Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Equity returns"
Now showing items 1-4 of 4
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Effects of demographic changes on equity returns - the Kenyan contex
(Strathmore University, 2014-03-23)Modigliani's Life Cycle Hypothesis (LCH) predicts that demographic variables should play a significant role in affecting asset prices through consumption patterns. Understanding this relationship is particularly important ... -
Examining the relationship between market liquidity and equity returns - a case study of firms listed on the Nairobi Securities Exchange
(Strathmore University, 2014-03)This study uses a panel regression of 42 actively traded equities listed on the Nairobi Securities Exchange over 58 days to relate a stock's bid-ask spread and its return. The study results show that in the NSE, there is ... -
Impact of demographic changes on equity returns in Kenya
(Strathmore University, 2017)Unprecedented changes in demographic structure can have significant impact on real economic activity and more so the capital market. For example; the baby boom era in the U.S, after World War II, was accompanied by a general ... -
Modelling delayed correlation between interest rates and equity market returns
(Strathmore University, 2020)This study models the interaction between interest rates and equity markets using wavelet analysis. This approach facilitates assessment of the lead-lag relationships in an intuitive way considering variation across ...
