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Long-horizon mean reversion for the Brussels stock exchange : evidence for the 19th century

Annaert, Jan (contributor); Van Hyfte, Wim (contributor) - 2006

Persistent link: https://www.econbiz.de/10003332082

Are blue chip stock market indices good proxies for all-shares market indices? : the case of the Brussels stock exchange 1833 - 2005

Annaert, Jan; Buelens, Frans; Cuyvers, Ludo; De … - In: Financial history review 18 (2011) 3, pp. 277-308

Persistent link: https://www.econbiz.de/10009380083

Are extreme returns priced in the stock market? : European evidence

Annaert, Jan; De Ceuster, Marc J.; Verstegen, Kurt - 2012

Persistent link: https://www.econbiz.de/10009669593

Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)

Annaert, Jan; Mensah, Lord - In: Explorations in economic history : EEH 52 (2014), pp. 22-43

Persistent link: https://www.econbiz.de/10010381501

Long-run stock returns : evidence from Belgium 1838 - 2010

Annaert, Jan; Buelens, Frans; Deloof, Marc - In: Cliometrica : journal of historical economics and … 9 (2015) 1, pp. 77-95

Persistent link: https://www.econbiz.de/10010503418

Does the Compass Rose pattern matter for testing normality?

Annaert, Jan (contributor); Claes, Anouk G. P. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001921450

Can average skewness really predict financial returns? : the euro area case

Annaert, Jan; De Ceuster, Marc J.; Cappellen, Jef van - In: Finance research letters 52 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472219

Decomposing the idiosyncratic volatility anomaly among euro area stocks

Annaert, Jan; De Ceuster, Marc J.; Van Doninck, Freek - In: Finance research letters 47 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013553642

Long Run Stock Returns : Evidence from Belgium 1838-2010

Annaert, Jan - 2012

We investigate monthly returns of Belgian stocks listed on the Brussels Stock Exchange in the period 1838-2010. Our sample covers all stocks in the market over the entire period. Stock returns strongly depend on dividend income: real capital appreciation tends to be negative. Stocks were less...

Persistent link: https://www.econbiz.de/10013099927

On the Assessment of Beta Before World War I : Case Study of Brussels Stock Exchange (BSE)

Mensah, Lord - 2012

This paper uses completely new data to study the variations in beta when it deviates from the constancy assumption presumed by the market model. The concentration of the various researches on beta based on post 1926 data makes the 19th century Brussels Stock Exchange (BSE) data a very good...

Persistent link: https://www.econbiz.de/10013103015