (ACE) tax reform within capital intensive firms listed on the NSE ... -
Effect of price volume momentum on stock returns at the Nairobi Securities Exchange
(Strathmore University, 2017)The purpose of the study was to examine the existence of price volume momentum. The period of study was between 2011 and 2016 and was divided into 2011-2013 and 2014-2016. The study also went further to analyze the behavior ... -
High quality financial reporting: the case of the Nairobi stock exchange
This thesis investigates, firstly, the meaning of the phrase “high quality financial reporting.” The use of the phrase in the academic literature, and by professional and regulatory bodies, is examined critically to ... -
Inter - sector volatility spillover among equities on the Nairobi Stock Exchange
(Strathmore University, 2015-11)This paper investigates the existence and magnitude of volatility spillovers among equities on the Nair obi Securities Exchange. The multivariate VARMA - GARCH model is used to test for spillover effects between four broad ... -
The relationship of macroeconomic factors and financial performance of the five firms listed in the energy and petroleum sector of the NSE
(Strathmore University, 2016)Potential investors in any sector seek to establish the profitability of the sector prior to investment. The key factors that would affect the variability of the expected returns ought to be taken into consideration and ... -
Relative performance of the single index versus mean variance optimization in equity portfolio construction in Kenya
(Strathmore University, 2016)This study focuses on comparing the performance of the single index model and mean variance optimization model in portfolio construction in Kenya using the Nairobi Securities Exchange-20 Share Index from 2002-2015. The ...
