Zobrazeno 1 - 10 of 64 pro vyhledávání: '"Jan Annaert"'
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Akademický článek
Excluding Sum Stable Distributions as an Explanation of Second Moment Condition Failure - The Australian Evidence
Autor: Jan Annaert, Marc De Ceuster, Allan Hodgson
Publikováno v: Investment Management & Financial Innovations, Vol 2, Iss 1 (2005)
Externí odkaz: https://doaj.org/article/8a79c799d70547a0ab4c32b656fbe2c1
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2
Efficient Spread Betting Markets: A Literature Review
Autor: Jonas Vandenbruaene, Marc De Ceuster, Jan Annaert
Publikováno v: Journal of sports economics
Are simple trading strategies profitable? It is a question that has been on the minds of academics and practitioners for decades. In this paper, we review the longstanding literature on trading strategies in spread betting (also known as handicap bet
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::badf1de615ac3e1e91b550feaa7b7a9d
https://doi.org/10.1177/15270025211071042
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3
Why do firms pay dividends? 180 years of evidence
Autor: Leentje Moortgat, Jan Annaert, Marc Deloof
Publikováno v: European review of economic history
We investigate the determinants of dividend payments in Belgium between 1838 and 2020. As the institutional environment changes drastically over time, we explore whether the determinants of dividend payments depend on the environment in which firms o
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7187dda8e8403e57700e3a4552bc8932
https://doi.org/10.1093/ereh/head002
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4
A review on drawdown risk measures and their implications for risk management
Autor: Hans Geboers, Benoît Depaire, Jan Annaert
Publikováno v: Journal of economic surveys
As highlighted by the recent market turmoil following COVID-19, markets can experience significant retracements or drawdowns. While these recent market moves have definitely been large, significant drawdowns have been around since the start of financ
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef333245a3d2f984fe3432acca61651a
https://hdl.handle.net/10067/1895100151162165141
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5
Can average skewness really predict financial returns? The euro area case
Autor: Jan Annaert, Marc De Ceuster, Jef Van Cappellen
Publikováno v: Finance research letters
Jondeau et al. (2020) find evidence that average stock return skewness predicts stock market returns. Although this evidence is consistent with asset pricing theory, we are not able to replicate this result on a broad sample of stock returns taken fr
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::13c3f38c7bc14ef5848d3e88ac2a5672
https://hdl.handle.net/10067/1945250151162165141
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6
Does time series momentum also exist outside traditional financial markets? Near-laboratory evidence from sports betting
Autor: Jonas Vandenbruaene, Marc De Ceuster, Jan Annaert
Publikováno v: Journal of behavioral and experimental economics
The presence of time series momentum in the returns of financial assets puzzles economists. We show that this anomaly is also present in sports betting, a seemingly unrelated market and a near-laboratory setting. We find both a statistically signific
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb175f800bd3136584d9a4f3c60e40e8
https://doi.org/10.1016/j.socec.2023.102014
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8
Data extraction and matching The EurHisFirm experience
Autor: Sébastien Adam, Jan Annaert, Frans Buelens, Coüasnon, Bertrand B., Boris Cule, Amaury de Vicq, Camille Guerry, Pierre-Cyrille Hautcoeur, Thierry Paquet, Andres Rojas Camacho, Iwan Le Floch, Aurélie Lemaitre, Pantelis Karapanagiotis, Johan Poukens, Angelo Riva
Publikováno v: Methodological Advances in the Extraction and Analysis of Historical Data
Methodological Advances in the Extraction and Analysis of Historical Data, Kellogg School of Management-Northwestern University, Dec 2021, Chicago/Virtual, United States
HAL
International audience This paper reports results from the design phase of EurHisFirm. Its goal is to integrate isolated and badly accessible financial data sets on 19 th and 20 th century European companies so that users can query the data as if the
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d737e0319f3943ff2cc88c570924f89d
https://hal.science/hal-03828381
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9
Decomposing the idiosyncratic volatility anomaly among euro area stocks
Autor: Jan Annaert, Marc De Ceuster, Freek Van Doninck
Publikováno v: Finance research letters
We estimate the widely documented idiosyncratic volatility premium at a statistically and economically significant −7.27 basis points monthly among euro area stocks. Furthermore, we test the robustness of Hou and Loh (2016; HL) US findings on the d
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4429ffb96bf7a6d00f97c7aedc9e2ae2
https://doi.org/10.1016/j.frl.2022.102672
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10
Go active or stay passive : investment trust, financial innovation and diversification in Belgium's early days
Autor: Jan Annaert, Gertjan Verdickt
Publikováno v: Explorations in economic history
In 1836, Societe Generale created the world's first closed-end equity fund, Mutualite Industrielle. It promised to be a diversification tool targeted towards less-wealthy investors. We confirm that the trust's returns were indeed better than returns
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fee2657e26cb4f3a1e01a248d21841df
https://repository.uantwerpen.be/docstore/d:irua:3882
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