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, forthcoming
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
FEB13001 Finance 2 (BSc)
BERMAMC007 Seminar Asset Pricing (MSc / PhD)