BBSF Research Projects
Browse by
Collections in this community
Recent Submissions
-
The Effects of technology adoption on millennial entrepreneurship
(Strathmore University, 2018)Information Technology has made considerable inroads in organizations and enterprises. This diffusion of technology has been credited with significant cost reductions, gains in productivity, organizational effectiveness ... -
The Price-concentration relationship in the banking industry in Kenya
(Strathmore University, 2018)The objective of the study is to examine market structure performance hypothesis in banking industry in Kenya. Specifically, the structure-conduct-performance (SCP) and market efficiency hypotheses were examined to determine ... -
Role of agency banking in facilitating financial inclusion in Kenya
(Strathmore University, 2018)The research project set forth to evaluate the role played by agency banking in facilitating financial inclusion. The sole objectives of the study were to study and evaluate the effects of the number of agents employed and ... -
Price and liquidity effects of stock splits on shares
(Strathmore University, 2018)Fama et al. ( 1969) defined a stock split as an exchange of shares in which at least five shares were distributed for every four formerly outstanding, which means that shareholders get additional shares for every share ... -
Modeling Own Source Revenue (OSR) of county governments in Kenya
(Strathmore University, 2018)Revenue forecasting is an essential part of budget making process in the public sector. This study considered the Time Series Modeling of Own Source Revenue of counties in Kenya. Data used was collected from the revenue ... -
Fraud detection using machine leaning: a comparative analysis of neural networks & support vector machines
(Strathmore University, 2018)Fraud detection and prevention tools have been evolving over the past decade with the ever growing combination of resources, tools, and applications in big data analytics. The rapid adoption of a new breed of models is ... -
The Effect of demographic transition on the equity risk premium in Kenya
(Strathmore University, 2018)While a multitude of research has focused on the effects of demographics on asset prices and returns in developed countries, the same lacks in frontier and emerging countries. The findings and conclusions of such results ... -
Multi objective optimization of commercial bank's balance sheet in Kenya : goal programming approach
(Strathmore University, 2018)This study applies goal programming approach to optimizing the balance sheet of three commercial banks representing the different tiers in Kenya; Barclays Bank of Kenya (Tier 1 ), Family Bank (Tier 2), Sidian Bank (Tier ... -
Impact of mobile banking on the bank profitability of Kenyan commercial banks
(Strathmore University, 2018)This study sought to determine the impact of mobile banking on the financial performance of commercial banks in Kenya during a period of seven years. The need for convenient and out-of-bank banking seems to be the force ... -
Empirical corporate probability of defaults in Kenya: Merton and modified KMV framework
(Strathmore University, 2018)A firm's capital structure gives it an endogenous cause to default. Be that as it may, prior to default there is no way to precisely single out the firms that will default from those that will not. At best, we can only ... -
Bitcoin as an alternative asset in emerging markets: portfolio optimization via conditional value-at-risk
(Strathmore University, 2018)In a bid to diversify their portfolios, investors are venturing into various alternative assets. This study analyses the inclusion of bitcoin, as an alternative asset, in a well-diversified portfolio in South Africa. ... -
An Analysis on the long term performance of Initial Public Offerings in the Nairobi Stock Exchange
(Strathmore University, 2018)There have been a number of studies carried out that have tried to determine the long term performance of IPOs. The three key issues these studies try and dwell on is the long run under-performance, short term underpricing ... -
A Study on the effect of capital adequacy on financial performance of commercial banks in Kenya
(Strathmore University, 2018)Prudential soundness in the financial system is ensured through better self -regulation of factors such as capital adequacy, management quality and asset quality. Capital adequacy as a bank specific factor revitalizes the ... -
Modeling temperature dynamics and pricing temperature derivatives: an investigative Kenyan example
(Strathmore University, 2018)The following research project will propose a mean-reverting stochastic process for modelling the daily average temperature in the Kenyan context. The proposed modelling framework will then be used to price a weather ... -
Prospect theory: evidence of over-reaction in investor decision making at the Nairobi stock exchange
(Strathmore University, 2018)Overreaction is a common investor problem that heavily occurs due to irrationality on the part of the investor. According to Kahneman and Tversky, investors tend to be risk seeking in losses and risk averse in gains, a ... -
Empirical analysis of the value and growth investment styles in an African frontier market.
(Strathmore University, 2018)The choice of a stock is a headache for all equity investors worldwide ranging from well developed markets to developing markets. This study embarks on testing the Growth and Value investment styles in an African frontier ... -
Analyzing the effectiveness of microfinance as a means of poverty alleviation in selected areas of Nairobi County; a case study of Kenya Women Micro-finance Bank
(Strathmore University, 2018)Poverty is a major concern for most developing nations. Economic development and poverty reduction have been elusive throughout sub-Saharan Africa since independence (Younger, 2004), with Kenya being no exception. Moreover, ... -
Application of technical analysis in trading forex; comparison of trend indicators vs oscillators
(Strathmore University, 2017)This paper tests the hypothesis that in the long term, the use of technical analysis can produce positive returns. It particularly looks at the use of two of the most commonly used types of technical analysis which are ... -
Valuing the stock price of the industrial companies listed on the Nairobi Securities Exchange using the Residual Income Model
(Strathmore University, 2017)The cross-sectional variation in stock returns due to the earnings announcement has gathered extensive research (Dimitropoulos & Asteriou, 2009) (Ball & Shivakumar, 2008) (Cohen, Dey, Lys, & Sunder, 2005) (Skinner & Sloan, ... -
The effect of non-performing loans on the financial performance of commercial banks in Kenya
(Strathmore University, 2017)This study was carried out with objective of finding out whether the commercial banks in Kenya have been impacted by the problem of non-performing loans and whether ownership has any influence on the impact of non-performing ...
RSS 1.0