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

  • Arrowstreet Capital, LP

SCHOLARLY PAPERS

17

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17,879

SSRN CITATIONS
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Top 874

in Total Papers Citations

705

CROSSREF CITATIONS

593

Scholarly Papers (17)

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1.

Bad Beta, Good Beta

Downloads 4,599 ( 2,344)
Citation 170

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 4,366 (2,525)
Citation 337

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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 233 (160,823)
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 2,694 (5,856)
Citation 33

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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 2,007 (9,459)
Citation 1

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Inflation illusion, CAPM, beta

4.

What Drives Firm-Level Stock Returns?

Downloads 1,800 ( 11,290)
Citation 93

What Drives Firm-Level Stock Returns?

Number of pages: 58 Posted: 29 Nov 1999
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 1,684 (12,325)
Citation 89

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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 2021
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 116 (292,013)

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What Drives Firm-Level Stock Returns?

Posted: 22 Nov 2003
Tuomo Vuolteenaho
Arrowstreet Capital, LP

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5.

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

Downloads 1,237 ( 20,212)
Citation 102

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 1,086 (24,123)
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: 12 Jul 2021
Randolph B. Cohen, Paul A. Gompers and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and Arrowstreet Capital, LP
Downloads 151 (238,012)
Citation 13

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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 1,094 (24,285)
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

7.

Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

Downloads 1,028 ( 26,566)
Citation 48

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 938 (29,837)
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: 14 Feb 2021
John Y. Campbell, Christopher Polk and Tuomo Vuolteenaho
Harvard University - Department of Economics, London School of Economics and Arrowstreet Capital, LP
Downloads 90 (346,793)
Citation 13

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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.

New Forecasts of the Equity Premium

Downloads 816 ( 36,730)
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 757 (40,163)

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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 2021
Christopher Polk, Samuel Brodsky Thompson and Tuomo Vuolteenaho
London School of Economics, Arrowstreet Capital, L.P. and Arrowstreet Capital, LP
Downloads 59 (440,896)

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9.

The Price is (Almost) Right

Downloads 716 ( 43,908)
Citation 39

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 637 (50,601)
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 Mar 2021
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 79 (375,901)
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 666 (48,378)
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: 28 Dec 2011
John Y. Campbell and Tuomo Vuolteenaho
Harvard University - Department of Economics and Arrowstreet Capital, LP
Downloads 408 (88,682)
Citation 14

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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 281 (133,824)
Citation 1

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13.

The Value Spread

Downloads 216 (173,396)
Citation 21

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 216 (173,091)
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: 08 Feb 2021
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 167 (218,255)
Citation 12

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15.

Explaining Returns with Cash-Flow Proxies

Downloads 78 (374,838)
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 2021
Peter Andrew Hecht and Tuomo Vuolteenaho
Harvard Business School and Arrowstreet Capital, LP
Downloads 78 (378,735)
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
John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 72 (392,020)

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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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