Christopher J. Malloy

Harvard Business School

Assistant Professor of Finance

Soldiers Field Road

Baker Library 277

Boston, MA 02163

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

35

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16,044

CITATIONS
Rank 852

SSRN RANKINGS

Top 852

in Total Papers Citations

618

Scholarly Papers (35)

1.
Downloads 5,531 ( 1,207)

Lazy Prices

2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 90 Posted: 14 Aug 2010 Last Revised: 28 Mar 2019
Lauren Cohen, Christopher J. Malloy and Quoc Nguyen
Harvard Business School, Harvard Business School and DePaul University
Downloads 5,443 (1,223)

Abstract:

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Information, predictable returns, annual reports, inattention, lazy investors

Lazy Prices

NBER Working Paper No. w25084
Number of pages: 90 Posted: 24 Sep 2018
Lauren Cohen, Christopher J. Malloy and Quoc Nguyen
Harvard Business School, Harvard Business School and DePaul University
Downloads 88 (283,825)
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2.
Downloads 3,302 ( 2,977)
Citation 39

Rewriting History

AFA 2007 Chicago Meetings Paper
Number of pages: 36 Posted: 09 Mar 2006 Last Revised: 18 May 2010
Alexander Ljungqvist, Christopher J. Malloy and Felicia C. Marston
New York University (NYU) - Department of Finance, Harvard Business School and University of Virginia - McIntire School of Commerce
Downloads 3,166 (3,129)
Citation 39

Abstract:

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Security analysts, Stock recommendations, Global Settlement, Career concerns, Forensic finance

Rewriting History

NYU Working Paper No. FIN-06-004
Number of pages: 36 Posted: 13 Nov 2008
Alexander Ljungqvist, Christopher J. Malloy and Felicia C. Marston
New York University (NYU) - Department of Finance, Harvard Business School and University of Virginia - McIntire School of Commerce
Downloads 136 (207,462)
Citation 39

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Security analysts, Stock recommendations, Global Settlement, Stock-picking ability, Forensic finance

3.
Downloads 976 ( 21,820)
Citation 14

Do Powerful Politicians Cause Corporate Downsizing?

Number of pages: 59 Posted: 30 Jun 2009 Last Revised: 05 Apr 2016
Lauren Cohen, Joshua D. Coval and Christopher J. Malloy
Harvard Business School, Harvard Business School - Finance Unit and Harvard Business School
Downloads 936 (22,732)
Citation 14

Abstract:

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government spending, seniority, corporate behavior, investment, earmarks

Do Powerful Politicians Cause Corporate Downsizing?

NBER Working Paper No. w15839
Number of pages: 47 Posted: 29 Mar 2010 Last Revised: 30 Mar 2010
Lauren Cohen, Joshua D. Coval and Christopher J. Malloy
Harvard Business School, Harvard Business School - Finance Unit and Harvard Business School
Downloads 40 (423,440)
Citation 14

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4.
Downloads 841 ( 27,068)
Citation 63

Sell Side School Ties

Harvard Business School Finance Working Paper No. 08-074
Number of pages: 39 Posted: 20 Feb 2008 Last Revised: 08 Apr 2016
Lauren Cohen, Andrea Frazzini and Christopher J. Malloy
Harvard Business School, AQR Capital Management, LLC and Harvard Business School
Downloads 734 (32,137)
Citation 63

Abstract:

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Social networks, connections, analysts, directors

Sell Side School Ties

NBER Working Paper No. w13973
Number of pages: 45 Posted: 12 May 2008 Last Revised: 07 Sep 2010
Andrea Frazzini, Christopher J. Malloy and Lauren Cohen
AQR Capital Management, LLC, Harvard Business School and Harvard Business School
Downloads 107 (248,916)
Citation 63

Abstract:

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5.

Supply and Demand Shifts in the Shorting Market

EFA 2005 Moscow Meetings Paper
Number of pages: 49 Posted: 08 Jul 2005 Last Revised: 05 Apr 2016
Christopher J. Malloy, Karl B. Diether and Lauren Cohen
Harvard Business School, Independent and Harvard Business School
Downloads 725 (33,197)
Citation 76

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Short selling, stock lending, short sale constraints

6.
Downloads 605 ( 42,263)

Cloaked Trading

Journal of Investment Consulting, Vol. 17, No. 2, 2016
Number of pages: 15 Posted: 20 Jan 2017 Last Revised: 28 Jan 2017
Lauren Cohen, Dong Lou and Christopher J. Malloy
Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 349 (82,610)

Abstract:

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Strategic Trading, Information, Asset Management, Investment

Cloaked Trading

Journal of Investment Consulting, Vol. 17, No. 2, p. 69-80, 2016
Number of pages: 15 Posted: 07 Feb 2017
Lauren Cohen, Dong Lou and Christopher J. Malloy
Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 256 (115,968)

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Playing Favorites: How Firms Prevent the Revelation of Bad News

