Annaert, Jan; Buelens, Frans; Cuyvers, Ludo; Deloof, Marc; De Ceuster, Marc; De Schepper, Ann
(Cambridge University Press, 2011)
In this article, we calculate a market-weighted return index for the 20 largest stocks listed on the Brussels Stock Exchange over the period 1833–2005, based on a new, unique and high-quality database. We find that this ...