NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Tuomo Vuolteenaho

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

June 2005Caught On Tape: Institutional Order Flow and Stock Returns
with John Y. Campbell, Tarun Ramadorai: w11439

Published: Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April.

Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
with John Y. Campbell, Christopher Polk: w11389

Published:

March 2005Explaining Returns with Cash-Flow Proxies
with Peter Hecht: w11169

Published: Hecht, Peterand Tuomo Vuolteenaho. "Explaining Returns with Cash-Flow Proxies." Review of Financial Studies 19, 1 (Spring 2006): 159-94.

January 2005Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
with Randolph B. Cohen, Christopher Polk: w11018

Published: Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005. "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," The Quarterly Journal of Economics, MIT Press, vol. 120(2), pages 639-668, May. citation courtesy of

April 2004New Forecasts of the Equity Premium
with Christopher Polk, Samuel Thompson: w10406

Published: Polk, Christopher, Samuel Thompson and Tuojmo Vuolteenaho. "Cross-Sectional Forecasts Of The Equity Premium," Journal of Financial Economics, 2006, v81(1,Jul), 101-147.

February 2004Inflation Illusion and Stock Prices
with John Y. Campbell: w10263

Published: Campbell, John Y. and Tuomo Vuolteenaho. "Inflation Illusion And Stock Prices," American Economic Review, 2004, v94(2,May), 19-23. citation courtesy of

December 2003The Price is (Almost) Right
with Randolph B. Cohen, Christopher Polk: w10131

Published: Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009. "The Price Is (Almost) Right," Journal of Finance, American Finance Association, vol. 64(6), pages 2739-2782, December. citation courtesy of

February 2003Bad Beta, Good Beta
with John Y. Campbell: w9509

Published: Campbell, Johny. and Tuomo Vuolteenaho. "Bad Beta, Good Beta," American Economic Review, 2004, v94(5,Dec), 1249-1275. citation courtesy of

February 2002Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions
with Randolph B. Cohen, Paul A. Gompers: w8793

Published: Cohen, Randolph B., Paul A. Gompers and Tuomo Vuolteenaho. "Who Underreacts To Cash-Flow News? Evidence From Trading Between Individuals And Institutions," Journal of Financial Economics, 2002, v66(2-3,Nov-Dec), 409-462. citation courtesy of

April 2001What Drives Firm-Level Stock Returns?
w8240

Published: Vuolteenaho, Tuomo. "What Drives Firm-Level Stock Returns?," Journal of Finance, 2002, v57(1,Feb), 233-264.

The Value Spread
with Randolph B. Cohen, Christopher Polk: w8242

Published: Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Value Spread," Journal of Finance, American Finance Association, vol. 58(2), pages 609-642, 04. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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