Associate Professor of Finance
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- T08-41
- Telephone
- 0104089095
- mcosemans@rsm.nl
Profile
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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- M.M.J.E. Cosemans & R.G.P. Frehen (2020). Salience Theory and Stock Prices: Empirical Evidence. Journal of Financial Economics. doi: 10.1016/j.jfineco.2020.12.012
- 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
- R.M.M.J. Bauer, M.M.J.E. Cosemans & P.C. Schotman (2010). Conditional Asset Pricing and Stock Market Anomalies in Europe. European Financial Management, 16 (2), 165-190. doi: 10.1111/j.1468-036X.2008.00453.x
- R.M.M.J. Bauer, M.M.J.E. Cosemans & P.M.A. Eichholtz (2009). Option Trading and Individual Investor Performance. Journal of Banking and Finance, 33, 731-746. doi: 10.1016/j.jbankfin.2008.11.005
- 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 & 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
- 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.
FI Honours Class
- Title
- FI Honours Class
- Year
- 2020
- Year level
- master
Introduction Week
- Title
- Introduction Week
- Year
- 2020
- Year level
- master
Financial Modelling and Analytics
- Title
- Financial Modelling and Analytics
- Year
- 2020
- Year level
- master, IM/CEMS, Exchange, ERIM
Derivatives
- Title
- Derivatives
- Year
- 2020
- Year level
- master, master, master, master
The Review of Financial Studies
- Role
- Ad Hoc Reviewer
Journal of Banking and Finance
- Role
- Ad Hoc Reviewer
Journal of Empirical Finance
- Role
- Ad Hoc Reviewer
Journal of International Money and Finance
- Role
- Ad Hoc Reviewer
Review of Finance
- Role
- Ad Hoc Reviewer
Journal of Financial and Quantitative Analysis
- Role
- Ad Hoc Reviewer
Journal of Financial Econometrics
- Role
- Ad Hoc Reviewer
Journal of Economic Behavior and Organization
- Role
- Ad Hoc Reviewer
Associate Professor
- University
- Erasmus University Rotterdam
- School
- RSM - Rotterdam School of Management
- Department
- Department of Finance
- Telephone
- 0104089095