Browsing Theses and Dissertations by Author "Muriu, Wanjihia P"
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Volatility of stock returns:An empirical analysis of the Nairobi Stock Exchange
Muriu, Wanjihia P (Department of Economics, University of Nairobi, 2003-09-29)This study analyzes the volatility structure of stock returns in an emerging stock market (NSE) covering the period 2nd January 1992 to 30th June 2003. The study utilizes daily stock returns calculated as log (Pt/Pt-1) where ...