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

DOWNLOADS
Rank 2,744

SSRN RANKINGS

Top 2,744

in Total Papers Downloads

18,453

SSRN CITATIONS
Rank 847

SSRN RANKINGS

Top 847

in Total Papers Citations

713

CROSSREF CITATIONS

593

Scholarly Papers (17)

1.
Downloads 4,702 ( 2,754)
Citation 172

Bad Beta, Good Beta

Number of pages: 58 Posted: 23 Oct 2002
John Y. Campbell and Tuomo Vuolteenaho
Harvard University - Department of Economics and Arrowstreet Capital, LP
Downloads 4,431 (3,016)
Citation 174

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Bad Beta, Good Beta

NBER Working Paper No. w9509
Number of pages: 58 Posted: 25 Feb 2003 Last Revised: 27 Jun 2021
John Y. Campbell and Tuomo Vuolteenaho
Harvard University - Department of Economics and Arrowstreet Capital, LP
Downloads 271 (157,803)
Citation 7

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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 2,841 (6,468)
Citation 35

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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 2,028 (11,098)
Citation 1

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Inflation illusion, CAPM, beta

4.
Downloads 1,846 ( 12,870)
Citation 92

What Drives Firm-Level Stock Returns?

Number of pages: 58 Posted: 29 Nov 1999
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 1,708 (14,354)
Citation 89

Abstract:

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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: 09 Jul 2022
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 138 (291,598)

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What Drives Firm-Level Stock Returns?

Posted: 22 Nov 2003
Tuomo Vuolteenaho
Arrowstreet Capital, LP

Abstract:

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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 1,107 (27,466)
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 173 (240,611)
Citation 14

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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 1,103 (28,050)
Citation 12

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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 953 (34,006)
Citation 41

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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: 15 Aug 2022
John Y. Campbell, Christopher Polk and Tuomo Vuolteenaho
Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP
Downloads 94 (380,687)
Citation 16

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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 831 ( 41,746)
Citation 4

New Forecasts of the Equity Premium

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 767 (45,818)

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 Last Revised: 09 Jun 2022
Christopher Polk, Samuel Brodsky Thompson and Tuomo Vuolteenaho
London School of Economics, Arrowstreet Capital, L.P. and Arrowstreet Capital, LP
Downloads 64 (475,395)

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9.
Downloads 748 ( 48,036)
Citation 40

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 643 (57,801)
Citation 1

Abstract:

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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: 09 Mar 2022
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 105 (354,010)
Citation 10

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10.

Caught on Tape: Predicting Institutional Ownership with Order Flow

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 688 (53,700)
Citation 10

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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: 18 Jul 2022
John Y. Campbell and Tuomo Vuolteenaho
Harvard University - Department of Economics and Arrowstreet Capital, LP
Downloads 446 (92,025)
Citation 15

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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 299 (143,286)
Citation 1

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13.
Downloads 253 (170,383)
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 253 (169,783)
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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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 2022
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 176 (236,871)
Citation 12

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15.
Downloads 85 (401,569)
Citation 26

Explaining Returns with Cash-Flow Proxies

NBER Working Paper No. w11169
Number of pages: 44 Posted: 30 Mar 2005 Last Revised: 10 Jul 2022
Peter Andrew Hecht and Tuomo Vuolteenaho
Harvard Business School and Arrowstreet Capital, LP
Downloads 85 (405,464)
Citation 4

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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 Last Revised: 04 Apr 2022
John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 80 (416,071)

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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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