Erasmus University Rotterdam
Erasmus School of Economics
Burgemeester Oudlaan 50, PO Box 1738
3000 DR Rotterdam, The Netherlands
Email: smajlbegovic [at] ese.eur.nl
I am an Assistant Professor of Finance at the Erasmus School of Economics, Erasmus University Rotterdam, and a visiting researcher at the German Central Bank.
I obtained a Ph.D. in Finance in 2016 from the University of Mannheim. My main research interests lie in empirical asset pricing with an emphasis on price efficiency and short selling.
A detailed CV can be found here.
Regional Economic Activity and Stock Returns, Journal of Financial and Quantitative Analysis, Volume 54, Issue 3, June 2019, Pages 1051-1082
PhD Candidate Award for Outstanding Research, 2014 WFA; ACATIS Value Award 2018 (Third prize); Semi-finalist for the Best Paper Award in Investments, 2014 FMA
Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices (with S. Jank and C. Roling), Revise & Resubmit
Selected conference presentations: 2017 AFA, 2016 NBER AP, 2016 EFA, UW Summer Finance Conference
Best PhD Student Paper Award, 2015 DGF PhD Workshop (German Finance Association)
Selected conference presentations: 2016 SFS Cavalcade, 10th Hedge Fund Conference (Imperial College), 2017 FMA Hedge Fund Consortium (Cambridge Judge Business School)
Surprise in Short Interest (with P. Lesnevski), work in progress
Best Paper Award, 2017 Academy of Behavioral Finance & Economics (Europe) Conference
Selected conference presentations: 2019 ERIC, 2017 DGF, 2017 SGF, 2017 ABFE (Europe)
FEB13001 Finance 2 (BSc)
BERMAMC007 Seminar Asset Pricing (MSc / PhD)