Mathijs Cosemans

Mathijs Cosemans

Erasmus University - Rotterdam / Netherlands
Economics & Econometrics / Economics
AD Scientific Index ID: 1852031
Erasmus Universiteit
person_outline Mathijs Cosemans's MOST POPULAR ARTICLES
1-) Salience theory and stock prices: Empirical evidence Journal of Financial Economics 140 (2), 460-483, 2021
2-) Conditional asset pricing and stock market anomalies in Europe European Financial Management 16 (2), 165-190, 2010
3-) Estimating security betas using prior information based on firm fundamentals The Review of Financial Studies 29 (4), 1072-1112, 2016
4-) The pricing of long and short run variance and correlation risk in stock returns SSRN, 2017
5-) The pricing of long and short run variance and correlation risk in stock returnsM CosemansSSRN, 2017222017