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Publications

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  • 26 Sep 2013
  • Working Paper Summaries

Playing Favorites: How Firms Prevent the Revelation of Bad News

Keywords: by Lauren Cohen, Dong Lou & Christopher Malloy; Financial Services
  • 11 Sep 2018
  • Working Paper Summaries

IQ from IP: Simplifying Search in Portfolio Choice

Keywords: by Huaizhi Chen, Lauren Cohen, Umit Gurun, Dong Lou, and Christopher J. Malloy
  • 04 Feb 2019
  • News

Award-winning paper uses EDGAR IP data to track correlation to portfolio

  • 05 Jan 2014
  • News

Offbeat Dispatches From Economic Summit

  • 17 Sep 2013
  • First Look

First Look: September 17

proprietary platform such as Microsoft has chosen to contribute to the development of Linux. Download working paper: http://ssrn.com/abstract=2102669 Playing Favorites: How Firms Prevent the Revelation of Bad News By: Cohen, Lauren, View Details
Keywords: Sean Silverthorne
  • 13 Dec 2016
  • First Look

December 13, 2016

forthcoming Journal of Investment Consulting Cloaked Trading By: Cohen, Lauren, Dong Lou, and Christopher J. Malloy Abstract—Using a novel, proprietary database of micro-level trading activities View Details
Keywords: Carmen Nobel
  • 30 Dec 2013
  • Research & Ideas

Most Popular Articles of 2013

information flow to the market through their specific organization and choreographing of earnings conference calls, report Lauren Cohen, Dong Lou, and Christopher Malloy. View Details
Keywords: by Staff
  • Web

Entrepreneurial Management Awards & Honors - Faculty & Research

H. Cohen : Winner of the 2014 Crowell Memorial Prize for Best Paper on Quantitative Investing from PanAgora Asset Management for "Playing Favorites: How Firms Prevent the Revelation of Bad News" (with Dong View Details
  • Web

Finance Awards & Honors - Faculty & Research

Malloy and Quoc Nguyen. Lauren H. Cohen : Winner of the 2016 Best Paper Prize of the Journal of Investment Consulting Academic Paper Competition for "Cloaked Trading" with Dong View Details
  • December 2016
  • Article

Industry Window Dressing

By: Huaizhi Chen, Lauren Cohen and Dong Lou
We explore a new mechanism by which investors take correlated shortcuts and present evidence that managers undertake actions—in the form of sales management—to take advantage of these shortcuts. Specifically, we exploit a regulatory provision wherein a firm’s primary... View Details
Keywords: Investor Shortcuts; Industry Classification; Opportunistic Managerial Behavior; Discontinuity; Management Practices and Processes; Investment; Sales
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  • October 2020
  • Article

IQ from IP: Simplifying Search in Portfolio Choice

By: Huaizhi Chen, Lauren Cohen, Umit Gurun, Dong Lou and Christopher J. Malloy
Using a novel database that tracks web traffic on the SEC’s EDGAR servers between 2004 and 2015, we show that mutual fund managers gather information on a very particular subset of firms and insiders, and their surveillance is very persistent over time. This tracking... View Details
Keywords: Tracked Trades; Return Predictability; Institutional Trading; Insider Trading; Institutional Investing; Information; Investment Portfolio; Decisions; Management
Related
  • November 2020
  • Article

Casting Conference Calls

By: Lauren Cohen, Dong Lou and Christopher J. Malloy
We explore a subtle but important mechanism through which firms can control information flow to the markets. We find that firms that “cast” their conference calls by disproportionately calling on bullish analysts tend to underperform in the future. Firms that call on... View Details
Keywords: Strategic Release; Firms; Conference Calls; Information; Strategy; Asset Pricing
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  • 2016
  • Article

Cloaked Trading

By: Lauren Cohen, Dong Lou and Christopher J. Malloy
Using a novel, proprietary database of micro-level trading activities by asset managers, we show strong evidence of asset managers engaging in strategic trading in order to “cloak” their most valuable trades. This takes the form, for instance, of a manager who sells... View Details
Keywords: Strategic Trading; Information; Asset Management; Investment
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  • 28 Aug 2018
  • First Look

New Research and Ideas, August 28, 2018

IQ from IP: Simplifying Search in Portfolio Choice By: Chen, Huaizhi, Lauren Cohen, Umit Gurun, Dong Lou, and Christopher J. Malloy Abstract— Using a novel database that tracks... View Details
Keywords: Dina Gerdeman
  • 23 Feb 2016
  • First Look

February 23, 2016

February 2016 Review of Financial Studies Industry Window Dressing By: Chen, Huaizhi, Lauren Cohen, and Dong Lou Abstract— We explore a new... View Details
Keywords: Sean Silverthorne