Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)
Year of publication: |
2014
|
---|---|
Authors: | Annaert, Jan ; Mensah, Lord |
Published in: |
Explorations in Economic History. - Elsevier, ISSN 0014-4983. - Vol. 52.2014, C, p. 22-43
|
Publisher: |
Elsevier |
Subject: | CAPM | Size effect | Momentum | Total risk | Dividend yield | Brussels Stock Exchange |
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