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.

Additional Metadata
Keywords book-to-market equity effects, emerging market, Fama-French regression, market capitalization, stock returns
JEL International Financial Markets (jel G15)
Persistent URL dx.doi.org/10.1080/09603107.2014.896981, hdl.handle.net/1765/76079
Series Econometric Institute Reprint Series
Journal Applied Financial Economics
Citation
Bodeutsch, D.S, & Franses, Ph.H.B.F. (2014). Size and value effects in Suriname. Applied Financial Economics, 24(10), 671–677. doi:10.1080/09603107.2014.896981