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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

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

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

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

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

Value and size effect : now you see it, now you don't

Annaert, Jan; Crombez, John; Spinel, Bart; Van Holle, … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001736510

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