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Cosemans, Mathijs's
Scholarly Papers
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Total Downloads
2,409 |
Total
Citations
35 |
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1.
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Bauer, Rob Maastricht University Cosemans, Mathijs Erasmus University - Rotterdam School of Management Eichholtz, Piet M. A. University of Maastricht - Limburg Institute of Financial Economics (LIFE)
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01 Mar 07
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20 Dec 08
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option trading, individual investor performance, investor sentiment, performance persistence, Internet brokerage
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Cosemans, Mathijs Erasmus University - Rotterdam School of Management Frehen, Rik Tilburg University - Department of Finance Schotman, Peter C. Maastricht University Bauer, Rob Maastricht University
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13 Feb 09
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01 Jan 13
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asset pricing, portfolio construction, time-varying betas, shrinkage, panel data
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3.
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Conditional Asset Pricing and Stock Market Anomalies in Europe
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Bauer, Rob Maastricht University Cosemans, Mathijs Erasmus University - Rotterdam School of Management Schotman, Peter C. Maastricht University
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Posted:
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08 Mar 07
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Last Revised:
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01 Mar 10
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Bauer, Rob Maastricht University Cosemans, Mathijs Erasmus University - Rotterdam School of Management Schotman, Peter C. Maastricht University
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Bauer, Rob Maastricht University Cosemans, Mathijs Erasmus University - Rotterdam School of Management Schotman, Peter C. Maastricht University
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08 Mar 07
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Last Revised:
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09 Jul 08
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conditional asset pricing, time-varying risk, stock market anomalies
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Cosemans, Mathijs Erasmus University - Rotterdam School of Management
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variance risk, correlation risk, idiosyncratic risk, return predictability
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Records 1 -
4
of 4 matches
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