Research and Publications: Recent submissions
Now showing items 1-20 of 1642
-
Application of technical analysis in trading forex; comparison of trend indicators vs oscillators
(Strathmore University, 2017)This paper tests the hypothesis that in the long term, the use of technical analysis can produce positive returns. It particularly looks at the use of two of the most commonly used types of technical analysis which are ... -
Valuing the stock price of the industrial companies listed on the Nairobi Securities Exchange using the Residual Income Model
(Strathmore University, 2017)The cross-sectional variation in stock returns due to the earnings announcement has gathered extensive research (Dimitropoulos & Asteriou, 2009) (Ball & Shivakumar, 2008) (Cohen, Dey, Lys, & Sunder, 2005) (Skinner & Sloan, ... -
The effect of non-performing loans on the financial performance of commercial banks in Kenya
(Strathmore University, 2017)This study was carried out with objective of finding out whether the commercial banks in Kenya have been impacted by the problem of non-performing loans and whether ownership has any influence on the impact of non-performing ... -
Sustainability of an electronic waste recycling plant in Kenya
(Strathmore University, 2017)The rise of technological innovation has brought with it an increase of electronic waste which causes environmental and health problems. This paper highlights the informal electronic waste recycling practices mostly used ... -
Impact of layoff announcements on stock performance of firms listed on the Nairobi securities exchange.
(Strathmore University, 2017)Despite vast research on the impact of layoff announcements on stock price performance in developed markets, little is known of the same with regard to the Kenyan market. To this end, this study sought to determine the ... -
The impact of on the capital structure of listed firms in Kenya
(Strathmore University, 2017)The Nairobi Securities Exchange is considered one of the most developed stock markets in Sub-Saharan Africa. This development is attributed to the significant reforms that were made between the years of 1990 and 1999. The ... -
Stock market liquidity and asset returns: The case of the NSE 20 share index
(Strathmore University, 2017)This research aims to measure the liquidity levels on a sample of stocks from the Nairobi Securities exchange and also investigate the relationship between returns and liquidity on some of the stocks listed under the NSE ... -
Investigating the impact of complementary currencies on business growth in informal economies: Case of lindi-pesa in lindi, Kibera slum, Nairobi County
(Strathmore University, 2017)This study sought to investigate the role of complementary currencies in promoting business growth in an informal area, the case of Lindi-Pesa in Lindi Location, Kibera Slum, Nairobi County. The methodology that was ... -
Impact of fiscal and monetary policy on stock market performance in Kenya
(Strathmore University, 2017)Given the important role of the stock market to an economy, this study aims to explore the impact of fiscal and monetary policy on the stock market in Kenya. The study uses Structural Vector Error Correction model (VECM) ... -
Healthcare expenditure and economic growth: The kenyan case (1970 - 2016).
(Strathmore University, 2017)Given that a large chunk of the National Budget is allocated to the health care sector (31.3 Billion of the 2016/7 National Budget) it is important to establish whether it is of any consequence to output. There exists a ... -
Firm-level determinants of liquidity: The case of NSE-listed Kenyan banks
(Strathmore University, 2017)What are the key determinants of Liquidity in Kenyan Commercial banks? In the aftermath of the Global Financial Crisis as well as recent events in the Kenyan context, Liquidity and its management have been a crucial concern ... -
Effects of election years in Kenya on performance of shares at the Nairobi securities exchange in Kenya: the mediating role of market
(Strathmore University, 2017)The Efficient Market Hypothesis is a core theory which explain s how the securities markets work. Itv proposes that capital markets are efficient to varying degrees where in this context, the term efficient means that the ... -
An assessment of the interest rate channel on monetary policy transmission in Kenya 2006-2015
(Strathmore University, 2017)For the government to achieve its desired level of economic growth, appropriate monetary policy needs to be formulated and implemented. Theoretical and empirical literature highlights the importance of the interest rate ... -
A Comparative Study of Crank-Nicolson scheme and Monte-Carlo Option Pricing
(Strathmore University, 2017)This study examines the rate of convergence and the accuracy of the two primary option pricing methods used currently by professionals; Monte-Carlo and Crank-Nicolson scheme using the Black-Scholes price as the benchmark ... -
Why Trustees Shy Away From Investing in Riskier Asset Classes: The Kenyan Case
(Strathmore University, 2017)This paper seeks to examine the influence of trustees on the choice of investment classes, for the Kenyan case. We ask how trustees make decisions in investing in two classes allowed by the Retirement Benefits Act (2014) ... -
Viability of home equity conversion mortgage in Kenya
(Strathmore University, 2017)Housing wealth as a source of retiree income is normally neglected. This form of wealth could have an incremental value on the homeowner's retirement income if they could be able to leverage this ownership as collateral ... -
Valuing inpatient cover as a put option
(Strathmore University, 2017)Kenya has witnessed a steep rise in the cost of healthcare since January 2008 (Nduati, 201O) says Mr. Peter Nduati, the chief executive officer of Resolution Health East Africa, a medical insurance provider. The cost of ... -
The influence of peers on investment decisions: the case of university undergraduates in Kenya
(Strathmore University, 2017)People's choices often look like the choices made by those around them. Such peer effects have been analyzed across different fields. These have been motivated by concerns of herding and financial l market instability which ... -
Relationship between volatility of stock prices and the level of stock prices; a case study on Kenya bourse.
(Strathmore University, 2017)The study investigates the relationship between stock price level and the deviation of the stock prices of selected listed companies at the Nairobi Securities Exchange (NSE), Kenya. It seeks to understand given the stock ... -
Modelling longevity risk using Lee-Carter model
(Strathmore University, 2017)Longevity risk is one of the remaining frontiers challenging modern financial markets and financial engineering. It is a major policy issue for governments around the world driven by the increase in the proportion of the ...
