NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Andrea Frazzini

AQR Capital Management, LLC
Two Greenwich Plaza, 3rd Floor
Greenwich, CT 06830
Tel: 203 742 3894

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

November 2013Buffett's Alpha
with David Kabiller, Lasse H. Pedersen: w19681
November 2012Embedded Leverage
with Lasse H. Pedersen: w18558
December 2010Betting Against Beta
with Lasse H. Pedersen: w16601

Betting Against Beta,” 2010 (with Andrea Frazzini) Journal of Financial Economics, forthcoming. Swiss Finance Institute Outstanding Paper Award, 2011. Roger F. Murray Prize, 2011. Featured in The Economist, the Financial Times. citation courtesy of

August 2008Hiring Cheerleaders: Board Appointments of "Independent" Directors
with Lauren Cohen, Christopher Malloy: w14232

Published: 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. citation courtesy of

May 2008Sell Side School Ties
with Lauren Cohen, Christopher Malloy: w13973

Published: Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010. "Sell-Side School Ties," Journal of Finance, American Finance Association, vol. 65(4), pages 1409-1437, 08. citation courtesy of

May 2007The Small World of Investing: Board Connections and Mutual Fund Returns
with Lauren Cohen, Christopher Malloy: w13121

Published: 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. citation courtesy of

The Earnings Announcement Premium and Trading Volume
with Owen Lamont: w13090
August 2005Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
with Owen A. Lamont: w11526

Published: 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. citation courtesy of

 
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