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Now showing items 11-19 of 19
Stock returns and trading volumes - the case of the Nairobi Securities Exchange
(Strathmore University, 2015-12)
This study examines the causal and contemporaneous relationship between stock returns and trading volumes at the Nairobi Securities Exchange. The study makes use of panel data from 44 NSE-listed stocks over the period ...
The relationship between macroeconomic variables and firm performance in the Nairobi Securities Exchange
(Strathmore University, 2014-03)
Perspectives on Energy Security
Increased exposure of national economies to global markets has at the level of corporate stakeholders meant increased attention to exchange rates, interest rates, inflation rates and relative ...
Evaluation of recent initial public offers subscription levels in the Nairobi Securities Exchange
(Strathmore University, 2014-03)
This study investigates the determinants of success for IPOs in the Nairobi Securities Exchange by making a comparative analysis of under - subscribed and oversubscribed IPOs. The population of the study consisted of all ...
Analysis of the post earnings announcement drift in the Nairobi Securities Exchange
(Strathmore University, 2015-12)
This paper is an event study concerning the market anomaly, Post-earnings-announcement drift (PEAD) in the Nairobi Securities Exchange from 2008 to 2014. The PEAD theorizes that a stock's cumulative abnormal returns tend ...
Introducing a new coffee futures pricing model for the Nairobi Securities Exchange
(Strathmore University, 2017)
This study intends to apply a different pricing model for pricing coffee futures at the Nairobi Securities Exchange and suggest an improvement of the existing pricing model currently used at the NSE. This will be done by ...
Recursive modelling in predicting excess returns - case of the Nairobi Securities Exchange
(Strathmore University, 2015-12)
The aim of this study was to test the applicability of a recursive modelling approach in modelling stock market returns in the Nairobi Securities Exchange. The dependent variable was the Nairobi Securities Exchange All ...
Viability of Equity Valuation Techniques with regard to Price Target Attainability for Nairobi Securities Exchange Companies
(Strathmore University, 2014)
The purpose of this research was to establish the popular techniques that used by different firms in the valuation of shares. In line with this, the study has also sought to establish the reason behind the popularity of ...
Stock market volatility forecasting at the Nairobi Securities Exchange: a comparison between asymmetric GARCH models and neural networks
(Strathmore University, 2021)
In this study, we conducted a comparative study on the volatility forecasting models focusing on the asymmetric GARCH models and the Artificial Neural Networks. The study focused on the Nairobi Securities Exchange and used ...
Predictability of stock returns at Nairobi Securities Exchange
(Strathmore University, 2021)
Stock market is regarded as a leading indicator of all possible changes in the economy as it reflects investors' expectations of future economic conditions. In this regard, stock investors are always concerned about the ...