In this paper we provide an empirical investigation of the association between premarital cohabitation and subsequent risk of divorce. Theoretically couples who cohabit before marriage should have a lower subsequent risk of divorce since cohabitation enables you to gather information about the match quality, and only good matches evolve into marriage. However, a considerable number of papers have come to the complete opposite conclusion. The counter-intuitive result has been justified with self-selection of cohabitants as the main argument. In the present paper, we provide new evidence concerning the relationship between premarital cohabitation and divorce.