Randolph B. Cohen

Harvard Business School - Finance Unit

Boston, MA 02163

United States

  • Harvard Business School - Finance Unit

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SCHOLARLY PAPERS

18

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Top 2,631

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179

Scholarly Papers (18)

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1.

Best Ideas

Number of pages: 50 Posted: 23 Mar 2009 Last Revised: 21 Apr 2021
Miguel Anton, Randolph B. Cohen and Christopher Polk
University of Navarra, IESE Business School, Harvard Business School - Finance Unit and London School of Economics
Downloads 11,291 (1,001)
Citation 44

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mutual funds, managerial skill, market efficiency

2.

Judging Fund Managers by the Company They Keep

Downloads 2,603 (11,431)
Citation 11

Judging Fund Managers by the Company They Keep

CRSP Working Paper No. 545; EFA 2003 Annual Conference Paper No. 884, HBS Finance Working Paper No. 04-023
Number of pages: 48 Posted: 17 Dec 2002
Randolph B. Cohen, Joshua D. Coval and Lubos Pastor
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and University of Chicago - Booth School of Business
Downloads 2,225 (14,390)
Citation 2

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Judging Fund Managers by the Company They Keep

NBER Working Paper No. w9359
Number of pages: 48 Posted: 06 Dec 2002 Last Revised: 30 Jul 2022
Randolph B. Cohen, Joshua D. Coval and Lubos Pastor
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and University of Chicago - Booth School of Business
Downloads 346 (183,475)
Citation 2

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Judging Fund Managers by the Company They Keep

Number of pages: 50 Posted: 21 Feb 2003
Randolph B. Cohen, Joshua D. Coval and Lubos Pastor
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and University of Chicago - Booth School of Business
Downloads 32 (1,021,691)
Citation 7
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Mutual funds, performance evaluation, persistence

3.

How the Inflation Illusion Killed the CAPM

Number of pages: 29 Posted: 20 May 2004
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 2,180 (15,215)
Citation 1

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Inflation illusion, CAPM, beta

4.

Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions

Downloads 1,406 (29,992)
Citation 53

Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions

HBS Finance Working Paper No. 01-085
Number of pages: 45 Posted: 25 May 2001
Randolph B. Cohen, Paul A. Gompers and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and Arrowstreet Capital, LP
Downloads 1,157 (39,192)
Citation 4

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Underreaction, Overreaction, Cash-flow news, Expected returns, Individuals, Institutions, Trading

Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions

NBER Working Paper No. w8793
Number of pages: 71 Posted: 14 Feb 2002 Last Revised: 13 Jul 2022
Randolph B. Cohen, Paul A. Gompers and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and Arrowstreet Capital, LP
Downloads 249 (259,548)
Citation 49

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5.

Does Risk or Mispricing Explain the Cross-Section of Stock Prices

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper, HBS Finance Working Paper No. 03-107
Number of pages: 61 Posted: 02 Mar 2002
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 1,170 (39,189)
Citation 10

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stock prices, present value, book-to-market, variance decomposition, capital asset pricing model, beta, expected returns, return on equity

6.

The Price is (Almost) Right

Downloads 847 (61,743)
Citation 11

The Price is (Almost) Right

Number of pages: 61 Posted: 06 Mar 2005
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 676 (81,747)
Citation 1

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stock prices, present value, book-to-market, variance decomposition, capital asset pricing model, beta, expected returns, return on equity

The Price is (Almost) Right

NBER Working Paper No. w10131
Number of pages: 61 Posted: 08 Dec 2003 Last Revised: 08 Sep 2022
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 171 (370,965)
Citation 10

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7.

Why Fears About Municipal Credit are Overblown

Harvard Business School Finance Working Paper No. 1836678
Number of pages: 48 Posted: 10 May 2011 Last Revised: 21 Jun 2011
Daniel Bergstresser and Randolph B. Cohen
Brandeis International Business School and Harvard Business School - Finance Unit
Downloads 515 (116,906)
Citation 5

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Municipal bonds

8.

Financial Guarantors and the 2007-2009 Credit Crisis

AFA 2011 Denver Meetings Paper
Number of pages: 60 Posted: 17 Mar 2010 Last Revised: 21 Nov 2010
Siddharth Bhaskar Shenai, Randolph B. Cohen and Daniel Bergstresser
Harvard Business School, Harvard Business School - Finance Unit and Brandeis International Business School
Downloads 476 (128,553)
Citation 5

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Municipal bonds, financial guarantors

9.

Fractionalization and the Municipal Bond Market

Harvard Business School Finance Working Paper No. 1844685
Number of pages: 43 Posted: 18 May 2011 Last Revised: 21 Jun 2011
Daniel Bergstresser, Randolph B. Cohen and Siddharth Bhaskar Shenai
Brandeis International Business School, Harvard Business School - Finance Unit and Harvard Business School
Downloads 398 (158,496)
Citation 6

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Fractionalization, municipal bonds

10.

The Value Spread

Downloads 374 (170,418)
Citation 21

The Value Spread

NBER Working Paper No. w8242
Number of pages: 41 Posted: 20 Apr 2001 Last Revised: 09 Jan 2022
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 374 (168,847)
Citation 21

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The Value Spread

Journal of Finance, Vol. 58, pp. 609-642, April 2003
Posted: 17 Sep 2003
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP

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11.

Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis

NBER Working Paper No. w11018
Number of pages: 39 Posted: 12 Jan 2005 Last Revised: 11 Aug 2022
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 280 (231,877)
Citation 12

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12.

AQR's Momentum Funds (B)

Harvard Business School Finance Case No. 211-075
Posted: 01 Mar 2012
Daniel Bergstresser, Christopher J. Malloy, Lauren Cohen and Randolph B. Cohen
Brandeis International Business School, Harvard Business School, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit

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13.

AQR's Momentum Funds

Harvard Business School Finance Case No. 211-025
Posted: 10 Feb 2012
Daniel Bergstresser, Lauren Cohen, Randolph B. Cohen and Christopher J. Malloy
Brandeis International Business School, Harvard University - Business School (HBS), Harvard Business School - Finance Unit and Harvard Business School

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14.

AQR's Delta Strategy (A)

Harvard Business School Finance Case No. 212-038
Posted: 05 Feb 2012
Daniel Bergstresser, Lauren Cohen, Randolph B. Cohen and Christopher J. Malloy
Brandeis International Business School, Harvard University - Business School (HBS), Harvard Business School - Finance Unit and Harvard Business School

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15.

Dimensional Fund Advisors - 2002

Harvard Business School Case No.: 203-026; Teaching Note No.: 203-096
Posted: 13 Sep 2004
Randolph B. Cohen
Harvard Business School - Finance Unit

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16.

A-Rod: Signing the Best Player in Baseball

Harvard Business School Case No.: 203-047; Teaching Note No.: 203-091
Posted: 13 Sep 2004
Randolph B. Cohen
Harvard Business School - Finance Unit

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17.

Compustat Selection Bias in Tests of the Sharpe-Lintner-Black CAPM

Posted: 05 Jul 1998
Randolph B. Cohen and Christopher Polk
Harvard Business School - Finance Unit and London School of Economics

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18.

An Investigation of the Impact of Industry Factors in Asset-Pricing Tests

WP96-002
Posted: 19 May 1998
Randolph B. Cohen and Christopher Polk
Harvard Business School - Finance Unit and London School of Economics

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