BBSF Research Projects
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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 ... -
Sustainability of an electronic waste recycling plant in Kenya
(Strathmore University, 2017)The rise of technological innovation has brought with it an increase of electronic waste which causes environmental and health problems. This paper highlights the informal electronic waste recycling practices mostly used ... -
Impact of layoff announcements on stock performance of firms listed on the Nairobi securities exchange.
(Strathmore University, 2017)Despite vast research on the impact of layoff announcements on stock price performance in developed markets, little is known of the same with regard to the Kenyan market. To this end, this study sought to determine the ... -
Estimating risk premia for corporate governance risk in the Kenyan equity market
(Strathmore University, 2017)This study estimates the premia demanded by investors for corporate governance risk in the Kenyan equity market. Using the OECD/G20 corporate governance principles, corporate governance indices are constructed for the 10 ... -
Portfolio diversification fundamental indexing versus cap weighted indexing: a case of Kenya
(Strathmore University, 2017)Indexing is very crucial when it comes to investing. Indexes are believed to be diversified, liquid and transparent and as such, many investors invest in portfolios built on these indexes. Active managers as well seek to ... -
Microfinance institutions in Kenya: a mission drift or progression?
(Strathmore University, 2017)Microfinance serves low income earners by offering a variety of financial services. This study examines whether sustainability of the Microfinance institution leads to a mission drift or a progression. The study measures ... -
Impact of currency risk premium on stock returns
(Strathmore University, 2017)African markets are riddled with occurrences that make it quite difficult to understand the investing environment, especially with the stock markets. Foreign and local investors hence demand greater compensation for unknown ... -
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 ... -
Commodity diversification: How Kenya can exploit commodities for diversification.
(Strathmore University, 2015)Investment in commodities dates back to the age of barter trade and has continually evolved to form an investmentwith substantial diversification benefits to investors · {Vrugt, Bauer, Steenkamp, & Molenaar, 2004). Commodity ... -
The trading volume - stock returns dynamic: a case study of the NSE
(Strathmore University, 2015)This paper exammes the contemporaneous and dynamic relationships between stock returns and trading volume for the Kenyan Stock Market. The sample under stud y was the stocks constituting the NSE-20 index for a period ... -
Effect of capital structure on financial performance: the case of banks listed on the Nairobi securities exchange.
(Strathmore University, 2016)This paper seeks to examine the relationship between capital structure and bank perfonnance in Kenya. This study has employed the use of panel data techniques to analyze the relationship between capital structure and bank ... -
Stock price behavior in the NSE- a test of the predictability and seasonality of stock prices movements
(Strathmore University, 2015)This study incorporates a_ predictive regression approach and a centered moving average analysis to test the predictability and seasonality respectively of the stocks on the Nairobi Securities Exchange (NSE) 20 Share Index. ... -
The Impact of exchange rates and inflation rate on the marketed returns to suppliers in the Kenyan tea industry
(Strathmore University, 2016)Tea production and processing is a focal sector in the Kenyan agricultural sector with its' being the largest foreign exchange earner in the sector and thus a key contributor to the country's GDP. The tea sector is also a ... -
The relationship between executive remuneration and credit risk of banks listed in Kenya
(Strathmore University, 2016)The collapse of the financial system in 2008 brought into light the strong impact that executive remuneration had in the management of credit risk in banks is the United States. The relationship of agency looks at executive ... -
Institutions and economic growth: Kenya, 1963 - 2014
(Strathmore University, 2016)This paper examines the existence of a relationship between political institutions and economic growth in Kenya. Through empirical analysis, carried out for the period between 1963-2014, the study aims to use the findings ... -
Effects of interim dividend announcement on the value of a firm
(Strathmore University, 2016)This research focuses on the impact of interim dividend announcement on the value of a firm. The purpose of this research , is to empirically investigate whether the magnitude of stock market reactions to-interim dividend ... -
Intertemporal equity asset pricing with stochastic volatility at the NSE and the JSE
(Strathmore University, 2016)This paper explores the implementation of an intertemporal asset pricing model with stochastic volatility. This model is applied to equity asset pricing at the Nairobi Securities Exchange (NSE) and the Johannesburg Stock ... -
An evaluation of individual pension funds in Kenya, the factors that affect their growth and the opportunities they have.
(Strathmore University, 2014-03)One of the sectors in the economy that has been involved in mobilization of the savings is the Pension fund industry. The role of savings in economic growth has been given considerable attention given the fact that for any ...
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