Browsing Articles: Department of Business by Author "Ngugi, Rose"

Now showing items 1-2 of 2

    • Foreign equity flows and stock market liquidity in Kenya 

      Ochenge, Rogers; Ngugi, Rose; Muriu, Peter (Taylor and Francis, 2020-06)
      In this paper, we explore the dynamic relationship between aggregate foreign equity inflows and aggregate liquidity of the Kenyan stock market using transactional foreign trading data and several liquidity ...

    • Macroeconomic Conditions and Stock Market Liquidity in Kenya 

      Ochenge, Rogers; Muriu, Peter; Ngugi, Rose (Canadian Center of Science and Education, 2020-11)
      This paper explores the role of macroeconomic conditions on systematic stock market liquidity in Kenya. The study first estimates the monthly probability of liquidity switching from a high to a low liquidity state using ...