BBSF Research Projects (2015)
Browse by
Recent Submissions
-
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 ... -
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. ... -
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 ... -
The viability of long term care insurance in Kenya
(Strathmore University, 2014-11)Kenya's population aged 60 and above is rapidly ageing. The available facilities catered towards meeting the health care needs of Kenya's ageing population are inadequate and may not be able to manage this growing population.2 ... -
Effects of interim dividend announcement on the value of a firm - a case of the Nairobi Securities Exchange
(Strathmore University, 2015-11)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 ... -
Viability of an Exchange Traded Commodity Derivatives market in sustaining price stability of Agricultural products in Kenya
(Strathmore University, 2015-12)Simulations are used to analyze the effects of introduction of an Exchange Traded Commodities Derivative market. These effects are both to the consumer and producer of Tea in developing countries. Application to the tea ... -
Testing trade - off theory vs pecking order theory - evidence from Kenyan listed firms
(Strathmore University, 2015-12)This study seeks to test both the pecking order theory and the trade-off theory theories using evidence from companies listed in the Nairobi securities exchange and examine which theory best explains capital structures of ... -
Untitled
RSS 1.0