Christopher J. Malloy

Harvard Business School

Sylvan C. Coleman Chair Professor of Financial Management

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

Arrowstreet Capital, LP

44 Brattle St., 5th Floor

Cambridge, MA 02138

United States

  • Harvard Business School

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    • Tel: 617-495-4383

  • National Bureau of Economic Research (NBER)

  • Arrowstreet Capital, LP

SCHOLARLY PAPERS

34

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26,626

SSRN CITATIONS
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Top 629

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1,621

CROSSREF CITATIONS

455

Scholarly Papers (34)

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1.

Lazy Prices

Downloads 10,982 ( 824)
Citation 103

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 University - Business School (HBS), Harvard Business School and DePaul University
Downloads 10,753 (847)
Citation 4

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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 Last Revised: 15 Jan 2023
Lauren Cohen, Christopher J. Malloy and Quoc Nguyen
Harvard University - Business School (HBS), Harvard Business School and DePaul University
Downloads 229 (228,304)
Citation 5

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2.

Rewriting History

Downloads 3,558 ( 5,646)
Citation 86

Rewriting History

AFA 2007 Chicago Meetings Paper
Number of pages: 36 Posted: 09 Mar 2006 Last Revised: 18 May 2010
Alexander Ljungqvist, Alexander Ljungqvist, Christopher J. Malloy and Felicia C. Marston
Centre for Economic Policy Research (CEPR)Swedish House of Finance, Harvard Business School and University of Virginia - McIntire School of Commerce
Downloads 3,375 (6,056)
Citation 17

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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, Alexander Ljungqvist, Christopher J. Malloy and Felicia C. Marston
Centre for Economic Policy Research (CEPR)Swedish House of Finance, Harvard Business School and University of Virginia - McIntire School of Commerce
Downloads 183 (280,752)
Citation 20

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

3.

Do Powerful Politicians Cause Corporate Downsizing?

Downloads 1,254 (28,738)
Citation 77

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 University - Business School (HBS), Harvard Business School - Finance Unit and Harvard Business School
Downloads 1,127 (33,028)
Citation 27

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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: 13 Apr 2023
Lauren Cohen, Joshua D. Coval and Christopher J. Malloy
Harvard University - Business School (HBS), Harvard Business School - Finance Unit and Harvard Business School
Downloads 127 (380,287)
Citation 1

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4.

Playing Favorites: How Firms Prevent the Revelation of Bad News

Downloads 1,241 (29,186)
Citation 11

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 University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 1,104 (33,967)
Citation 4

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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 Last Revised: 02 Feb 2023
Lauren Cohen, Dong Lou and Christopher J. Malloy
Harvard University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 136 (360,724)

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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 University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 1 (1,093,101)
Citation 2
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5.

IQ from IP: Simplifying Search in Portfolio Choice

Downloads 1,214 (30,087)
Citation 70

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 G. Gurun, Dong Lou and Christopher J. Malloy
University of Notre Dame - Department of Finance, Harvard University - Business School (HBS), University of Texas at Dallas, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 1,162 (31,614)
Citation 1

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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: 08 Apr 2023
Huaizhi Chen, Lauren Cohen, Umit G. Gurun, Dong Lou and Christopher J. Malloy
University of Notre Dame - Department of Finance, Harvard University - Business School (HBS), University of Texas at Dallas, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 52 (660,312)
Citation 62

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6.

Sell Side School Ties

Downloads 1,193 (30,880)
Citation 142

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 University - Business School (HBS), AQR Capital Management, LLC and Harvard Business School
Downloads 1,003 (38,996)
Citation 69

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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 2022
Andrea Frazzini, Christopher J. Malloy and Lauren Cohen
AQR Capital Management, LLC, Harvard Business School and Harvard University - Business School (HBS)
Downloads 190 (271,507)
Citation 79

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7.

Decoding Inside Information

NBER Working Paper No. w16454
Number of pages: 51 Posted: 18 Oct 2010 Last Revised: 18 Jun 2023
Lauren Cohen, Christopher J. Malloy and Lukasz Pomorski
Harvard University - Business School (HBS), Harvard Business School and AQR Capital Management, LLC
Downloads 968 (41,711)
Citation 103

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8.

