Size and value effects in Suriname

Denice Bodeutsch and Philip Hans Franses

Applied Financial Economics, 2014, vol. 24, issue 10, 671-677

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.

Date: 2014
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Working Paper: Size and value effects in Suriname (2013)
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DOI: 10.1080/09603107.2014.896981

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