Andrea Frazzini

All Institutions: The University of Chicago; University of Chicago; Graduate School of Business, University of Chicago; AQR Capital Management; Copenhagen Business School; AQR Capital Management LLC

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns

Year: 2005
Journal: Journal of Financial Economics
Authors: Andrea Frazzini; Owen A. Lamont

The Earnings Announcement Premium and Trading Volume

Year: 2007
Journal: No Journal Matched
Authors: Owen Lamont; Andrea Frazzini

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

Year: 2007
Journal: Journal of Political Economy
Authors: Lauren Cohen; Andrea Frazzini; Christopher Malloy

Sell-Side School Ties

Year: 2008
Journal: Journal of Finance
Authors: Lauren Cohen; Andrea Frazzini; Christopher Malloy

Hiring Cheerleaders: Board Appointments of Independent Directors

Year: 2008
Journal: Management Science
Authors: Lauren Cohen; Andrea Frazzini; Christopher Malloy

Betting Against Beta

Year: 2010
Journal: Journal of Financial Economics
Authors: Andrea Frazzini; Lasse H. Pedersen

Embedded Leverage

Year: 2012
Journal: Review of Asset Pricing Studies
Authors: Andrea Frazzini; Lasse H. Pedersen

Buffett's Alpha

Year: 2013
Journal: Financial Analysts Journal
Authors: Andrea Frazzini; David Kabiller; Lasse H. Pedersen

Buffett's Alpha

Year: 2013
Journal: No Journal Matched
Authors: Andrea Frazzini; David Kabiller; Lasse Heje Pedersen

Betting Against Correlation: Testing Theories of the Low-Risk Effect

Year: 2018
Journal: No Journal Matched
Authors: Clifford S. Asness; Andrea Frazzini; Niels Joachim Gormsen; Lasse Heje Pedersen

Size Matters If You Control Your Junk

Year: 2018
Journal: No Journal Matched
Authors: Clifford S. Asness; Andrea Frazzini; Ronen Israel; Lasse Heje Pedersen

Author Disambiguation

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