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Return volatility and the pricing of equities at the Nairobi Securities Exchange
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 ...
Analysis of asymmetric and persistence in stock return volatility in the Nairobi Securities Exchange market phases
(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 ...