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New Belgian stock market returns : 1832 - 1914

Annaert, Jan; Buelens, Frans; De Ceuster, Marc J. - In: Explorations in economic history : EEH 49 (2012) 2, pp. 189-204

Persistent link: https://www.econbiz.de/10009660424

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

The Fisher hypothesis and investment assets : the Vietnamese and Thai case

Dalina Amonhaemanon; Annaert, Jan; De Ceuster, Marc J.; … - In: International journal of financial research 5 (2014) 4, pp. 180-195

Persistent link: https://www.econbiz.de/10010459712

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

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

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

The decomposition of US and euro area stock and bond returns and their sensitivity to economic state variables

Valckx, Nico - In: The European journal of finance 10 (2004) 2, pp. 149-173

Persistent link: https://www.econbiz.de/10001982951