Tuomo Vuolteenaho

Arrowstreet Capital, LP

44 Brattle St., 5th Floor

Cambridge, MA 02138

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

17

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16,977

CITATIONS
Rank 447

SSRN RANKINGS

Top 447

in Total Papers Citations

1,047

Scholarly Papers (17)

1.
Downloads 4,460 ( 1,766)
Citation 259

Bad Beta, Good Beta

Harvard Institute of Economic Research Discussion Paper No. 2016
Number of pages: 58 Posted: 23 Oct 2002
John Y. Campbell and Tuomo Vuolteenaho
Harvard University - Department of Economics and Arrowstreet Capital, LP
Downloads 4,246 (1,895)
Citation 259

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Bad Beta, Good Beta

NBER Working Paper No. w9509
Number of pages: 58 Posted: 25 Feb 2003 Last Revised: 31 Oct 2010
John Y. Campbell and Tuomo Vuolteenaho
Harvard University - Department of Economics and Arrowstreet Capital, LP
Downloads 214 (138,850)
Citation 259

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2.

Understanding the Aggregate Book-to-Market Ratio

Number of pages: 55 Posted: 01 May 1999
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 2,432 (5,008)
Citation 38

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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 1,959 (7,252)
Citation 1

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Inflation illusion, CAPM, beta

4.
Downloads 1,728 ( 8,946)
Citation 187

What Drives Firm-Level Stock Returns?

EFA Working Paper No. 0072
Number of pages: 58 Posted: 29 Nov 1999
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 1,637 (9,577)
Citation 187

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What Drives Firm-Level Stock Returns?

NBER Working Paper No. w8240
Number of pages: 44 Posted: 20 Apr 2001 Last Revised: 21 Oct 2010
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 91 (277,840)
Citation 187

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What Drives Firm-Level Stock Returns?

Journal of Finance, Vol. 57, pp. 233-264, 2002
Posted: 22 Nov 2003
Tuomo Vuolteenaho
Arrowstreet Capital, LP

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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 1,065 (18,787)
Citation 119

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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 110 (244,040)
Citation 119

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6.

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 1,053 (19,441)
Citation 11

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

Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

Harvard Institute of Economic Research Discussion Paper No. 2082
Number of pages: 50 Posted: 22 Mar 2006
John Y. Campbell, Christopher Polk and Tuomo Vuolteenaho
Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP
Downloads 913 (23,616)
Citation 62

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Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

NBER Working Paper No. w11389
Number of pages: 49 Posted: 06 Jul 2005 Last Revised: 16 Aug 2010
John Y. Campbell, Christopher Polk and Tuomo Vuolteenaho
Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP
Downloads 83 (294,567)
Citation 62

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Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

The Review of Financial Studies, Vol. 23, Issue 1, pp. 305-344, 2009
Posted: 25 Jan 2010
John Y. Campbell, Christopher Polk and Tuomo Vuolteenaho
Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP

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G12, G14, N22

8.
Downloads 786 ( 29,715)
Citation 52

New Forecasts of the Equity Premium

AFA 2005 Philadelphia Meetings
Number of pages: 56 Posted: 10 Jan 2005
Christopher Polk, Samuel Brodsky Thompson and Tuomo Vuolteenaho
London School of Economics, Arrowstreet Capital, L.P. and Arrowstreet Capital, LP
Downloads 737 (31,930)
Citation 52

Abstract:

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risk premium, beta, bias, size, conditional test

New Forecasts of the Equity Premium

NBER Working Paper No. w10406
Number of pages: 57 Posted: 19 Apr 2004
Christopher Polk, Samuel Brodsky Thompson and Tuomo Vuolteenaho
London School of Economics, Arrowstreet Capital, L.P. and Arrowstreet Capital, LP
Downloads 49 (389,398)
Citation 52

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9.
Downloads 675 ( 36,572)
Citation 35

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 624 (39,989)
Citation 35

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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 51 (382,599)
Citation 35

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10.

Caught on Tape: Predicting Institutional Ownership with Order Flow

Harvard Institute of Economic Research Discussion Paper No. 2046; EFA 2004 Maastricht Meetings Paper No. 4242
Number of pages: 50 Posted: 25 Mar 2004
John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 637 (39,454)
Citation 7

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institutions, individuals, trading behavior, execution

11.

Inflation Illusion and Stock Prices

NBER Working Paper No. w10263
Number of pages: 20 Posted: 19 Jul 2010 Last Revised: 28 Dec 2011
John Y. Campbell and Tuomo Vuolteenaho
Harvard University - Department of Economics and Arrowstreet Capital, LP
Downloads 356 (81,326)
Citation 81

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12.

Caught on Tape: Institutional Order Flow and Stock Returns

Harvard Institute of Economic Research Discussion Paper No. 2080
Number of pages: 47 Posted: 28 Jul 2005
John Y. Campbell, Tarun Ramadorai and Tuomo Vuolteenaho
Harvard University - Department of Economics, Imperial College London and Arrowstreet Capital, LP
Downloads 269 (110,680)
Citation 12

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13.
Downloads 179 (164,161)
Citation 79

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 179 (164,206)
Citation 79

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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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14.

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 144 (197,590)
Citation 37

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15.
Downloads 65 (334,956)
Citation 23

Explaining Returns with Cash-Flow Proxies

NBER Working Paper No. w11169
Number of pages: 44 Posted: 30 Mar 2005 Last Revised: 10 Jul 2010
Peter Andrew Hecht and Tuomo Vuolteenaho
Harvard Business School and Arrowstreet Capital, LP
Downloads 65 (339,150)
Citation 23

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Explaining Returns with Cash-Flow Proxies

The Review of Financial Studies, Vol. 19, Issue 1, pp. 159-194, 2006
Posted: 29 Feb 2008
Peter Andrew Hecht and Tuomo Vuolteenaho
Harvard Business School and Arrowstreet Capital, LP

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fetus, heart rate, prenatal environment, prenatal drug exposure, cigarette smoking

16.

Caught on Tape: Institutional Order Flow and Stock Returns

NBER Working Paper No. w11439
Number of pages: 46 Posted: 12 Jul 2005
John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 63 (340,452)
Citation 12

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17.

Stock Return Variation and Expected Dividends: A Reinterpretation

Posted: 11 Feb 1998
Peter Andrew Hecht and Tuomo Vuolteenaho
Harvard Business School and Arrowstreet Capital, LP

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