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Lauren Cohen

Professor of Finance

Harvard Business School

Baker Library 273

Soldiers Field

Boston, MA 02163

Phone: 617.495.3888

Email: lcohen@hbs.edu   

 

 

 

 

Curriculum Vitae

 

 

Publications

 

 

 

 

 

   

 

1.)    Supply and Demand Shifts in the Shorting Market (with Karl Diether and Christopher Malloy), 2007

                Journal of Finance 62, 2061-2096.

 

·         Winner of Smith Breeden Prize for the Best Paper Published in the Journal of Finance in Asset Pricing (Distinguished Paper) 2007


 

 

 

 

 

 

 

 

 

 

 

 

 

2.) Economic Links and Predictable Returns (with Andrea Frazzini), 2008

                Journal of Finance, 63, 1977-2011.

Appendix containing results on supplier momentum and analyst revisions

 

·         Winner of Smith Breeden Prize for the Best Paper Published in the Journal of Finance in Asset Pricing (Distinguished Paper) 2008

·         Winner of Emerald Citation of Excellence Award 2009

·         Winner of First Prize, Chicago Quantitative Alliance Academic Paper Competition 2006

·         Winner of BSI Gamma Foundation Grant, Firm Characteristics and Investment Management 2006  


 

3.) The Small World of Investing: Board Connections and Mutual Fund Returns (with Andrea Frazzini and Christopher Malloy), 2008

Journal of Political Economy, 116, 951-979.

 

·         Winner of Barclays Global Investors Award, Best Paper in Asset Pricing, European Finance Association 2007


 

4.) Shorting Demand and Predictability of Returns (with Karl Diether and Christopher Malloy), 2009,

                Journal of Investment Management, 7, 36-52.


 

5.) Loyalty Based Portfolio Choice, 2009

                Review of Financial Studies, 22, 1213-1245.


 

6.) Attracting Flows by Attracting Big Clients (with Breno Schmidt), 2009

                Journal of Finance, 64, 2125-2152.

Appendix

 

·         Winner of Society of Quantitative Analysts Award, Best Paper in Quantitative Investments, Western Finance Association 2007

·         Winner of Barclays Global Investors Best Paper Prize, Asset Allocation Symposium, European Finance Association 2006


 

7.) Sell Side School Ties (with Andrea Frazzini and Christopher Malloy), 2010

                Journal of Finance, 65, 1409-1437.

Appendix containing results on All-Star status and long-horizon returns

 

·         Winner of Smith Breeden Prize for the Best Paper Published in the Journal of Finance in Asset Pricing (Distinguished Paper) 2010


 

8.) The Power of Alumni Networks (with Christopher Malloy), 2010,

              Harvard Business Review 88, no. 10.


 

9.) Hiring Cheerleaders: Board Appointments of "Independent" Directors (with Andrea Frazzini and Christopher Malloy), 2012

         Management Science, 58, 1039-1058.

Appendix


 

10.) Complicated Firms (with Dong Lou), 2012

         Journal of Financial Economics, 104, 383-400.

 

·         Winner of First Prize, Crowell Memorial Award for best paper in quantitative investments, PanAgora Asset Management 2011

·         Winner of the Best Paper Prize of the Center for Research in Security Prices (CRSP) Forum 2010

·         Winner of First Prize, ISE 25th Anniversary Best Paper Competition 2010

·         Winner of Institute for Quantitative Investment Research (INQUIRE) Grant 2010

·         Winner of Paul Woolley Centre Academic Grant 2010


 

11.) Do Powerful Politicians Cause Corporate Downsizing? (with Joshua Coval and Christopher Malloy), 2011

                Journal of Political Economy, 199, 1015-1060.

 

·         Testimony to Congress, September 29, 2010

 


 

12.) Decoding Inside Information (with Christopher Malloy and Lukasz Pomorski), 2012

               Journal of Finance, 67, 1009-1044.

 

·         Winner of First Prize, Chicago Quantitative Alliance Academic Paper Competition 2010

·         Winner of Institute for Quantitative Investment Research (INQUIRE) Grant 2009

 


 

13.) Misvaluing Innovation (with Karl Diether and Christopher Malloy), 2013

Review of Financial Studies, 26, 635-666.

 


 

14.) Friends in High Places (with Christopher Malloy), June 2013

American Economics Journal: Economic Policy, forthcoming.

 


 

15.) Legislating Stock Prices (with Karl Diether and Christopher Malloy), June 2013

Journal of Financial Economics, 110, 574-595.

