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 2,338

SSRN RANKINGS

Top 2,338

in Total Papers Downloads

17,884

SSRN CITATIONS
Rank 877

SSRN RANKINGS

Top 877

in Total Papers Citations

706

CROSSREF CITATIONS

592

Scholarly Papers (17)

1.
Downloads 4,601 ( 2,349)
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 4,368 (2,537)
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 (161,132)
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 (5,879)
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 (9,486)
Citation 1

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Inflation illusion, CAPM, beta

4.
Downloads 1,801 ( 11,315)
Citation 93

What Drives Firm-Level Stock Returns?

Number of pages: 58 Posted: 29 Nov 1999
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 1,684 (12,356)
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 2021
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 117 (290,833)

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What Drives Firm-Level Stock Returns?

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 1,086 (24,177)
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 (238,470)
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 (24,339)
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 938 (29,908)
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 (347,464)
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.
Downloads 817 ( 36,758)
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 (40,248)

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 2021
Christopher Polk, Samuel Brodsky Thompson and Tuomo Vuolteenaho
London School of Economics, Arrowstreet Capital, L.P. and Arrowstreet Capital, LP
Downloads 60 (437,991)

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9.
Downloads 716 ( 44,020)
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 (50,727)
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: 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 (376,594)
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 (48,474)
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 (88,859)
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 282 (133,615)
Citation 1

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13.
Downloads 216 (173,734)
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 (173,427)
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 (218,685)
Citation 12

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15.
Downloads 78 (375,512)
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 (379,422)
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 (392,749)

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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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