• Login
    Search 
    •   SU+ Home
    • Research and Publications
    • Search
    •   SU+ Home
    • Research and Publications
    • Search
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Search

    Show Advanced FiltersHide Advanced Filters

    Filters

    Use filters to refine the search results.

    Now showing items 1-2 of 2

    • Sort Options:
    • Relevance
    • Title Asc
    • Title Desc
    • Issue Date Asc
    • Issue Date Desc
    • Results Per Page:
    • 5
    • 10
    • 20
    • 40
    • 60
    • 80
    • 100
    Thumbnail

    Return volatility and the pricing of equities at the Nairobi Securities Exchange 

    Chege, Theuri; Othieno, Ferdinand; Kodongo, Odongo
    The study is an empirical test of asset pricing theory, which postulates that volatility is priced if a positive relationship exists between asset returns and their volatility. The asset under study is the Nairobi ...
    Thumbnail

    Analysis of asymmetric and persistence in stock return volatility in the Nairobi Securities Exchange market phases 

    Ogega, Haggai Owidi (Strathmore University, 2014)
    Asymmetric and persistence in the volatility of stock returns are very fascinating features of the behaviour of securities market. The persistence in volatility has a major effect on the future volatility of the security ...

    DSpace software copyright © 2002-2016  DuraSpace
    Contact Us | Send Feedback
    Theme by 
    Atmire NV
     

     

    Browse

    All of SU+Communities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CommunityBy Issue DateAuthorsTitlesSubjects

    My Account

    Login

    Discover

    AuthorChege, Theuri (1)Kodongo, Odongo (1)Ogega, Haggai Owidi (1)Othieno, Ferdinand (1)Subject
    Nairobi Securities Exchange (2)
    volatility (2)
    asymmetry (1)bear (1)behavior (1)bull (1)FIEGARCH (1)markets (1)persistence (1)pricing (1)... View MoreDate Issued2014 (1)Has File(s)No (1)Yes (1)

    DSpace software copyright © 2002-2016  DuraSpace
    Contact Us | Send Feedback
    Theme by 
    Atmire NV