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Andrea Frazzini

Personal Details

First Name:Andrea
Middle Name:
Last Name:Frazzini
Suffix:
RePEc Short-ID:pfr54
http://people.stern.nyu.edu/afrazzin/
AQR Capital Management, LLC Two Greenwich Plaza, 3rd Floor Greenwich, Connecticut 06830
Terminal Degree:2005 Economics Department; Yale University (from RePEc Genealogy)

Affiliation

Booth School of Business
University of Chicago

Chicago, Illinois (United States)
http://www.chicagobooth.edu/
RePEc:edi:sbuchus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Andrea Frazzini & David Kabiller & Lasse H. Pedersen, 2013. "Buffett's Alpha," NBER Working Papers 19681, National Bureau of Economic Research, Inc.
  2. Andrea Frazzini & Lasse H. Pedersen, 2012. "Embedded Leverage," NBER Working Papers 18558, National Bureau of Economic Research, Inc.
  3. Andrea Frazzini & Lasse H. Pedersen, 2010. "Betting Against Beta," NBER Working Papers 16601, National Bureau of Economic Research, Inc.
  4. Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "Sell Side School Ties," NBER Working Papers 13973, National Bureau of Economic Research, Inc.
  5. Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "Hiring Cheerleaders: Board Appointments of "Independent" Directors," NBER Working Papers 14232, National Bureau of Economic Research, Inc.
  6. Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007. "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers 13121, National Bureau of Economic Research, Inc.
  7. Owen Lamont & Andrea Frazzini, 2007. "The Earnings Announcement Premium and Trading Volume," NBER Working Papers 13090, National Bureau of Economic Research, Inc.
  8. Andrea Frazzini & Owen A. Lamont, 2005. "Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns," NBER Working Papers 11526, National Bureau of Economic Research, Inc.

Articles

  1. Lauren Cohen & Andrea Frazzini & Christopher J. Malloy, 2012. "Hiring Cheerleaders: Board Appointments of "Independent" Directors," Management Science, INFORMS, vol. 58(6), pages 1039-1058, June.
  2. Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010. "Sell‐Side School Ties," Journal of Finance, American Finance Association, vol. 65(4), pages 1409-1437, August.
  3. Lauren Cohen & Andrea Frazzini, 2008. "Economic Links and Predictable Returns," Journal of Finance, American Finance Association, vol. 63(4), pages 1977-2011, August.
  4. Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 951-979, October.
  5. Frazzini, Andrea & Lamont, Owen A., 2008. "Dumb money: Mutual fund flows and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 88(2), pages 299-322, May.
  6. Andrea Frazzini, 2006. "The Disposition Effect and Underreaction to News," Journal of Finance, American Finance Association, vol. 61(4), pages 2017-2046, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  16. Euclidian citation score
  17. Breadth of citations across fields
  18. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (2) 2008-08-21 2010-12-18
  2. NEP-CFN: Corporate Finance (1) 2007-06-02
  3. NEP-EDU: Education (1) 2008-05-17
  4. NEP-FIN: Finance (1) 2005-08-13
  5. NEP-FMK: Financial Markets (1) 2005-08-13
  6. NEP-MST: Market Microstructure (1) 2007-05-19
  7. NEP-NET: Network Economics (1) 2007-06-02
  8. NEP-RMG: Risk Management (1) 2007-06-02
  9. NEP-SOC: Social Norms and Social Capital (1) 2007-06-02

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