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Lauren
Cohen Associate
Professor of Finance & Marvin
Bower Faculty Fellow Harvard
Business School Baker Library
273 Soldiers
Field Boston, MA
02163 Phone:
617.495.3888 Email: lcohen@hbs.edu
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1.) Supply and Demand Shifts in the
Shorting Market (with Karl Diether and Christopher Malloy), 2007 Journal of Finance 62, 2061-2096. ·
Winner
of the Smith Breeden Prize, Distinguished Paper, for the best paper published
in the Journal of Finance 2007 |
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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 the Smith Breeden Prize, Distinguished Paper, for the best paper published
in the Journal of Finance 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. ·
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 the Smith Breeden Prize, Distinguished Paper, for the best paper published
in the Journal of Finance 2010 |
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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), 2011 Management Science, forthcoming. 10.)
Complicated Firms (with Dong Lou), 2011 Journal of Financial Economics, forthcoming. ·
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 Paul Woolley Centre Academic Grant, 2010 11.) Do Powerful Politicians Cause
Corporate Downsizing? (with Joshua Coval and Christopher Malloy),
2011 Journal of Political Economy,
forthcoming. ·
Testimony to Congress,
September 29, 2010 12.) Decoding Inside Information (with Christopher
Malloy and Lukasz Pomorski), August 2011 Journal of Finance, forthcoming. ·
Winner
of First Prize, Chicago Quantitative Alliance Academic Paper Competition 2010 ·
Winner
of Institute for Quantitative Investment Research (INQUIRE) Grant 2009 Working
Papers |
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1.) Friends in High Places
(with Christopher Malloy), August 2011 2.) Misvaluing Innovation (with Karl
Diether and Christopher Malloy), April 2011 |
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3.) Legislating Stock Prices
(with Karl Diether and Christopher Malloy), November 2011 |
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