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    • The existence of the holiday effect in the Nairobi Stock Exchange 

      Rasugu, Nyatundo C (University of NairobiSchool of Business, College of Humanities and Social Sciences, 2005)
      This study evaluates the impact of the holiday effect on the common share returns of companies listed on the NSE during the period 1st January 1998 to 1st December 2002. Daily mean returns of the days preceding holidays ...