Number of pages: 74 Posted: 13 Aug 2014 Last Revised: 24 Mar 2019
Lauren Cohen, Dong Lou and Christopher J. Malloy
Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 526 (50,082)

Abstract:

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information, strategic release, firms, asset pricing, conference calls

Playing Favorites: How Firms Prevent the Revelation of Bad News

NBER Working Paper No. w19429
Number of pages: 61 Posted: 14 Sep 2013
Lauren Cohen, Dong Lou and Christopher J. Malloy
Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 60 (353,521)

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Playing Favorites: How Firms Prevent the Revelation of Bad News

CEPR Discussion Paper No. DP12302
Number of pages: 54 Posted: 20 Sep 2017
Lauren Cohen, Dong Lou and Christopher J. Malloy
Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 1 (664,576)
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IQ from IP: Simplifying Search in Portfolio Choice

8th Miami Behavioral Finance Conference 2017
Number of pages: 56 Posted: 18 Sep 2017 Last Revised: 20 Apr 2019
Huaizhi Chen, Lauren Cohen, Umit Gurun, Dong Lou and Christopher J. Malloy
Harvard Business School - Finance Unit, Harvard Business School, University of Texas at Dallas, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 527 (50,082)

Abstract:

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Tracked trades, Return predictability, Institutional trading, Insider trading

IQ from Ip: Simplifying Search in Portfolio Choice

NBER Working Paper No. w24801
Number of pages: 56 Posted: 16 Jul 2018 Last Revised: 24 Jul 2018
Huaizhi Chen, Lauren Cohen, Umit Gurun, Dong Lou and Christopher J. Malloy
Harvard Business School - Finance Unit, Harvard Business School, University of Texas at Dallas, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 10 (591,248)
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9.

The Geography of Equity Analysis

Number of pages: 48 Posted: 26 Nov 2003
Christopher J. Malloy
Harvard Business School
Downloads 374 (76,725)
Citation 102

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Geography, analyst forecasts, accuracy, distance

10.

The Small World of Investing: Board Connections and Mutual Fund Returns

NBER Working Paper No. w13121
Number of pages: 55 Posted: 27 Jun 2007 Last Revised: 15 Aug 2007
Andrea Frazzini, Christopher J. Malloy and Lauren Cohen
AQR Capital Management, LLC, Harvard Business School and Harvard Business School
Downloads 354 (81,861)
Citation 135

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11.

Misvaluing Innovation

AFA 2012 Chicago Meetings Paper
Number of pages: 56 Posted: 15 Mar 2011 Last Revised: 19 Apr 2016
Lauren Cohen, Karl B. Diether and Christopher J. Malloy
Harvard Business School, Independent and Harvard Business School
Downloads 353 (82,141)
Citation 7

Abstract:

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Innovation, track records, return predictability, patents, asset pricing

12.

Decoding Inside Information

NBER Working Paper No. w16454
Number of pages: 51 Posted: 18 Oct 2010 Last Revised: 19 Oct 2010
Lauren Cohen, Christopher J. Malloy and Lukasz Pomorski
Harvard Business School, Harvard Business School and AQR Capital Management, LLC
Downloads 332 (88,080)
Citation 18

Abstract:

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13.

Mini West Virginias: Corporations as Government Dependents

Number of pages: 34 Posted: 07 Apr 2016
Lauren Cohen and Christopher J. Malloy
Harvard Business School and Harvard Business School
Downloads 252 (118,438)

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Government Spending, Customers, Investment, R&D

14.

Long-Run Stockholder Consumption Risk and Asset Returns

Harvard Business School Finance Working Paper No. 08-060
Number of pages: 71 Posted: 01 Feb 2008
Annette Vissing-Jorgensen, Christopher J. Malloy and Tobias J. Moskowitz
National Bureau of Economic Research (NBER), Harvard Business School and Yale University, Yale SOM
Downloads 206 (144,306)
Citation 84

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15.

Resident Networks and Corporate Connections: Evidence from World War II Internment Camps

Number of pages: 80 Posted: 21 Dec 2013 Last Revised: 24 Nov 2016
Lauren Cohen, Umit Gurun and Christopher J. Malloy
Harvard Business School, University of Texas at Dallas and Harvard Business School
Downloads 173 (169,231)

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Information networks, trade links, firm behavior

16.

The Impact of Forced Migration on Modern Cities: Evidence from 1930s Crop Failures

Number of pages: 95 Posted: 25 Apr 2016 Last Revised: 27 Nov 2016
Lauren Cohen, Christopher J. Malloy and Quoc Nguyen
Harvard Business School, Harvard Business School and DePaul University
Downloads 159 (182,010)

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Migration, Unions, Dust Bowl, Urban Development

17.

Hiring Cheerleaders: Board Appointments of "Independent" Directors

NBER Working Paper No. w14232
Number of pages: 46 Posted: 18 Aug 2008 Last Revised: 14 Apr 2010
Lauren Cohen, Andrea Frazzini and Christopher J. Malloy
Harvard Business School, AQR Capital Management, LLC and Harvard Business School
Downloads 159 (182,010)
Citation 14

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18.

