Institutional Affiliation: Arrowstreet Capital
|Caught On Tape: Institutional Order Flow and Stock Returns|
with , : 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 , : w11389
|Explaining Returns with Cash-Flow Proxies|
with : w11169
Published: Hecht, Peterand Tuomo Vuolteenaho. "Explaining Returns with Cash-Flow Proxies." Review of Financial Studies 19, 1 (Spring 2006): 159-94.
|Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis|
with , : 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
|New Forecasts of the Equity Premium|
with , : 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.
|Inflation Illusion and Stock Prices|
with : 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
|The Price is (Almost) Right|
with , : 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
|Bad Beta, Good Beta|
with : w9509
Published: Campbell, Johny. and Tuomo Vuolteenaho. "Bad Beta, Good Beta," American Economic Review, 2004, v94(5,Dec), 1249-1275. citation courtesy of
|Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions|
with , : 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
|What Drives Firm-Level Stock Returns?|
Published: Vuolteenaho, Tuomo. "What Drives Firm-Level Stock Returns?," Journal of Finance, 2002, v57(1,Feb), 233-264.
|The Value Spread|
with , : 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