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 2,486

SSRN RANKINGS

Top 2,486

in Total Papers Downloads

18,021

SSRN CITATIONS
Rank 857

SSRN RANKINGS

Top 857

in Total Papers Citations

712

CROSSREF CITATIONS

593

Scholarly Papers (17)

1.
Downloads 4,617 ( 2,487)
Citation 172

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 4,380 (2,691)
Citation 174

Abstract:

Loading...

Bad Beta, Good Beta

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 237 (164,709)
Citation 7

Abstract:

Loading...

2.

Understanding the Aggregate Book-to-Market Ratio

Number of pages: 55 Posted: 01 May 1999
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 2,733 (6,066)
Citation 34

Abstract:

Loading...

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 (9,945)
Citation 1

Abstract:

Loading...

Inflation illusion, CAPM, beta

4.
Downloads 1,809 ( 11,810)
Citation 92

What Drives Firm-Level Stock Returns?

Number of pages: 58 Posted: 29 Nov 1999
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 1,689 (12,923)
Citation 89

Abstract:

Loading...

What Drives Firm-Level Stock Returns?

Number of pages: 44 Posted: 20 Apr 2001 Last Revised: 09 Jul 2021
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Downloads 120 (296,040)

Abstract:

Loading...

What Drives Firm-Level Stock Returns?

Posted: 22 Nov 2003
Tuomo Vuolteenaho
Arrowstreet Capital, LP

Abstract:

Loading...

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 (25,275)
Citation 4

Abstract:

Loading...

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 (246,141)
Citation 14

Abstract:

Loading...

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 1,099 (25,318)
Citation 11

Abstract:

Loading...

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 943 (30,998)
Citation 41

Abstract:

Loading...

Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

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 92 (355,070)
Citation 16

Abstract:

Loading...

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

Abstract:

Loading...

G12, G14, N22

8.
Downloads 818 ( 38,323)
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 758 (41,949)

Abstract:

Loading...

risk premium, beta, bias, size, conditional test

New Forecasts of the Equity Premium

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 (453,592)

Abstract:

Loading...

9.
Downloads 725 ( 45,136)
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 (52,807)
Citation 1

Abstract:

Loading...

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 (367,907)
Citation 10

Abstract:

Loading...

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 676 (49,591)
Citation 10

Abstract:

Loading...

institutions, individuals, trading behavior, execution

11.

Inflation Illusion and Stock Prices

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 416 (90,372)
Citation 15

Abstract:

Loading...

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 288 (135,855)
Citation 1

Abstract:

Loading...

13.
Downloads 230 (170,036)
Citation 21

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 (169,602)
Citation 21

Abstract:

Loading...

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

Abstract:

Loading...

14.

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 (224,614)
Citation 12

Abstract:

Loading...

15.
Downloads 81 (380,739)
Citation 26

Explaining Returns with Cash-Flow Proxies

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 81 (384,486)
Citation 4

Abstract:

Loading...

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

Abstract:

Loading...

fetus, heart rate, prenatal environment, prenatal drug exposure, cigarette smoking

16.

Caught on Tape: Institutional Order Flow and Stock Returns

Number of pages: 46 Posted: 12 Jul 2005 Last Revised: 07 Oct 2021
John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 74 (400,879)

Abstract:

Loading...

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

Abstract:

Loading...