Kurt Verstegen

University of Antwerp - Faculty of Applied Economics

PhD Researcher at the KBC Chair in Financial Risk Management

Prinsstraat 13

Antwerp, 2000

Belgium

http://www.ua.ac.be/kurt.verstegen

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Are Extreme Returns Priced in the Stock Market? European Evidence

Number of pages: 19 Posted: 14 Feb 2013
Jan Annaert, Marc J. K. de Ceuster and Kurt Verstegen
University of Antwerp Department of Accounting & Finance, University of Antwerp - Faculty of Applied Economics - City Campus and University of Antwerp - Faculty of Applied Economics
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Citation 2

Abstract:

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extreme returns, cross-section of expected returns, lottery-like payoffs, skewness, idiosyncratic volatility puzzle