An analysis of price movement for selected stocks in Nairobi stock exchange
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Date
1997-07Author
Mwangi, Moses N
Type
ThesisLanguage
enMetadata
Show full item recordAbstract
The aim of the study was to analyze the price movement of selected securities in the
NSE. The objectives were to identify a pattern for stock movement, determine the factors
that affect share prices and to determine a predictive model for stock movement in NSE.
The model was developed using a PC-give (version 6) software package. Using the
model,the prices from the month of May 1996 to April 997 were computed and compared
with the actual on . T -test were carried out to determine whether the two price were
significantly different from each other. Forecast Chi-square and chow test were
computed to test for parameter consistency . All data was obtained from the data bank from
the Secretariat of NSE in form of raw published stock price list . Data covering the period
l st January 1992 to 30th April 1997 was collected......................................................................................
Publisher
University of Nairobi
Rights
Attribution-NonCommercial-NoDerivs 3.0 United StatesUsage Rights
http://creativecommons.org/licenses/by-nc-nd/3.0/us/Collections
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