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Price and Volumes Reaction to Annual Earnings Announcement: A Case of the Nairobi Securities Exchange
(2013-02)
Modern corporate organizations listed in the security markets periodically communicate their financial
performance to stakeholders through earnings announcements. Efficient markets immediately absorb and reflect
the new ...
Efficiency Evaluation When Modelling Nairobi Security Exchange Data Using Bilinear and Bilinear-Garch (Bl-Garch) Models
(2012-06)
In this paper, the weekly returns of the Nairobi Securities Market (NSE) are modelled using bilinear models and
the bilinear-GARCH models so as to determine the most efficient and adequate model for forecasting of ...
Volatility Modelling of the Nairobi Securities Exchang
(2012-03)
In this paper we identify the most efficient ARCH-type model that can be applied to the Nairobi stock exchange
data for forecasting and prediction of volatility which in turn is important in pricing financial derivative ...