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    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 ...

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    AuthorChege, Theuri (1)Kodongo, Odongo (1)
    Othieno, Ferdinand (1)
    Subjectequity returns (1)
    GARCH (1)
    Nairobi Securities Exchange (1)Volatility (1)... View MoreHas File(s)Yes (1)

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