Now showing items 1-1 of 1

    • Return volatility and equity pricing: a frontier market perspective 

      Othieno, Ferdinand; Chege, Theuri; Kodongo, Odongo
      Using both monthly and weekly return series between 1999:01 and 2013:12, we investigate the dynamics of stock returns and volatility in a Kenya’s fledgling equity market – the Nairobi Securities Exchange. Both the GARCH-in-mean ...