Size and value effects in Suriname

• Autores: Denice Bodeutsch, Philip Hans Franses
• Localización: Applied financial economics, ISSN 0960-3107, Vol. 24, Nº. 10-12, 2014, págs. 671-677
• Idioma: inglés
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• Resumen

  • 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.