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Details about Andrea Frazzini

E-mail:
Homepage:http://people.stern.nyu.edu/afrazzin/
Postal address:AQR Capital Management, LLC Two Greenwich Plaza, 3rd Floor Greenwich, Connecticut 06830
Workplace:Booth School of Business, University of Chicago, (more information at EDIRC)

Access statistics for papers by Andrea Frazzini.

Last updated 2021-05-07. Update your information in the RePEc Author Service.

Short-id: pfr54


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Working Papers

2013

  1. Buffett's Alpha
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2012

  1. Embedded Leverage
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2010

  1. Betting Against Beta
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)

2008

  1. Hiring Cheerleaders: Board Appointments of "Independent" Directors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article Hiring Cheerleaders: Board Appointments of "Independent" Directors, Management Science, INFORMS (2012) Downloads View citations (66) (2012)
  2. Sell Side School Ties
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Journal Article Sell‐Side School Ties, Journal of Finance, American Finance Association (2010) Downloads View citations (190) (2010)

2007

  1. The Earnings Announcement Premium and Trading Volume
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (73)
  2. The Small World of Investing: Board Connections and Mutual Fund Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)
    See also Journal Article The Small World of Investing: Board Connections and Mutual Fund Returns, Journal of Political Economy, University of Chicago Press (2008) Downloads View citations (465) (2008)

2005

  1. Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    See also Journal Article Dumb money: Mutual fund flows and the cross-section of stock returns, Journal of Financial Economics, Elsevier (2008) Downloads View citations (286) (2008)

Journal Articles

2012

  1. Hiring Cheerleaders: Board Appointments of "Independent" Directors
    Management Science, 2012, 58, (6), 1039-1058 Downloads View citations (66)
    See also Working Paper Hiring Cheerleaders: Board Appointments of "Independent" Directors, NBER Working Papers (2008) Downloads View citations (3) (2008)

2010

  1. Sell‐Side School Ties
    Journal of Finance, 2010, 65, (4), 1409-1437 Downloads View citations (190)
    See also Working Paper Sell Side School Ties, NBER Working Papers (2008) Downloads View citations (10) (2008)

2008

  1. Dumb money: Mutual fund flows and the cross-section of stock returns
    Journal of Financial Economics, 2008, 88, (2), 299-322 Downloads View citations (286)
    See also Working Paper Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns, NBER Working Papers (2005) Downloads View citations (18) (2005)
  2. Economic Links and Predictable Returns
    Journal of Finance, 2008, 63, (4), 1977-2011 Downloads View citations (397)
  3. The Small World of Investing: Board Connections and Mutual Fund Returns
    Journal of Political Economy, 2008, 116, (5), 951-979 Downloads View citations (465)
    See also Working Paper The Small World of Investing: Board Connections and Mutual Fund Returns, NBER Working Papers (2007) Downloads View citations (28) (2007)

2006

  1. The Disposition Effect and Underreaction to News
    Journal of Finance, 2006, 61, (4), 2017-2046 Downloads View citations (269)
 
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