| Option trading and individual investor performance R Bauer, M Cosemans, P Eichholtz Journal of Banking & Finance 33 (4), 731-746, 2009 | 191 | 2009 |
| Salience theory and stock prices: Empirical evidence M Cosemans, R Frehen Journal of Financial Economics 140 (2), 460-483, 2021 | 148 | 2021 |
| Conditional asset pricing and stock market anomalies in Europe R Bauer, M Cosemans, PC Schotman European Financial Management 16 (2), 165-190, 2010 | 95 | 2010 |
| Estimating security betas using prior information based on firm fundamentals M Cosemans, R Frehen, PC Schotman, R Bauer The Review of Financial Studies 29 (4), 1072-1112, 2016 | 89 | 2016 |
| The pricing of long and short run variance and correlation risk in stock returns M Cosemans SSRN, 2017 | 20 | 2017 |
| The Performance and Persistence of Individual Investors: Rational Agents of Tulip Maniacs? R Bauer, M Cosemans, P Eichholtz Maastricht University Working Paper. http://ssrn. com/abstract= 965810, 2007 | 20 | 2007 |
| Effcient estimation of firm-specific betas and its benefits for asset pricing tests and portfolio choice M Cosemans, R Frehen, P Schotman, R Bauer | 17 | 2009 |
| Climate Change and Long-Horizon Portfolio Choice: Combining Insights from Theory and Empirics M Cosemans, X Hut, MA Van Dijk 2023 WFA Meetings Paper, 2023 | 4 | 2023 |
| A Bayesian panel data approach to explaining market beta dynamics R Bauer, M Cosemans, R Frehen, P Schotman | 4 | 2008 |
| Carbon bias in index investing M Cosemans, D Schoenmaker Available at SSRN 4016221, 2022 | 2 | 2022 |
| The impact of climate change on optimal asset allocation for long-term investors M Cosemans, X Hut, M van Dijk Netspar, Network for Studies on Pensions, Aging and Retirement, 2021 | 2 | 2021 |
| De Nederlandse woningmarkt in crisis M COSEMANS, ENP EICHHOLTZ Economisch-Statistische Berichten 94, 2009 | 1 | 2009 |
| How harmful is insider trading for outsiders? Evidence from the eighteenth century M Cosemans, R Frehen Evidence from the Eighteenth Century (January 5, 2022). AFA, 2022 | | 2022 |
| Long and Short Run Correlation Risk in Stock Returns M Cosemans Available at SSRN 1787576, 2011 | | 2011 |
| Risk and return dynamics MMJE Cosemans | | 2010 |
| and Stock Market Anomalies in Europe, pp. 165–190 R Bauer, M Cosemans, PC Schotman European Financial Management 16 (2), 157-164, 2010 | | 2010 |
| Verhoging NHG past als een perfect gesneden maatpak PMA Eichholtz, M Cosemans Tijdschrift voor de Volkshuisvesting 4, 18-23, 2009 | | 2009 |
| De prestaties van particuliere beleggers R Bauer, P COSEMANS, M GOLDFINGER Open Access publications from Maastricht University, 2007 | | 2007 |
| Ownership Composition, Liquidity and Liquidity Risk A Beber, MW Brandt, M Cosemans, M Verardo | | |
| Measuring the Market Beta Dynamics of Individual Stocks R Bauer, M Cosemans, R Frehen, P Schotman | | |
