Biography
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.
Click here to visit his personal website.
Rotterdam School of Management, Erasmus University
- mcosemans@rsm.nl
More information
Work
- Mathijs Cosemans & Dirk Schoenmaker (2022) - Carbon Bias in Index Investing - doi: 10.2139/ssrn.4016221 - [link]
- Mathijs Cosemans & RGP Frehen (2021) - Salience Theory and Stock Prices: Empirical Evidence - Journal of Financial Economics, 140 (2), 460-483 - doi: 10.1016/j.jfineco.2020.12.012 - [link]
- Mathijs Cosemans, RGP Frehen, PC Schotman & RMMJ 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 - [link]
- A Beber, M Brandt, Mathijs Cosemans & M Verardo (2015) - Ownership Crowded with Style: Institutional Ownership, Liquidity, and Liquidity Risk
- Mathijs Cosemans (2010) - Risk and Return Dynamics - [link]
- RMMJ Bauer, Mathijs Cosemans & PC 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 - [link]
- Mathijs Cosemans & P Eichholtz (2010) - Verhoging NHG past als een perfect gesneden maatpak
- Mathijs Cosemans & P Eichholtz (2009) - De Nederlandse Woningmarkt in Crisis
- RMMJ Bauer, Mathijs Cosemans & PMA Eichholtz (2009) - Option Trading and Individual Investor Performance - Journal of Banking and Finance, 33, 731-746 - doi: 10.1016/j.jbankfin.2008.11.005 - [link]
- R Bauer, Mathijs Cosemans, P Eichholtz & M Goldfinger (2007) - De Prestaties van Particuliere Beleggers
PGGM
- Start date approval
- februari 2022
- End date approval
- januari 2025
- Place
- ZEIST
- Description
- Member Academic Review Board
RSM B.V.
- Start date approval
- september 2022
- End date approval
- september 2025
- Place
- ROTTERDAM
- Description
- Supervisie In-Company Project (ICP) EMBA programma
Derivatives
- Year Level
- master, master, master, master
- Year
- 2024
- Course Code
- BMME021
Financial Modelling
- Year Level
- master, IM/CEMS, Exchange, ERIM
- Year
- 2024
- Course Code
- BM09FI
FI Honours Class
- Level
- master
- Year Level
- master
- Year
- 2024
- Course Code
- BMHON1FI