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dc.contributor.authorLelo, Sora
dc.date.accessioned2016-03-03T17:14:41Z
dc.date.available2016-03-03T17:14:41Z
dc.date.issued2015-12
dc.identifier.urihttp://hdl.handle.net/11071/4289
dc.descriptionA research project submitted in partial fulfillment of the requirements for the Degree of Bachelor of Business Science Actuarial at Strathmore Universityen_US
dc.description.abstractMany researchers have studied movements in aggregate stock market volatility. Some argue that the relation between returns and volatility is strong. Pindyck (1984) attributed much of the decline in stock prices during the 1970's to increase in volatilty. On the other hand , Porteba and Summers (1986) argued that the time-series properties of volatility make the scenario unlikely. Neither study, however, provides a direct test of the relation between expected return and volatility. The amplitude of the fluctuations in aggregate stock volatility is difficult to explain using simple models of stock valuation (Schwert G. W.,1989)
dc.language.isoenen_US
dc.publisherStrathmore Universityen_US
dc.subjectExpected stock returnen_US
dc.subjectVolatilityen_US
dc.subjectImpacten_US
dc.titleAssessing the impact of volatility on expected stock returnen_US
dc.typeOtheren_US


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