Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Stock markets"
Now showing items 1-6 of 6
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The effect of environmental performance on stock returns: a study of South African stock markets
(Strathmore University, 2017)Changes in climate change have brought about new strategies in investing. This is further reiterated with the creation of sustainability indices which are able to capture the performance of stocks with a strong sustainable ... -
Estimating value-at-risk using crash-metrics
(Strathmore University, 2018)The purpose of this study is to estimate Value-at-Risk using Crash-Metrics, a methodology proposed by (Wilmott, 2006) while applying them in the Kenyan context. We compare the results from the Beta Parametric Value-at-Risk, ... -
Impact of macroeconomic variables on stock market volatility : a case study of the Nairobi Stock Exchange.
(Strathmore University, 2018)Stock market plays a very important role in economic growth and development. It is a center of network transactions where buyers and sellers of securities meet at a specified price. Movement of stock markets is an important ... -
Impact of pension funds on the stock market volatility in Kenya.
(Strathmore University, 2018)This study is an empirical test of the impact pension funds have on the volatility of monthly stock returns in Kenya. The study involved RBA funds invested in equities and monthly NSE index returns. The time period under ... -
Impact of single stock futures trading on stock market volatility
(Strathmore University, 2017)This paper analyses the impact of trading single stock futures on stock market volatility. Specifically, it investigates the effect of trading single stock futures on individual stock return volatility. In addition, it ... -
On the profitability of technical trading rules based on artificial neural networks: evidence from the Kenyan stock market
(Strathmore University, 2017)The aim of this study is to investigate the profitability of technical trading rules based on artificial neural networks in the Kenyan stock market. The technical trading rule is also compared to the buy-and-hold strategy ...
