Christopher Malloy
Associate Professor of Finance & Marvin Bower Fellow
Baker Library 277
Soldiers Field
Tel: 617-495-4383
Email: cmalloy@hbs.edu.
Curriculum Vitae:
Articles:
1.
"Differences of
Opinion and the Cross-Section of Stock Returns,” (with Karl B. Diether and Anna
Scherbina), The Journal of Finance, Vol. 57, No. 5
(October
2002), pp. 2113-2141.
· Reprinted in The Psychology of World
Equity Markets, edited by Werner De Bondt, Edward Elgar Publishing, 2005.
2. "The Geography of
Equity Analysis,” The Journal of Finance, Vol. 60, No. 2 (April 2005),
pp.719-755.
· Nominated for the 2005 Smith Breeden
Prize for the best paper published in The Journal of Finance.
3. “Supply
and Demand Shifts in the Shorting Market," (with Lauren Cohen and Karl B. Diether), The Journal of
Finance, Vol.. 62, No. 5 (October 2007),
pp.
2061-2096.
· Winner of the 2007 Smith Breeden Prize,
Distinguished Paper, for the best paper published in The Journal of Finance.
4. “The Small World
of Investing: Board Connections and Mutual Fund Returns,” (with Lauren Cohen and Andrea Frazzini), Journal of Political Economy,
Vol.
116, No. 5 (October 2008), pp. 951-979 (click here
for NBER working paper version).
· Winner of the Barclays Global Investors Award, Best Paper in Asset Pricing, European Finance Association 2007.
5. “Shorting Demand and
Predictability of Returns," (with Lauren Cohen and Karl B. Diether), Journal of
Investment Management, Vol. 7, No. 1 (First
Quarter 2009), pp. 36-52.
6. “Rewriting
History,” (with Alexander
Ljungqvist and Felicia
Marston), The Journal of Finance,
Vol. 64, No. 4 (August 2009), pp. 1935-1960 (click here
for
previous version).
·
Winner of the 2006 Glucksman Institute Research Prize for the best
working paper at NYU-Stern.
7. “Long-Run
Stockholder Consumption Risk and Asset Returns,” (with Tobias
J. Moskowitz and Annette
Vissing-Jorgensen), The Journal of Finance,
Vol.
64, No.6 (December 2009), pp. 2427-2479.
· Finalist for the 2010 Smith Breeden
Prize for the best paper published in The Journal of Finance.
8. “Sell Side
School Ties,” (with Lauren
Cohen and Andrea Frazzini), The Journal of Finance, Vol. 65, No. 4
(August 2010), pp. 1409-1437.
· Winner of the 2010 Smith Breeden Prize,
Distinguished Paper, for the best paper published in The Journal of Finance.
9. “The Power of Alumni
Networks,” (with Lauren Cohen),
Harvard Business Review, Vol. 88, No.
10 (October 2010).
10. “Hiring
Cheerleaders: Board Appointments of "Independent" Directors,”
(with Lauren Cohen and Andrea Frazzini), Management Science (forthcoming),
(click here
for Appendix).
11. “Do Powerful Politicians
Cause Corporate Downsizing?” (with Lauren Cohen and Joshua
Coval), Journal of Political Economy
(forthcoming).
12. “Decoding Inside
Information” (with Lauren
Cohen and Lukasz Pomorski),
The Journal of Finance (forthcoming).
·
Winner of Institute for Quantitative Investment Research (INQUIRE)
Grant, 2009.
·
Winner of Chicago Quantitative Alliance (CQA) Academic Paper
Competition, First Prize, 2010.
Working Papers:
1. “Friends in High
Places,” (with Lauren
Cohen), working paper, August 2011.
2. “Misvaluing Innovation,” (with Lauren Cohen and Karl B. Diether), working paper, March 2012.
3. “Legislating Stock Prices,” (with Lauren Cohen and Karl B. Diether), working paper, November 2011.
Course Materials:
· “Tottenham Hotspur plc,” with Lauren Cohen and Joshua Coval, Harvard Business School Case 209-059.
· “Tottenham Hotspur plc,” with Lauren Cohen and Joshua Coval, Harvard Business School Teaching Note 209-121.
· “PlanetTran,” with Lauren Cohen, Harvard Business School Case 209-029.
· “PlanetTran,” with Lauren Cohen, Harvard Business School Teaching Note 209-120.
· “Miracle Life, Inc.,” with Lauren Cohen, Harvard Business School Case 210-039.
· “Miracle Life, Inc.,” with Lauren Cohen, Harvard Business School Teaching Note 210-069.
· “AQR’s Momentum Funds,” with Daniel Bergstresser, Lauren Cohen, and Randolph Cohen, Harvard Business School Case 211-025.
· “AQR’s Momentum Funds (B),” with Daniel Bergstresser, Lauren Cohen, and Randolph Cohen, Harvard Business School Supplement 211-075.
· “AQR’s Momentum Funds,” with Daniel Bergstresser, Lauren Cohen, and Randolph Cohen, Harvard Business School Teaching Note.
· “AQR’s DELTA Strategy,” with Daniel Bergstresser, Lauren Cohen, and Randolph Cohen, Harvard Business School Case 212-038.
· “AQR’s DELTA Strategy,” with Daniel Bergstresser, Lauren Cohen, and Randolph Cohen, Harvard Business School Teaching Note.
· “Dimensional Fund Advisors (DFA)’s Entry into the Retirement Market,” with Lauren Cohen, Harvard Business School Case 212-068.
· “Dimensional Fund Advisors (DFA)’s Entry into the Retirement Market,” with Lauren Cohen, Harvard Business School Teaching Note 212-069.
· “Quadriserv and the Short Selling Market,” with Lauren Cohen, Harvard Business School Case 212-021.
· “Quadriserv and the Short Selling Market,” with Lauren Cohen, Harvard Business School Teaching Note 212-037.
· “An Introduction to Short Selling,” with Lauren Cohen, Harvard Business School Note 212-079.
· “Business Intelligence Advisors (BIA) Inc.: Finding the Hidden Meaning in Corporate Disclosures,” with Lauren Cohen, Harvard Business School Case 212-031.
· “Business Intelligence Advisors (BIA) Inc.: Finding the Hidden Meaning in Corporate Disclosures,” with Lauren Cohen, Harvard Business School Teaching Note 212-066.
· “Fundamental Analysis in Emerging Markets: Autoweb Holdings,” with Lauren Cohen, Harvard Business School Case 212-022.
· “Fundamental Analysis in Emerging Markets: Tren Anuncio Rapido,” with Lauren Cohen, Harvard Business School Case 212-023.
· “Fundamental Analysis in Emerging Markets: Autoweb Holdings and Tren Anuncio Rapido,” with Lauren Cohen, Harvard Business School Teaching Note 209-121.
· “Recorded Future: Searching the Web for Alpha,” Harvard Business School Case 212-057.
· “Recorded Future: Searching the Web for Alpha” Harvard Business School Teaching Note 212-078.
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