Mathijs Cosemans

Erasmus University - Rotterdam School of Management

Associate Professor of Finance

Burgemeester Oudlaan 50

Rotterdam

Netherlands

http://www.mathijscosemans.com

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 12,252

in Total Papers Downloads

7,427

SSRN CITATIONS
Rank 11,084

SSRN RANKINGS

Top 11,084

in Total Papers Citations

124

CROSSREF CITATIONS

21

Scholarly Papers (8)

1.

Option Trading and Individual Investor Performance

EFA 2007 Ljubljana Meetings Paper, Journal of Banking and Finance, Forthcoming
Number of pages: 42 Posted: 01 Mar 2007 Last Revised: 29 Dec 2015
Rob Bauer, Mathijs Cosemans and Piet M. A. Eichholtz
Maastricht University, Erasmus University - Rotterdam School of Management and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 2,545 (10,434)
Citation 22

Abstract:

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option trading, individual investor performance, investor sentiment, performance persistence, Internet brokerage

2.

Salience Theory and Stock Prices: Empirical Evidence

Journal of Financial Economics, 140 (2021) 460-483
Number of pages: 70 Posted: 21 Dec 2016 Last Revised: 20 Feb 2024
Mathijs Cosemans and Rik Frehen
Erasmus University - Rotterdam School of Management and Tilburg University - Department of Finance
Downloads 1,804 (18,041)
Citation 70

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salience theory, probability weighting, asset pricing, return predictability

3.

Estimating Security Betas Using Prior Information Based on Firm Fundamentals

The Review of Financial Studies, Volume 29, Issue 4, April 2016, Pages 1072–1112, AFA 2010 Atlanta Meetings Paper, WFA 2009 San Diego Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 60 Posted: 13 Feb 2009 Last Revised: 30 Aug 2023
Mathijs Cosemans, Rik Frehen, Peter C. Schotman and Rob Bauer
Erasmus University - Rotterdam School of Management, Tilburg University - Department of Finance, Maastricht University - Department of Finance and Maastricht University
Downloads 1,515 (23,608)
Citation 19

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asset pricing, portfolio construction, time-varying betas, shrinkage, panel data

4.

Climate Change and Long-Horizon Portfolio Choice: Combining Insights from Theory and Empirics

2023 WFA Meetings Paper
Number of pages: 71 Posted: 13 Sep 2021 Last Revised: 09 Jun 2023
Mathijs Cosemans, Xander Hut and Mathijs A. van Dijk
Erasmus University - Rotterdam School of Management, Goethe University Frankfurt and Erasmus University Rotterdam (EUR)
Downloads 553 (94,308)
Citation 1

Abstract:

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climate change, long-run risks, prior beliefs, optimal portfolio choice, uncertainty

5.

Conditional Asset Pricing and Stock Market Anomalies in Europe

European Financial Management Journal, Forthcoming
Number of pages: 41 Posted: 08 Mar 2007 Last Revised: 09 Jul 2008
Rob Bauer, Mathijs Cosemans and Peter C. Schotman
Maastricht University, Erasmus University - Rotterdam School of Management and Maastricht University - Department of Finance
Downloads 481 (111,647)
Citation 3

Abstract:

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conditional asset pricing, time-varying risk, stock market anomalies

6.

Carbon Bias in Index Investing

Number of pages: 23 Posted: 28 Jan 2022
Mathijs Cosemans and Dirk Schoenmaker
Erasmus University - Rotterdam School of Management and Rotterdam School of Management, Erasmus University
Downloads 356 (157,638)

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carbon emissions, climate change, climate finance, institutional investors, index investing

7.

How Harmful Is Insider Trading for Outsiders? Evidence from the Eighteenth Century

AFA 2022 Meetings Paper, EFA 2022 Meetings Paper
Number of pages: 57 Posted: 06 Jan 2022 Last Revised: 20 Feb 2024
Mathijs Cosemans and Rik Frehen
Erasmus University - Rotterdam School of Management and Tilburg University - Department of Finance
Downloads 173 (319,881)

Abstract:

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insider trading, asymmetric information, financial history

8.

The Pricing of Long and Short Run Variance and Correlation Risk in Stock Returns

Posted: 04 May 2011 Last Revised: 26 Feb 2017
Mathijs Cosemans
Erasmus University - Rotterdam School of Management

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variance risk, correlation risk, idiosyncratic risk, return predictability