NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Tuomo Vuolteenaho

Working Papers and Chapters

June 2005Caught On Tape: Institutional Order Flow and Stock Returns
with John Y. Campbell, Tarun Ramadorai: w11439
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
with John Y. Campbell, Christopher Polk: w11389
March 2005Explaining Returns with Cash-Flow Proxies
with Peter Hecht: w11169
January 2005Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
with Randolph B. Cohen, Christopher Polk: w11018
April 2004New Forecasts of the Equity Premium
with Christopher Polk, Samuel Thompson: w10406
February 2004Inflation Illusion and Stock Prices
with John Y. Campbell: w10263
December 2003The Price is (Almost) Right
with Randolph B. Cohen, Christopher Polk: w10131
February 2003Bad Beta, Good Beta
with John Y. Campbell: w9509
February 2002Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions
with Randolph B. Cohen, Paul A. Gompers: w8793
April 2001What Drives Firm-Level Stock Returns?
w8240
The Value Spread
with Randolph B. Cohen, Christopher Polk: w8242

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