Browsing by Author "Odago, Saline A."

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Modeling the effect of calendar anomalies on stock price volatility using Tgarch: Comparison between NSE all share index and NSE 20 share index markets.

Odago, Saline A. (Kca University, 2016)

Inefficiency in the market may be explained by the volatility of the stock prices. This study was conducted with the main objective being to establish the effect of calendar anomalies on stock price volatility in NSE 20 ...