The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency
Denice Bodeutsch and
Philip Hans Franses
Emerging Markets Finance and Trade, 2015, vol. 51, issue 1, 130-139
The empirical properties of stock returns are studied for ten 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.
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Working Paper: The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:mes:emfitr:v:51:y:2015:i:1:p:130-139
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