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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
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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
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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
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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
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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
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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
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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