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 University - Business School (HBS)
Downloads 926 (44,249)
Citation 97

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Short selling, stock lending, short sale constraints

9.

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 University - Business School (HBS), Independent and Harvard Business School
Downloads 829 (51,506)
Citation 36

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

10.

Cloaked Trading

Downloads 696 (65,141)
Citation 1

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 University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 396 (128,297)

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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 University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 300 (174,314)
Citation 1

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11.

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: 09 Nov 2022
Andrea Frazzini, Christopher J. Malloy and Lauren Cohen
AQR Capital Management, LLC, Harvard Business School and Harvard University - Business School (HBS)
Downloads 632 (73,567)
Citation 74

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12.

Mini West Virginias: Corporations as Government Dependents

Number of pages: 34 Posted: 07 Apr 2016
Lauren Cohen and Christopher J. Malloy
Harvard University - Business School (HBS) and Harvard Business School
Downloads 505 (97,161)
Citation 19

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Government Spending, Customers, Investment, R&D

13.

The Geography of Equity Analysis

Number of pages: 48 Posted: 26 Nov 2003
Christopher J. Malloy
Harvard Business School
Downloads 454 (110,654)
Citation 100

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Geography, analyst forecasts, accuracy, distance

14.

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 G. Gurun and Christopher J. Malloy
Harvard University - Business School (HBS), University of Texas at Dallas and Harvard Business School
Downloads 296 (177,242)
Citation 6

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Information networks, trade links, firm behavior

15.

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, Tobias J. Moskowitz and Tobias J. Moskowitz
Federal Reserve Board, Harvard Business School and Yale University, Yale SOMAQR Capital
Downloads 296 (177,242)
Citation 86

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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 University - Business School (HBS), Harvard Business School and DePaul University
Downloads 276 (190,493)
Citation 3

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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: 21 Nov 2022
Lauren Cohen, Andrea Frazzini and Christopher J. Malloy
Harvard University - Business School (HBS), AQR Capital Management, LLC and Harvard Business School
Downloads 260 (202,224)
Citation 20

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18.

Legislating Stock Prices

NBER Working Paper No. w18291
Number of pages: 52 Posted: 10 Aug 2012 Last Revised: 25 Jun 2023
Lauren Cohen, Karl B. Diether and Christopher J. Malloy
Harvard University - Business School (HBS), Independent and Harvard Business School
Downloads 252 (208,625)
Citation 4

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19.

Friends in High Places

NBER Working Paper No. w16437
Number of pages: 57 Posted: 12 Oct 2010 Last Revised: 01 Jun 2023
Lauren Cohen and Christopher J. Malloy
Harvard University - Business School (HBS) and Harvard Business School
Downloads 220 (237,862)
Citation 13

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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 University - Business School (HBS), OppenheimerFunds, Harvard Business School and OppenheimerFunds
Downloads 185 (278,281)

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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 University - Business School (HBS), AQR Capital Management, LLC and Harvard Business School
Downloads 174 (293,740)

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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 University - Business School (HBS), AQR Capital Management, LLC and Harvard Business School
Downloads 172 (296,773)

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Independent directors, appointments, analysts, board members

23.

Resident Networks and Firm Trade

NBER Working Paper No. w18312
Number of pages: 54 Posted: 18 Aug 2012 Last Revised: 16 Jul 2023
Lauren Cohen, Umit G. Gurun and Christopher J. Malloy
Harvard University - Business School (HBS), University of Texas at Dallas and Harvard Business School
Downloads 43 (700,844)

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24.

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 University - Business School (HBS) 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

25.

Introduction to Short Selling

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

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26.

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 University - Business School (HBS) and Harvard Business School

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27.

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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28.

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 University - Business School (HBS) and Harvard Business School

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29.

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
affiliation not provided to SSRN, Harvard Business School, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit

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30.

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
affiliation not provided to SSRN, Harvard University - Business School (HBS), Harvard Business School - Finance Unit and Harvard Business School

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31.

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
affiliation not provided to SSRN, Harvard University - Business School (HBS), Harvard Business School - Finance Unit and Harvard Business School

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32.

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 University - Business School (HBS) and Harvard Business School

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33.

Miracle Life Inc.

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

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34.

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