John Crombez

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 33,358

SSRN RANKINGS

Top 33,358

in Total Papers Downloads

998

CITATIONS

2

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
affiliation not provided to SSRN, University of Antwerp Department of Accounting & Finance, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 583 (32,398)
Citation 2

Abstract:

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 212 (112,534)

Abstract:

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 161 (143,262)

Abstract:

Factor models, factor pricing tests