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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

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 pricing of Belgian OLOs : bootstrapped spot rates versus strips

De Ceuster, Marc J.; Diels, Bart - 1995

Persistent link: https://www.econbiz.de/10000904878

Price dividend models, expectations formation, and monetary policy

Valckx, Nico (contributor) - 2003

Persistent link: https://www.econbiz.de/10001756374

Modeling asset premiums and the riskfree rate in general equilibrium CCAPM

Valckx, Nico - In: Review of quantitative finance and accounting 17 (2001) 2, pp. 107-126

Persistent link: https://www.econbiz.de/10001748142

Price dividend models, expectations formation, and monetary policy

Valckx, Nico - 2003

Persistent link: https://www.econbiz.de/10013430520

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

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 52 (2014) C, pp. 22-43

We use pre-World War I Brussels Stock Exchange (BSE) data to investigate the relation between average stock returns and market beta, size, momentum, dividend yield and total risk on the cross-section of stock returns. Based on portfolio sorts and Fama–MacBeth regressions, we find no...

Persistent link: https://www.econbiz.de/10011042812