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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

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

Annaert, Jan; De Ceuster, Marc J.; Verstegen, Kurt - In: Journal of banking & finance 37 (2013) 9, pp. 3401-3411

Persistent link: https://www.econbiz.de/10010126415

Does time series momentum also exist outside traditional financial markets? : near-laboratory evidence from sports betting

Vandenbruaene, Jonas; De Ceuster, Marc J.; Annaert, Jan - In: Journal of behavioral and experimental economics 104 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014335707

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

Did federal funds target rate changes affect the market value of insurance compagnies?

De Ceuster, Marc J.; Li, Jie; Zhang, Hairui - 2012

Persistent link: https://www.econbiz.de/10009669563

On the hypothesis of psychological barriers in stock markets and Benford's Law : an application to the Dow Jones industrial average

De Ceuster, Marc J.; Dhaene, Geert; Schatteman, Tom - 1995

Persistent link: https://www.econbiz.de/10000921077

Are Extreme Returns Priced in the Stock Market? European Evidence

Annaert, Jan - 2013

This paper revisits some recently found evidence in the literature on the cross-section of stock returns for a carefully constructed dataset of euro area stocks. First, we confirm recent results for U.S. data and find evidence of a negative cross-sectional relation between extreme positive...

Persistent link: https://www.econbiz.de/10013086862

Factors affecting asset price expectations : fundamentals and policy variables

Valckx, Nico - 2001

Persistent link: https://www.econbiz.de/10001600320