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  • Return volatility and equity pricing: a frontier market perspective 

    Othieno, Ferdinand; Chege, Theuri; Kodongo, Odongo
    Using both monthly and weekly return series between 1999:01 and 2013:12, we investigate the dynamics of stock returns and volatility in a Kenya’s fledgling equity market – the Nairobi Securities Exchange. Both the GARCH-in-mean ...