2014
Size and value effects in Suriname
Publication
Publication
Applied Financial Economics , Volume 24 - Issue 10 p. 671- 677
Abstract
This article studies the link between stock returns and size and book-to-market equity effects for 10 companies listed at the Suriname Stock Exchange (SSE). We analyse the cross-sectional variation in average returns and we find that there is apparently no size effect, but there is a value effect. The findings are broadly in line with those for other emerging markets documented in the literature.
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doi.org/10.1080/09603107.2014.896981, hdl.handle.net/1765/76079 | |
Econometric Institute Reprint Series , ERIM Top-Core Articles | |
Applied Financial Economics | |
Organisation | Erasmus School of Economics |
Bodeutsch, D., & Franses, P. H. (2014). Size and value effects in Suriname. Applied Financial Economics, 24(10), 671–677. doi:10.1080/09603107.2014.896981 |