Andrea Frazzini

Best Publications

• Betting against beta

  Andrea Frazzini;Lasse Heje Pedersen

  2730
  Citations

• Economic Links and Predictable Returns

  Lauren Cohen;Andrea Frazzini

  1895
  Citations

• The Small World of Investing: Board Connections and Mutual Fund Returns

  Lauren Cohen;Andrea Frazzini;Christopher J. Malloy

  1698
  Citations

• Dumb money: Mutual fund flows and the cross-section of stock returns

  Andrea Frazzini;Owen A. Lamont

  1427
  Citations

• The Disposition Effect and Underreaction to News

  Andrea Frazzini

  1347
  Citations

• Quality Minus Junk

  Clifford S. Asness;Andrea Frazzini;Lasse Heje Pedersen

  892
  Citations

• Leverage Aversion and Risk Parity

  Clifford Asness;Andrea Frazzini;Lasse Heje Pedersen

  481
  Citations

• The Devil in HML’s Details

  Clifford Asness;Andrea Frazzini

  450
  Citations

• Trading Costs of Asset Pricing Anomalies

  Andrea Frazzini;Ronen Israel;Tobias J. Moskowitz;Tobias J. Moskowitz

  342
  Citations

• The Small World of Investing: Board Connections and Mutual Fund Returns

  Andrea Frazzini;Christopher J. Malloy;Christopher J. Malloy;Lauren Cohen;Lauren Cohen

  283
  Citations

• Size matters, if you control your junk

  Clifford S. Asness;Andrea Frazzini;Ronen Israel;Tobias J. Moskowitz;Tobias J. Moskowitz

  268
  Citations

• Hiring Cheerleaders: Board Appointments of “Independent” Directors

  Lauren Cohen;Andrea Frazzini;Christopher J. Malloy

  262
  Citations

• The Disposition Effect and Under-Reaction to News

  Andrea Frazzini

  222
  Citations

• The Earnings Announcement Premium and Trading Volume

  Owen Lamont;Andrea Frazzini

  217
  Citations

• Betting Against Beta

  Andrea Frazzini;Lasse Heje Pedersen

  214
  Citations

• The Earnings Announcement Premium and Trading Volume

  Owen Lamont;Andrea Frazzini

  208
  Citations

• Fact, Fiction, and Momentum Investing

  Clifford S. Asness;Andrea Frazzini;Ronen Israel;Tobias J. Moskowitz

  195
  Citations

• Fact, Fiction, and Value Investing

  Clifford Asness;Andrea Frazzini;Ronen Israel;Tobias Moskowitz

  154
  Citations

• Sell Side School Ties

  Lauren Cohen;Lauren Cohen;Andrea Frazzini;Christopher J. Malloy;Christopher J. Malloy

  152
  Citations

• Betting against correlation: Testing theories of the low-risk effect

  Clifford S. Asness;Andrea Frazzini;Niels Joachim Gormsen;Lasse Heje Pedersen;Lasse Heje Pedersen

  139
  Citations