Browsing BBSF Research Projects (2014) by Subject "Nairobi Securities Exchange"

Now showing items 1-2 of 2

Return volatility and the pricing of equities at the Nairobi Securities Exchange

Chege, Eric Theuri (Strathmore University, 2014-03-12)

Using the monthly return series between 1999 and 2013 I find evidence that volatility is priced on the Nairobi Securities Exchange. The GARCH-M model yields positive and significant ARCH and GARCH parameters and the shocks ...
Viability of Equity Valuation Techniques with regard to Price Target Attainability for Nairobi Securities Exchange Companies

Nzesya, Lilian Mwikali (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 ...