Template-Type: ReDIF-Paper 1.0
Author-Name: Bodeutsch, D.S.
Author-Name-Last: Bodeutsch
Author-Name-First: Denice
Author-Name: Franses, Ph.H.B.F.
Author-Name-Last: Franses
Author-Name-First: Philip Hans
Author-Person: pfr226
Title: The Stock Exchange of Suriname:
Returns, Volatility, Correlations and Weak-form
Efficiency
Abstract: __Abstract__
 
 The empirical properties of stock returns are studied for 10 companies listed at the Suriname Stock Exchange (SSE), which is a young and growing stock market.  Individual stock returns are found to be predictable from the own past to some extent, but the equal-weighted index returns are not. Dynamic correlations with large Latin-American stock markets appear to be zero. It is concluded that there is much more efficiency to be gained for the SSE.
Creation-Date: 2014-02-01
File-URL: https://repub.eur.nl/pub/50639/EI2014-02-1-.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 2014-02
Classification-JEL: G15, G14
Keywords: emerging markets, developing countries, returns, volatility, market weak-form efficiency
Handle: RePEc:ems:eureir:50639