Legislating Stock Prices

NBER Working Paper No. w18291
Number of pages: 52 Posted: 10 Aug 2012
Lauren Cohen, Karl B. Diether and Christopher J. Malloy
Harvard Business School, Independent and Harvard Business School
Downloads 144 (197,566)

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19.

Friends in High Places

NBER Working Paper No. w16437
Number of pages: 57 Posted: 12 Oct 2010
Lauren Cohen and Christopher J. Malloy
Harvard Business School and Harvard Business School
Downloads 126 (219,622)
Citation 6

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20.

Revisiting Fundamental Indexation: A Deep Dive into Revenue

Number of pages: 33 Posted: 14 Mar 2019
Lauren Cohen, Mo Haghbin, Christopher J. Malloy and Matthew Schilling
Harvard Business School, OppenheimerFunds, Harvard Business School and OppenheimerFunds
Downloads 84 (289,741)

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Fundamental Indexation, Revenue, Smart Beta

21.

Sell Side School Ties: Internet Appendix

Number of pages: 20 Posted: 08 Apr 2016
Lauren Cohen, Andrea Frazzini and Christopher J. Malloy
Harvard Business School, AQR Capital Management, LLC and Harvard Business School
Downloads 79 (300,510)
Citation 59

Abstract:

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Social networks, connections, analysts, directors

22.

Management Science Online Appendix Tables: Hiring Cheerleaders: Board Appointments of 'Independent' Directors

Number of pages: 10 Posted: 08 Apr 2016
Lauren Cohen, Andrea Frazzini and Christopher J. Malloy
Harvard Business School, AQR Capital Management, LLC and Harvard Business School
Downloads 73 (314,671)

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Independent directors, appointments, analysts, board members

23.

Saving Face: A Solution to the Hidden Crisis for Life Insurance Policyholders

Number of pages: 29 Posted: 09 Aug 2018
Alexander Braun, Lauren Cohen, Christopher J. Malloy and Jiahua Xu
University of St. Gallen - I.VW-HSG, Harvard Business School, Harvard Business School and University of St. Gallen - I.VW-HSG
Downloads 56 (360,630)

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24.

Resident Networks and Firm Trade

NBER Working Paper No. w18312
Number of pages: 54 Posted: 18 Aug 2012
Lauren Cohen, Umit Gurun and Christopher J. Malloy
Harvard Business School, University of Texas at Dallas and Harvard Business School
Downloads 16 (532,335)
Citation 1

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25.

Shorting Demand and Predictability of Returns

Journal of Investment Management; 2009 1st Quarter, Vol. 7 Issue 1, p36-52
Posted: 28 May 2016
Lauren Cohen and Christopher J. Malloy
Harvard Business School and Harvard Business School

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Stocks, Marketing, Returns on Sales, Loans, Demand (Economic Theory), Economic Forecasting, Loan Servicing -- Costs, Securities, Supply & Demand

26.

Introduction to Short Selling

Harvard Business School Finance Case No. 212-079
Posted: 08 May 2012
Lauren Cohen and Christopher J. Malloy
Harvard Business School and Harvard Business School

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27.

Dimensional Fund Advisors (DFA)'s Entry into the Retirement Market

Harvard Business School Finance Case No. 212-068
Posted: 08 May 2012
Lauren Cohen and Christopher J. Malloy
Harvard Business School and Harvard Business School

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28.

Recorded Future: Searching the Web for Alpha

Harvard Business School Finance Case No. 212-057
Posted: 10 Apr 2012
Christopher J. Malloy
Harvard Business School

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29.

Business Intelligence Advisors (BIA), Inc.: Finding the Hidden Meaning in Corporate Disclosures

Harvard Business School Finance Case No. 212-031
Posted: 02 Mar 2012
Lauren Cohen and Christopher J. Malloy
Harvard Business School and Harvard Business School

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30.

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 Business School and Harvard Business School - Finance Unit

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31.

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 Business School, Harvard Business School - Finance Unit and Harvard Business School

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32.

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 Business School, Harvard Business School - Finance Unit and Harvard Business School

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33.

Quadriserv and the Short Selling Market

Harvard Business School Finance Case No. 212-021
Posted: 02 Feb 2012
Lauren Cohen and Christopher J. Malloy
Harvard Business School and Harvard Business School

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34.

Miracle Life Inc.

HBS Case No. 210-039, Harvard Business School Finance Unit
Posted: 01 May 2010
Lauren Cohen and Christopher J. Malloy
Harvard Business School and Harvard Business School

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35.

Differences of Opinion and the Cross-Section of Stock Returns

Journal of Finance, Vol. 57, No. 5, October 2002
Posted: 11 Dec 2003
Karl Diether, Christopher J. Malloy and Anna Scherbina
University of Chicago - Booth School of Business, Harvard Business School and Brandeis University

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analyst forecasts, dispersion, differences of opinion, stock returns