Size and value effects in Suriname
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.
| Year of publication: |
2014
|
|---|---|
| Authors: | Bodeutsch, Denice ; Franses, Philip Hans |
| Published in: |
Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 24.2014, 10, p. 671-677
|
| Publisher: |
Taylor & Francis Journals |
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