John Crombez

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Value and Size Effects: Now You See it, Now You Don't

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 32 Posted: 21 Mar 2002
Degroof Petercam Asset Management, University of Antwerp Department of Accounting & Finance, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 658 (39,085)
Citation 1

Abstract:

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book-to-market, size, value strategy

2.

Updating Expected Returns Based on Consensus Forecasts

Number of pages: 29 Posted: 08 Mar 2001
John Crombez
affiliation not provided to SSRN
Downloads 220 (139,760)

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Bayesian Simulation, Bayes' Rule, normative models, expected returns

3.

Exact Factor Pricing in a European Framework

EFMA 2000 Athens
Number of pages: 25 Posted: 14 Jul 2000
John Crombez and Rudi Vander Vennet
affiliation not provided to SSRN and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 170 (177,051)

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Factor models, factor pricing tests