M.M.J.E. (Mathijs) Cosemans

Associate Professor
RSM - Rotterdam School of Management
Erasmus University Rotterdam
Associate Member ERIM
Field: Finance & Accounting
Affiliated since 2011

Mathijs Cosemans is an Associate Professor of Finance at RSM Erasmus University. Prior to joining RSM, he was a postdoctoral research fellow at the University of Amsterdam and a visiting research fellow at Harvard Business School and Columbia Business School. Mathijs obtained a Ph.D. degree from Maastricht University for his work on risk and return dynamics in stock markets. He holds a Bachelor’s and Master’s degree in Financial Economics (cum laude) and a Master’s degree in Econometrics from Maastricht University.

His research focuses on empirical asset pricing and financial econometrics and has been presented at leading universities and international conferences, including Harvard University, Yale University, and the American Finance Association, Western Finance Association, SFS Cavalcade, European Finance Association, and Econometric Society. His work has been published in international refereed academic journals such as the Review of Financial Studies and the Journal of Banking and Finance and has been cited in the popular press. He received grants from Inquire Europe, Netspar, and the Society for Financial Econometrics.

At RSM, Mathijs teaches MSc courses in Financial Derivatives and in Empirical Research Methods, an MBA course in Investments and Portfolio Theory, and the MPhil Asset Pricing Research Seminar. He has received the Best Professor award for excellence in teaching in the MSc Finance and Investments program.

Click here to visit my personal website.

  • M.M.J.E. Cosemans & R.G.P. Frehen (2017). Salience Theory and Stock Prices: Empirical Evidence. (Preprints). : RSM Erasmus University and Tilburg University
  • M.M.J.E. Cosemans & R.G.P. Frehen (2017). Insider Trading and the Fairness of Financial Markets. (Preprints). : RSM Erasmus University and Tilburg University
  • M.M.J.E. Cosemans (2017). Causes and Consequences of Horizon Effects in Correlations. (Preprints). : RSM Erasmus University
  • A. Beber, M. Brandt, M.M.J.E. Cosemans & M. Verardo (2015). Ownership Crowded with Style: Institutional Ownership, Liquidity, and Liquidity Risk. (Preprints). : RSM Erasmus University
  • M.M.J.E. Cosemans (2010, april 1). Risk and Return Dynamics. Maastricht University (192 pag.) ( Universitaire Pers Maastricht) Prom./coprom.: Prof.Dr. R.M.M.J. Bauer, P.M.A. Eichholtz & prof.dr. P.C. Schotman.
  • M.M.J.E. Cosemans & P. Eichholtz (2010). Verhoging NHG past als een perfect gesneden maatpak. (no 15). -: Tijdschrift voor de Volkshuisvesting
  • M.M.J.E. Cosemans & P. Eichholtz (2009). De Nederlandse Woningmarkt in Crisis. (no 4563s). -: Economisch Statistische Berichten
  • R. Bauer, M.M.J.E. Cosemans, P. Eichholtz & M. Goldfinger (2007). De Prestaties van Particuliere Beleggers. (no 4508). -: Economisch Statistische Berichten

Editorial positions

  • The Review of Financial Studies

    Ad Hoc Reviewer

  • Journal of Banking and Finance

    Ad Hoc Reviewer

  • Journal of Empirical Finance

    Ad Hoc Reviewer

  • Journal of International Money and Finance

    Ad Hoc Reviewer

  • Review of Finance

    Ad Hoc Reviewer

  • Journal of Financial and Quantitative Analysis

    Ad Hoc Reviewer

  • Journal of Financial Econometrics

    Ad Hoc Reviewer

  • Journal of Economic Behavior and Organization

    Ad Hoc Reviewer

Organization Membership

Past courses
2016
September
28

Address

Visiting address

Office: Mandeville Building T08-41
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands

Work in progress

M.M.J.E. Cosemans & R.G.P. Frehen (2017). Salience Theory and Stock Prices: Empirical Evidence. (Preprints). : RSM Erasmus University and Tilburg University
M.M.J.E. Cosemans & R.G.P. Frehen (2017). Insider Trading and the Fairness of Financial Markets. (Preprints). : RSM Erasmus University and Tilburg University

Latest publication

M.M.J.E. Cosemans, R.G.P. Frehen, P.C. Schotman & R.M.M.J. Bauer (2016). Estimating Security Betas Using Prior Information Based on Firm Fundamentals. The Review of Financial Studies, 29 (4), 1072-1112. doi: http://dx.doi.org/10.1093/rfs/hhv131[go to publisher's site]