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Annaert, Jan's
Scholarly Papers
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Total
Downloads
3,283 |
Total
Citations
39 |
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1.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics Van Osselaer, Sofie
Ghent University, Department of Financial Economics Verstraete, Bert
KBC Asset Management
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660
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10
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Portfolio insurance, Performance evaluation, Stochastic dominance, Block-bootstrap simulation
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2.
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van Holle, Frederiek
affiliation not provided to SSRN Annaert, Jan
University of Antwerp - Faculty of Applied Economics Crombez, John
affiliation not provided to SSRN Spinel, Bart
affiliation not provided to SSRN
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520
(24,190)
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2
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book-to-market, size, value strategy
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3.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics Claes, Anouk G. P.
Facultés Universitaires Saint-Louis, Faculté ESPO de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Zhang, Hairui
University of Antwerp
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08 May 12
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Last Revised:
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19 Feb 13
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363
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Smoothed Bootstrap, Ridge Regression, Nelson-Siegel, Spot Rates
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4.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Van Roy, Patrick
National Bank of Belgium Vespro, Cristina
affiliation not provided to SSRN
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23 Sep 10
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Last Revised:
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27 Sep 10
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229
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5
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credit default spreads, credit risk, financial crisis, financial sector, liquidity premia, structural model
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5.
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Do Universal Banks Create Value? Universal Bank Affiliation and Company Performance in Belgium, 1905-1909
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Van Overfelt, Wouter
affiliation not provided to SSRN Annaert, Jan
University of Antwerp - Faculty of Applied Economics de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Deloof, Marc
University of Antwerp
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Posted:
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08 Feb 07
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Last Revised:
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17 Sep 08
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197
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9
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Van Overfelt, Wouter
affiliation not provided to SSRN Annaert, Jan
University of Antwerp - Faculty of Applied Economics de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Deloof, Marc
University of Antwerp
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0
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Company Performance, Company Risk, Universal Banks, Director Interlocks
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Van Overfelt, Wouter
affiliation not provided to SSRN Annaert, Jan
University of Antwerp - Faculty of Applied Economics de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Deloof, Marc
University of Antwerp
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197
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9
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Universal Banking, Company Performance, Company Risk, Director Interlocks
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6.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics Van Hyfte, Wim
Ghent University - Department of Financial Economics
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191
(78,106)
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3
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Financial market history, market efficiency, univariate stock return predictability
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7.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics Garcia, Joao
Fitch Solutions Lamoot, Jeroen
Banking, Finance and Insurance Commission (CBFA) Lanine, Gleb
Ghent University - Department of Financial Economics
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190
(78,497)
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CreditRisk+, saddlepoint approximations, Lugannani-Rice formula, Barndorff-Nielsen formula, credit VaR.
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8.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Valckx, Nico
European Central Bank (ECB)
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180
(82,621)
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business cycles, stock market volatility, interest rate volatility, probit model
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9.
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Valckx, Nico
European Central Bank (ECB) de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Annaert, Jan
University of Antwerp - Faculty of Applied Economics
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164
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2
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Business cycle forecasting, stock market volatility, interest rate volatility, probit
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10.
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de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Annaert, Jan
University of Antwerp - Faculty of Applied Economics Claes, Anouk G. P.
Facultés Universitaires Saint-Louis, Faculté ESPO
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141
(103,176)
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credit spreads, diversification, correlations, corporate bonds
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11.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics Claes, Anouk G. P.
Facultés Universitaires Saint-Louis, Faculté ESPO de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Zhang, Hairui
University of Antwerp
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91
(143,882)
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Term Structure, Nelson-Siegel Model, Svensson Model, Ridge Regression
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12.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics Buelens, Frans
University of Antwerp Deloof, Marc
University of Antwerp
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89
(146,053)
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1
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long run stock returns, equity premium, size effect, 19th and 20th centuries, Brussels stock exchange
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13.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Hodgson, Allan
University of Queensland - Faculty of Business, Economics and Law
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84
(151,482)
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Sum stable distributions, Hill-estimator, moments
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14.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics Heyman, Dries
Ghent University - Department of Financial Economics Van Osselaer, Sofie
Ghent University, Department of Financial Economics
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75
(162,400)
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Mutual Funds, Transactions, Description
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15.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Verstegen, Kurt
University of Antwerp - Faculty of Applied Economics
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65
(176,039)
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extreme returns, cross-section of expected returns, lottery-like payoffs, skewness, idiosyncratic volatility puzzle
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16.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics de Ceuster, Marc J. K.
University of Antwerp - Faculty of Applied Economics - City Campus Polfliet, Ruud
University of Antwerp - Faculty of Applied Economics Van Campenhout, Geert
University of Antwerp - Faculty of Applied Economics
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31
(240,283)
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7
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17.
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Mensah, Lord
University of Ghana Business School Annaert, Jan
University of Antwerp - Faculty of Applied Economics
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29 Jul 12
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Last Revised:
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31 Jul 12
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13
(299,771)
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Historical Beta Estimation, Brussels Stock Exchange
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18.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics Van Campenhout, Geert
KU Leuven - Faculty of Business and Economics (FBE)
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C22, C52, G11, G20
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19.
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Annaert, Jan
University of Antwerp - Faculty of Applied Economics
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