Randolph B. Cohen

Harvard Business School - Finance Unit

Boston, MA 02163

United States

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 2,576

in Total Papers Downloads

17,608

SSRN CITATIONS
Rank 1,730

SSRN RANKINGS

Top 1,730

in Total Papers Citations

79

CROSSREF CITATIONS

666

Scholarly Papers (18)

1.

Best Ideas

Number of pages: 50 Posted: 23 Mar 2009 Last Revised: 21 Apr 2021
Miguel Anton, Randolph B. Cohen and Christopher Polk
University of Navarra, IESE Business School, Harvard Business School - Finance Unit and London School of Economics
Downloads 8,576 (840)
Citation 44

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mutual funds, managerial skill, market efficiency

2.
Downloads 2,319 ( 7,883)
Citation 83

Judging Fund Managers by the Company They Keep

CRSP Working Paper No. 545; EFA 2003 Annual Conference Paper No. 884, HBS Finance Working Paper No. 04-023
Number of pages: 48 Posted: 17 Dec 2002
Randolph B. Cohen, Joshua D. Coval and Lubos Pastor
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and University of Chicago - Booth School of Business
Downloads 2,165 (8,641)
Citation 2

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Judging Fund Managers by the Company They Keep

Number of pages: 48 Posted: 06 Dec 2002 Last Revised: 30 Jul 2021
Randolph B. Cohen, Joshua D. Coval and Lubos Pastor
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and University of Chicago - Booth School of Business
Downloads 123 (290,536)
Citation 2

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Judging Fund Managers by the Company They Keep

Number of pages: 50 Posted: 21 Feb 2003
Randolph B. Cohen, Joshua D. Coval and Lubos Pastor
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and University of Chicago - Booth School of Business
Downloads 31 (592,527)
Citation 7
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Mutual funds, performance evaluation, persistence

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 2,012 (9,941)
Citation 1

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Inflation illusion, CAPM, beta

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 1,087 (25,252)
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

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 152 (245,979)
Citation 14

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5.

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 1,098 (25,302)
Citation 11

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stock prices, present value, book-to-market, variance decomposition, capital asset pricing model, beta, expected returns, return on equity

6.
Downloads 725 ( 45,103)
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 638 (52,776)
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

Number of pages: 61 Posted: 08 Dec 2003 Last Revised: 08 Sep 2021
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 87 (367,726)
Citation 10

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7.

Why Fears About Municipal Credit are Overblown

Harvard Business School Finance Working Paper No. 1836678
Number of pages: 48 Posted: 10 May 2011 Last Revised: 21 Jun 2011
Daniel Bergstresser and Randolph B. Cohen
Brandeis International Business School and Harvard Business School - Finance Unit
Downloads 484 (75,565)
Citation 4

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Municipal bonds

8.

Financial Guarantors and the 2007-2009 Credit Crisis

AFA 2011 Denver Meetings Paper
Number of pages: 60 Posted: 17 Mar 2010 Last Revised: 21 Nov 2010
Harvard Business School, Harvard Business School - Finance Unit and Brandeis International Business School
Downloads 424 (88,457)
Citation 5

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Municipal bonds, financial guarantors

9.

Fractionalization and the Municipal Bond Market

Harvard Business School Finance Working Paper No. 1844685
Number of pages: 43 Posted: 18 May 2011 Last Revised: 21 Jun 2011
Brandeis International Business School, Harvard Business School - Finance Unit and Harvard Business School
Downloads 332 (116,687)
Citation 6

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Fractionalization, municipal bonds

10.
Downloads 230 (169,938)

The Value Spread

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 230 (169,494)
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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11.

Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis

Number of pages: 39 Posted: 12 Jan 2005 Last Revised: 11 Aug 2021
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 169 (224,492)
Citation 12

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12.

AQR's Momentum Funds (B)

Harvard Business School Finance Case No. 211-075
Posted: 01 Mar 2012
Brandeis International Business School, Harvard Business School, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit

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13.

AQR's Momentum Funds

Harvard Business School Finance Case No. 211-025
Posted: 10 Feb 2012
Brandeis International Business School, Harvard University - Business School (HBS), Harvard Business School - Finance Unit and Harvard Business School

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14.

AQR's Delta Strategy (A)

Harvard Business School Finance Case No. 212-038
Posted: 05 Feb 2012
Brandeis International Business School, Harvard University - Business School (HBS), Harvard Business School - Finance Unit and Harvard Business School

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15.

Dimensional Fund Advisors - 2002

Harvard Business School Case No.: 203-026; Teaching Note No.: 203-096
Posted: 13 Sep 2004
Randolph B. Cohen
Harvard Business School - Finance Unit

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16.

A-Rod: Signing the Best Player in Baseball

Harvard Business School Case No.: 203-047; Teaching Note No.: 203-091
Posted: 13 Sep 2004
Randolph B. Cohen
Harvard Business School - Finance Unit

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17.

Compustat Selection Bias in Tests of the Sharpe-Lintner-Black CAPM

Posted: 05 Jul 1998
Randolph B. Cohen and Christopher Polk
Harvard Business School - Finance Unit and London School of Economics

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18.

An Investigation of the Impact of Industry Factors in Asset-Pricing Tests

WP96-002
Posted: 19 May 1998
Randolph B. Cohen and Christopher Polk
Harvard Business School - Finance Unit and London School of Economics

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