Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "2-Beta Pricing Model"
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Bad beta, good beta and stochastic volatility in an inter-temporal asset pricing model for the Kenyan stock market
(Strathmore University, 2018)The study seeks to investigate whether bad beta (sensitivity to cash-ow news), good beta (sensitivity to discount rate news) and volatility news are significantly priced in the Kenyan stock market. A comparison of the 3 ...
