Browsing BBSE Research Projects (2020) by Title
Now showing items 6-8 of 8
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The pricing of liquidity risk: Evidence from the Nigerian and South African stock markets
(Strathmore University, 2020)This study examines whether an illiquidity premium is priced into the return process of equities. Specifically, the paper uses a liquidity augmented Fama and French (2015) five-factor model to test whether liquidity ... -
Pro-cyclical modelling of cancer mortalities based on macroeconomic factors
(Strathmore University, 2020)This paper tests for the procyclicality of the cancer mortalities and the economic regimes for the various regions, herein outlined as per the World Bank rankings as either high income, upper middle income, lower middle ... -
The relationship between happiness and income in the East African community
(Strathmore University, 2020)This study aims at determining the impact of income on happiness in the East African Community (EAC). Happiness is measured on a ladder from 0 to 10 where 0 is vety unhappy and 10 is vety happy while income is measured ...