Size and value effects in Suriname

Denice Bodeutsch and Philip Hans Franses

No EI 2013-31, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: __Abstract__ This paper studies the link between stock returns and size and book-to-market equity effects for 10 companies listed at the Suriname Stock Exchange. We analyze 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.

Keywords: stock returns; emerging markets; market capitalization; book-to-market equity effects; Fama-French regression; Suriname (search for similar items in EconPapers)
JEL-codes: G15 (search for similar items in EconPapers)
Date: 2013-10-01
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Journal Article: Size and value effects in Suriname (2014)
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