BBSE Research projects (2016)
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Recent Submissions
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The Use of dupont analysis in equity valuation : empirical study of Kenyan market
(Strathmore University, 2016)The paper examined the stock market's association with the information in the DuPont components variables through long-window tests and found that the market recognized the future Return on Net Operating Assets, RNOA, and ... -
Determinants that influence financial performance of microfinance institutions in Kenya: case study of Nairobi County
(Strathmore University, 2015)According to (Lafourcade, Isern, Brown, & Mwangi, 2005), microfinance institutions in Sub-Saharan Africa include a broad range of diverse and geographically dispersed institutions offering financial services to low income ... -
The X-efficiency of insurance companies in Kenya
(Strathmore University, 2015)This project seeks to determine the X-efficiencies ofboth life and non-life insurance companies in Kenya. It also establishes whether the X-efficiency ofthese insurance companies is affected by the type of business (life ... -
Shariah-stock screening-procedure Shariah-compliant listed-equities in Kenya
(Strathmore University, 2015)Kenya vision 2030 is the country 's development blue print covering the period 2008 to 2030, it aims at transforming Kenya into an industrialized middle-income country, and among the priority sectors that will see to this ... -
Testing for market efficiency in Nairobi stock exchange: a serial correlation analysis
(Strathmore University, 2016)The study examined the weak-form informational efficiency in the Nairobi Securities Exchange (NSE), using a sample of data of both the NSE 20 and All Share Indices, in the period between January 1999 and January 2013. The ... -
Empirical asset pricing: models For the Kenyan scenario
(Strathmore University, 2016)This study compared the capital asset pricing model to the consumption based capital asset pricing model in pricing assets in the Kenyan market using the NSE-20 index, 91-day T-bill rate and the quarterly consumption growth ... -
The effect of interest rate changes on the stock market
(Strathmore University, 2016)The paper evaluates the existence and nature of the relationship between changes in interest rates and stock returns in Kenya with an aim to improve policy development and investment decision-making. This study uses the ... -
An empirical analysis on impact of macroeconomic variables on stock prices case in Kenya
(Strathmore University, 2016)Previous research has evidenced that some macroeconomic variables have an effect on the stock prices of their listed companies. However this is not always the case especially in researches that were studying developing ... -
The effects of interest rate spread on non-performing loans in commercial banks in Kenya.
(Strathmore University, 2015-11)The main goal of any banking institution is to maintain profitable from its operations to ensure its sustainability and continued growth. Banks generate their profits mainly from providing loan facilities to its customers ... -
An analysis of liquidity in stock markets
(Strathmore University, 2016)The following is a study on liquidity of the va rious stocks listed on the NSE. It has defined liquidity as the ability to trade large quantities of a stock without moving the price. The study seeks to determine the most ... -
An Econometric analysis of the relationship between oil price change and inflation dynamics in Kenya
(Strathmore University, 2016)The purpose of this study was to analyse the relat ionship between global oil price and inflation in Kenya. The specifi c objective of the study was to investigate the . impact of fluctuations of global oil price on Kenyan ... -
Forecasting foreign exchange rates in Kenya using stochastic models
(Strathmore University, 2016)The shift of exchange rate regime from fixed to floating has prompted the need for forecasting exchange rates in Kenya. Portfolio managers and corporate finance managers whose forms' and clients' cash flows are affected ... -
A Sectoral analysis of the impact of foreign aid on public investment and economic growth in Kenya
(Strathmore University, 2016)The purpose of this study was to find out the effectiveness of foreign aid in boosting economic growth in Kenya and its impact on public investment. This paper uses an Autoregressive Distributed Lag (ARDL) Model to estimate ... -
The impact of exchange rate volatility on flower export Earnings in Kenya
(Strathmore University, 2016)This study looks at the relationship between Real Effective Exchange Rate Volatility and Flower export earnings in Kenya. It aims at establishing whether the relationship between these two variables is positive or negative. ... -
The relationship between exports and economic growth in Kenya
(Strathmore University, 2016)This paper evaluates the existence of a relationship between the exports and economic growth in Kenya. The study aims to improve and develop the policy in this area. The main variables this study include GOP and exports. ... -
Extensive and intensive margins: an analysis of Kenyan exports
(Strathmore University, 2016)The study analyses Kenyan exports using fifty two commodities obtained from HS92 trade classification! exported to 223·export destination countries for the period 2004 " to 2013. The research aims at identifying the ... -
Impact of monetary policy rates on commercial bank lending rates: Kenya bankers reference rate
(Strathmore University, 2016)The purpose of this study was to find out the impact of monetary policy on commercial bank lending rate with a view of implementation of the Kenya Bankers' Reference Rate (KBRR). The key components of the KBRR; The 91 day ... -
Impact of the new NSSF act on stock market volatility
(Strathmore University, 2016)This study is an empirical test of the impact pension funds have on the volatility of daily stock market returns in Kenya. More so, this study looks at the impact the new NSSF Act has had on the volatility structure of ... -
Measuring the effect of characteristics of loan obligors on default risk in a portfolio of individual loans using generalized linear models
(Strathmore University, 2016)A large part of bank profits is eamed from the interest charged on the different loans they advance to their customers; therefore proper management of credit risk is crucial for commercial banks. This paper studies the ... -
Assessing the optimal inflation rate for the Kenyan economy
(Strathmore University, 2)This study seeks to estimate the optimal level of inflation for the Kenyan economy that is favorable for its economic growth by using time-series dataset for the period 1981 to 2014. The study adopts a model proposed by ...
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