Size and value effects in Suriname
This paper studies the link between stock returns and size and book-to-market equity effects for 10 companies listed at the Suriname Stock Exchange. We analyze 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.
|Keywords||stock returns, emerging markets, market capitalization, book-to-market equity effects, Fama-French regression, Suriname|
|JEL||International Financial Markets (jel G15)|
|Series||Econometric Institute Research Papers|
|Journal||Econometric Institute Research Papers|
Bodeutsch, D.S, & Franses, Ph.H.B.F. (2013). Size and value effects in Suriname (No. EI 2013-31). Econometric Institute Research Papers (pp. 1–17). Retrieved from http://hdl.handle.net/1765/50132