NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Tuomo Vuolteenaho

Arrowstreet Capital
200 Clarendon Street #30
Boston, MA 02116-5021
Tel: 617/496-6284
Fax: 617/495-8570

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

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

 
Publications
Activities
Meetings
NBER Videos
Themes
Data
People
About

National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us