dr. M.M.J.E. (Mathijs) Cosemans
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, behavioral finance, climate finance, and financial econometrics and has been presented at top-tier conferences, including the annual meetings of 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 Journal of Financial Economics and the Review of Financial Studies. He received research grants from Inquire Europe, Netspar, and the Society for Financial Econometrics.
At RSM, Mathijs teaches MSc courses in Financial Modeling and in Derivatives. He has received the Best Professor award for excellence in teaching in the MSc Finance and Investments program.
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Cosemans, M., & Frehen, RGP. (2021). Salience Theory and Stock Prices: Empirical Evidence. Journal of Financial Economics, 140(2), 460-483. https://doi.org/10.1016/j.jfineco.2020.12.012
Cosemans, M., Frehen, RGP., Schotman, PC., & Bauer, RMMJ. (2016). Estimating Security Betas Using Prior Information Based on Firm Fundamentals. The Review of Financial Studies, 29(4), 1072-1112. https://doi.org/10.1093/rfs/hhv131
Bauer, RMMJ., Cosemans, M., & Schotman, PC. (2010). Conditional Asset Pricing and Stock Market Anomalies in Europe. European Financial Management, 16(2), 165-190. https://doi.org/10.1111/j.1468-036X.2008.00453.x
Bauer, RMMJ., Cosemans, M., & Eichholtz, PMA. (2009). Option Trading and Individual Investor Performance. Journal of Banking and Finance, 33, 731-746. https://doi.org/10.1016/j.jbankfin.2008.11.005
Doctoral Thesis (1)
Cosemans, M. (2010). Risk and Return Dynamics. [Doctoral Thesis, Maastricht University]. Maastricht University.
Cosemans, M., & Eichholtz, P. (2010). Verhoging NHG past als een perfect gesneden maatpak. Tijdschrift voor de Volkshuisvesting.
Cosemans, M., & Eichholtz, P. (2009). De Nederlandse Woningmarkt in Crisis. Economisch Statistische Berichten.
Bauer, R., Cosemans, M., Eichholtz, P., & Goldfinger, M. (2007). De Prestaties van Particuliere Beleggers. Economisch Statistische Berichten.
Working paper (2)
Cosemans, M., & Schoenmaker, D. (2022). Carbon Bias in Index Investing. Rotterdam School of Management (RSM), EUR. https://doi.org/10.2139/ssrn.4016221
Beber, A., Brandt, M., Cosemans, M., & Verardo, M. (2015). Ownership Crowded with Style: Institutional Ownership, Liquidity, and Liquidity Risk. Rotterdam School of Management (RSM), EUR.
PhD Tracks (3)
- Role: Member Doctoral Committee
- PhD Candidate: Roy Verbeek
- Time frame: 2013 - 2017
- Role: Co-promotor
- PhD Candidate: Xander Hut
- Time frame: 2018 -
- Role: Co-promotor
- PhD Candidate: Francesca Caucci
- Time frame: 2022 -
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