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

Mathijs Cosemans
Associate Professor
Rotterdam School of Management (RSM)
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.

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Work in Progress (3)

  • M.M.J.E. Cosemans (2019). Causes and Consequences of Horizon Effects in Correlations. (Preprints). : RSM Erasmus University
  • M.M.J.E. Cosemans & R.G.P. Frehen (2019). Insider Trading and the Fairness of Financial Markets. (Preprints). : RSM Erasmus University and Tilburg University
  • M.M.J.E. Cosemans & R.G.P. Frehen (2019). Salience Theory and Stock Prices: Empirical Evidence. (Preprints). : RSM Erasmus University and Tilburg University

Publications (7)

Articles (3)

Doctoral Thesis

  • 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.

Professional Publications (3)

  • 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

PhD Tracks (2)

Essays on Empirical Asset Pricing
  • Role: Member Doctoral Committee
  • PhD Candidate: Roy Verbeek
  • Time frame: 2013 - 2017
Financial Markets and Investment Strategies
  • Role: Co-promotor
  • PhD Candidate: Xander Hut
  • Time frame: 2018 -

Recognitions (12)

Editorial positions (8)

  • Journal of Economic Behavior and Organization

    Ad Hoc Reviewer

  • Journal of Banking and Finance

    Ad Hoc Reviewer

  • Journal of Empirical Finance

    Ad Hoc Reviewer

  • Journal of Financial and Quantitative Analysis

    Ad Hoc Reviewer

  • Journal of International Money and Finance

    Ad Hoc Reviewer

  • The Review of Financial Studies

    Ad Hoc Reviewer

  • Journal of Financial Econometrics

    Ad Hoc Reviewer

  • Review of Finance

    Ad Hoc Reviewer

Organization Memberships (4)

Courses (2)

Past
  • Seminar Asset Pricing 1 (2018/2019, 2017/2018)
  • Seminar Asset Pricing 2 (2018/2019, 2017/2018)

PhD Vacancy (1)

PhD in Finance

The finance faculty at RSM is a vibrant and diverse group consisting of leading international researchers. Our faculty undertakes world-class research that is regularly published in the top academic journals. 

We are looking for highly motivated candidates that have an interest in undertaking challenging and rigorous research. Besides a background in finance, we also welcome applicants with an education in Economics or Econometrics. 

Candidates should indicate in their cover letter which field best matches their interest: 

  • Asset Pricing
  • Corporate Finance
  • Banking and Financial Intermediation 

If applicants have already an idea for a research project, they can briefly describe it in their Statement of Purpose. This, however, is not a requirement.

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Events (3)

2016
September
28
Salience Theory and Stock Returns
Research Seminar
As: Speaker
2012
November
28
Ownership Composition, Liquidity, and Liquidity Risk
Research Seminar
As: Speaker
2011
February
16
Long and Short Run Correlation Risk in Stock Returns
Research Seminar
As: Speaker

Address

Visiting address

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

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands

Research Initiatives

Work in progress

M.M.J.E. Cosemans (2019). Causes and Consequences of Horizon Effects in Correlations. (Preprints). : RSM Erasmus University

M.M.J.E. Cosemans & R.G.P. Frehen (2019). Insider Trading and the Fairness of Financial Markets. (Preprints). : RSM Erasmus University and Tilburg University

M.M.J.E. Cosemans & R.G.P. Frehen (2019). Salience Theory and Stock Prices: Empirical Evidence. (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: 10.1093/rfs/hhv131