Browsing Journal Articles by Author "Ochenge, Rogers"

Now showing items 1-3 of 3

    • 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 ...

    • Illiquidity, Foreign Investor Preferences and Asset Pricing In Kenya 

      Ochenge, Rogers; Muiru, Peter (IISTE, 2017)
      In this paper we examine the role of illiquidity and foreign investor preferences in asset pricing in the Kenyan frontier stock market. Since stock illiquidity and heterogeneous foreign investor preferences are pervasive ...

    • 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 ...