Randolph B. Cohen

Harvard Business School - Finance Unit

Boston, MA 02163

United States

SCHOLARLY PAPERS

18

DOWNLOADS

16,111

CITATIONS

414

Scholarly Papers (18)

1.

Best Ideas

Number of pages: 47 Posted: 23 Mar 2009 Last Revised: 02 Apr 2010
Randolph B. Cohen, Christopher Polk and Bernhard Silli
Harvard Business School - Finance Unit, London School of Economics and Goldman Sachs Group, Inc.
Downloads 7,481 (732)
Citation 30

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mutual funds, managerial skill, market efficiency

2.
Downloads 2,250 ( 5,846)
Citation 76

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 2,136 (6,238)
Citation 3

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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 Oct 2010
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 83 (299,277)

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Judging Fund Managers by the Company They Keep

CEPR Discussion Paper No. 3717
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 31 (471,694)
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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 1,963 (7,375)
Citation 1

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Inflation illusion, CAPM, beta

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 1,068 (19,099)
Citation 1

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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: 26 Oct 2010
Randolph B. Cohen, Paul A. Gompers and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and Arrowstreet Capital, LP
Downloads 114 (241,643)
Citation 2

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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 1,056 (19,781)
Citation 9

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

6.
Downloads 679 ( 36,974)
Citation 31

The Price is (Almost) Right

EFA 2005 Moscow Meetings Paper
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 626 (40,570)

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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 2010
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 53 (382,233)
Citation 1

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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 466 (60,078)
Citation 3

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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
Harvard Business School, Harvard Business School - Finance Unit and Brandeis International Business School
Downloads 401 (72,057)
Citation 2

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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
Brandeis International Business School, Harvard Business School - Finance Unit and Harvard Business School
Downloads 306 (97,965)
Citation 5

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Fractionalization, municipal bonds

10.
Downloads 181 (165,260)

The Value Spread

NBER Working Paper No. w8242
Number of pages: 41 Posted: 20 Apr 2001 Last Revised: 21 Oct 2010
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 181 (165,267)
Citation 4

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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 2010
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 146 (198,578)
Citation 2

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12.

AQR's Momentum Funds (B)

Harvard Business School Finance Case No. 211-075
Posted: 01 Mar 2012
Brandeis International Business School, Harvard Business School, Harvard Business School 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
Brandeis International Business School, Harvard Business School, 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
Brandeis International Business School, Harvard Business School, 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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