Mathijs Cosemans

Finance · 2009–2021

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Mathijs Cosemans trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Y. Amihud
  2. Whitney K. Newey
  3. Brad M. Barber
  4. Nicholas Barberis
  5. Eugene F. Fama
  6. Ken West
  7. Daniel Kahneman
  8. N. Chater
  9. Markus K. Brunnermeier
  10. Stefan Nagel

Papers from Mathijs Cosemans's perspective

Ordered by how strongly the researchers Mathijs Cosemans trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Investor Sentiment and the Cross-Section of Stock Returns
  2. All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
  3. Hedge Funds and the Technology Bubble
  4. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
  5. Expectations of Returns and Expected Returns
  6. Mental Accounting, Loss Aversion, and Individual Stock Returns
  7. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
  8. Realization Utility with Reference-Dependent Preferences
  9. Online Investors: Do the Slow Die First?
  10. Investor Sentiment and the Near-Term Stock Market

Their papers