 

·         Winner of Fama-DFA Prize for the Best Paper Published in the Journal of Financial Economics in Asset Pricing (Distinguished Paper) 2013

 

 

 

Working Papers

 


 

1.)       Patent Trolls (with Umit Gurun and Scott Kominers), July 2014


 

2.)       Playing Favorites: How Firms Prevent the Revelation of Bad News (with Dong Lou and Christopher Malloy), June 2014

 

·         Winner of First Prize, Crowell Memorial Award for best paper in quantitative investments, PanAgora Asset Management 2014


 

3.)       Industry Window Dressing  (with Huaizhi Chen and Dong Lou), June 2014


 

4.)       Mini West Virginias: Corporations as Government Dependents (with Joshua Coval and Christopher Malloy), March 2014


 

5.)       Resident Networks and Firm Trade (with Umit Gurun and Christopher Malloy), January 2014

 

 

 

Book Chapters


 

1.)       Who Chooses Board Members? (with Ali Akyol), 2013

Advances in Financial Economics, Volume 16, edited by Kose John, Anil Makhija, and Stephen Ferris.

 

 

 

 

 

 

          Course Materials

 

 

o    “Seeking Alpha in the Afterlife: CMG Life Services and the Life Settlement Industry,” Harvard Business School Case 213-104.

 

o     “Seeking Alpha in the Afterlife: CMG Life Services and the Life Settlement Industry,” Harvard Business School Teaching Note 213-149.

 

o     “Miracle Life Inc,” with Christopher Malloy, Harvard Business School Case 210-039.

 

o     “Miracle Life Inc,” with Christopher Malloy, Harvard Business School Teaching Note 210-069.

 

o     Tottenham Hotspur plc,” with Christopher Malloy and Joshua Coval, Harvard Business School Case 209-059.

 

o     Tottenham Hotspur plc,” with Christopher Malloy and Joshua Coval, Harvard Business School Teaching Note 209-121.

 

o     PlanetTran,” with Christopher Malloy, Harvard Business School Case 209-029.

 

o     PlanetTran,” with Christopher Malloy, Harvard Business School Teaching Note 209-120.

 

o     “AQR’s Momentum Funds (A),” with Daniel Bergstresser, Randolph Cohen, and Christopher Malloy, Harvard Business School Case 211-025.

 

o     “AQR’s Momentum Funds (B),” with Daniel Bergstresser, Randolph Cohen, and Christopher Malloy, Harvard Business School Supplement 211-075.

 

o     “AQR’s Momentum Funds,” with Daniel Bergstresser, Randolph Cohen, and Christopher Malloy, Harvard Business School Teaching Note 212-083.

 

o     “AQR’s DELTA Strategy,” with Daniel Bergstresser, Randolph Cohen, and Christopher Malloy, Harvard Business School Case 212-038.

 

o     “AQR’s DELTA Strategy,” with Daniel Bergstresser, Randolph Cohen, and Christopher Malloy, Harvard Business School Teaching Note 212-084.

 

o     “Dimensional Fund Advisors (DFA)’s Entry into the Retirement Market,” with Christopher Malloy, Harvard Business School Case 212-068.

 

o     “Dimensional Fund Advisors (DFA)’s Entry into the Retirement Market,” with Christopher Malloy, Harvard Business School Teaching Note 212-069.

 

o     Quadriserv and the Short Selling Market,” with Christopher Malloy, Harvard Business School Case 212-021.

 

o     Quadriserv and the Short Selling Market,” with Christopher Malloy, Harvard Business School Teaching Note 212-037.

 

o     “An Introduction to Short Selling,” with Christopher Malloy, Harvard Business School Teaching Note 212-079.

 

o     “Fundamental Analysis in Emerging Markets: Autoweb Holdings,” with Christopher Malloy, Harvard Business School Case 212-022.

 

o     “Fundamental Analysis in Emerging Markets: Tren Anuncio Rapido,” with Christopher Malloy, Harvard Business School Case 212-023.

 

o     “Fundamental Analysis in Emerging Markets: Autoweb Holdings and Tren Anuncio Rapido,” with Christopher Malloy, Harvard Business School Teaching Note 209-121.

 

o     “Business Intelligence Advisors (BIA) Inc.: Finding the Hidden Meaning in Corporate Disclosures,” with Christopher Malloy, Harvard Business School Case 212-031.

 

o     “Business Intelligence Advisors (BIA) Inc.: Finding the Hidden Meaning in Corporate Disclosures,” with Christopher Malloy, Harvard Business School Teaching Note 212-066.

 

o     “Innovating into Active ETFs: Factor Funds Capital Management LLC,” with Kenneth Froot and Scott Waggoner, Harvard Business School Case 211-031.

 

o     “Innovating into Active ETFs: Factor Funds Capital Management LLC,” with Kenneth Froot, Harvard Business School Teaching Note 212-085.

 

o     “The Commoditization of Investment Management,” Harvard Business School Module Note 212-086.

 

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