The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency

被引：2
|
作者：
Bodeutsch, Denice [1 ]
Franses, Philip Hans [2 ]
机构：
[1] Anton de Kom Univ Suriname, Sch Social Sci, Paramaribo, Suriname
[2] Erasmus Sch Econ, Inst Econometr, NL-3000 DR Rotterdam, Netherlands
来源：
EMERGING MARKETS FINANCE AND TRADE | 2015年 / 51卷 / 01期
关键词：
developing countries; emerging markets; market weak-form efficiency; returns; volatility; MARKET; RISK;
D O I：
10.1080/1540496X.2015.1011523
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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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页码：130 / 139
页数：10
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