Moderating Effect of Capital Inflows on the Relationship Between Systematic Risks and Stock Market Return Volatility Among Firms Listed at the Nairobi Securities Exchange, Kenya

Authors

  • David Ngugi Kinuthia Kenyatta University
  • Dr. Fredrick Warui Kenyatta University
  • Dr. Festus Mithi Kenyatta University

DOI:

https://doi.org/10.53819/81018102t5415

Abstract

The study assessed the moderating effects of capital inflows on the relationship between systematic risks and stock market return volatility among firms listed at the NSE, Kenya. Volatility in the stock market in Kenya has been on the rise in the recent years. Capital inflows can impact stock market volatility by affecting overall market liquidity and investor sentiment. Sudden changes in capital flows, such as large-scale foreign selling or buying, can exacerbate market volatility as prices adjust to accommodate the influx or outflow of funds. Empirical studies found conflicting findings and displayed research gaps that this study sought to fill. The study was anchored on positivism philosophy and correlational research design. The target population was all 62 NSE listed firms listed between 2014 and 2024. Secondary data was collected from NSE, KNBS, CMA and world bank reports using data collection sheet. The data was analyzed through descriptive statistics and multiple regression. The study found that individual interaction terms were insignificant, including inflation (β = -0.0172, p = 0.428), exchange rate (β = 0.0368, p = 0.306), and interest rate (β = -0.0215, p = 0.389). Hence, capital inflows had no significant moderating effect on the relationship between systematic risks and stock market return volatility. The study concludes that capital inflows have no significant moderating effect on the relationship between systematic risks and stock market return volatility of firms listed at the NSE Kenya. The study recommends that regulatory bodies such as the CMA and CBK develop policies that encourage productive and long-term capital inflows. The CMA and CBK should establish early warning mechanisms that monitor capital flow volatility and its potential spillover effects on equity market stability. Market regulators should also enhance investor education initiatives so that market participants are better equipped to respond rationally to changes in capital flow patterns, thereby reducing sentiment-driven volatility in the Kenyan stock market.

Keywords: Capital inflows, systematic risks, stock market return volatility, Nairobi Securities Exchange, Kenya

Author Biographies

David Ngugi Kinuthia, Kenyatta University

PhD Student in Finance, School of Business, Economics and Tourism, Kenyatta University, Kahawa Sukari, Kiambu, Kenya

Dr. Fredrick Warui, Kenyatta University

Senior lecturer, Department of Accounting and Finance, School of Business, Economics and Tourism, Kenyatta University, Kiambu, Kenya

Dr. Festus Mithi, Kenyatta University

Senior lecturer, Department of Accounting and Finance, School of Business, Economics and Tourism, Kenyatta University, Kiambu, Kenya

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Published

2026-02-25

How to Cite

Kinuthia, D. N., Warui, F., & Mithi, F. (2026). Moderating Effect of Capital Inflows on the Relationship Between Systematic Risks and Stock Market Return Volatility Among Firms Listed at the Nairobi Securities Exchange, Kenya. Journal of Finance and Accounting, 10(2), 1–11. https://doi.org/10.53819/81018102t5415

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