"sort" option in query does not include results that have no value in sorted field
From semantic-mediawiki.org
Fragment of a discussion from Semantic MediaWiki Community Portal
Well, if you do not query for a property you cannot sort by it since your printout statement cannot be fulfilled. Somehow you have to pick up the date from the pages/subobjects with the query. See sorting results. So your query should be
{{#ask:[[Category:Market research]] |?ResearchStatus |?ResearchType |?Description |?BeginDate |sort=BeginDate }}