Andrea Frazzini : Citation Profile

University of Chicago

8

H index

8

i10 index

2486

Citations

RESEARCH PRODUCTION:

6

Articles

8

Papers

RESEARCH ACTIVITY:

   8 years (2005 - 2013). See details.
   Cites by year: 310
   Journals where Andrea Frazzini has often published
   Relations with other researchers
   Recent citing documents: 260.    Total self citations: 4 (0.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr54
   Updated: 2025-12-13    RAS profile: 2021-05-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrea Frazzini.

Is cited by:

Zaremba, Adam (22)

HASAN, IFTEKHAR (21)

Do, Quoc-Anh (16)

Crifo, Patricia (13)

Lee, Yen Teik (13)

Hirshleifer, David (11)

Sialm, Clemens (11)

Reberioux, Antoine (11)

Renneboog, Luc (11)

CAVACO, Sandra (9)

Weber, Martin (9)

Cites to:

Pedersen, Lasse (10)

Fama, Eugene (8)

Titman, Sheridan (7)

Campbell, John (6)

French, Kenneth (6)

Ashcraft, Adam (6)

Brennan, Michael (4)

Baker, Malcolm (4)

Hong, Harrison (4)

Grinblatt, Mark (4)

Goetzmann, William (4)

Main data

Where Andrea Frazzini has published?

Journals with more than one article published# docs
Journal of Finance3

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc8

Recent works citing Andrea Frazzini (2025 and 2024)

YearTitle of citing document
2025Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

Full description at Econpapers || Download paper

2025Does Peer-Reviewed Research Help Predict Stock Returns?. (2025). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317.

Full description at Econpapers || Download paper

2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

Full description at Econpapers || Download paper

2024Ponzi Funds. (2024). van der Beck, Philippe ; Bouchaud, Jean-Philippe ; Villamaina, Dario. In: Papers. RePEc:arx:papers:2405.12768.

Full description at Econpapers || Download paper

2024Visualization of Board of Director Connections for Analysis in Socially Responsible Investing. (2024). Lake, Peter ; Barrenechea, Ariana ; da Fonseca, Alice. In: Papers. RePEc:arx:papers:2405.20522.

Full description at Econpapers || Download paper

2024Betting Against (Bad) Beta. (2024). Herculano, Miguel C. In: Papers. RePEc:arx:papers:2409.00416.

Full description at Econpapers || Download paper

2024Extracting Alpha from Financial Analyst Networks. (2024). Zohren, Stefan ; Dong, Xiaowen ; Kong, Yaxuan ; Gorduza, Dragos. In: Papers. RePEc:arx:papers:2410.20597.

Full description at Econpapers || Download paper

2025Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets. (2025). Itkin, A ; Halperin, I. In: Papers. RePEc:arx:papers:2501.12676.

Full description at Econpapers || Download paper

2025Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market. (2025). Xu, Penggan. In: Papers. RePEc:arx:papers:2505.20608.

Full description at Econpapers || Download paper

2025Supervised Similarity for Firm Linkages. (2025). Duchnowski, Paul ; di Matteo, Tiziana ; Cottrell, Sebastien ; Candelori, Luca ; Banner, Adrian ; Samson, Ryan ; Stever, Ryan ; Villani, Dario ; Pasquali, Stefano ; Musaelian, Kharen ; Marques, Jose ; Kirakosyan, Vahagn. In: Papers. RePEc:arx:papers:2506.19856.

Full description at Econpapers || Download paper

2025How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241.

Full description at Econpapers || Download paper

2024Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). PRIAZHKINA, SOFIA ; Skavysh, Vladimir ; Palmer, Samuel ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17.

Full description at Econpapers || Download paper

2024The case for mindful customer protection: a review and some thoughts on neuroeconomics and neurofinance. (2024). Affinito, Massimiliano ; Privitera, Francesco ; Galotto, Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_888_24.

Full description at Econpapers || Download paper

2024Supply chain concentration and cost of capital. (2024). Upson, James E ; Wei, Chao. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:607-634.

Full description at Econpapers || Download paper

2024Institutional attention and investment efficiency. (2024). Zheng, Jiayi. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3241-3273.

Full description at Econpapers || Download paper

2024The flow‐performance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656.

Full description at Econpapers || Download paper

2024Time distance and mutual fund holding horizon: Evidence from a quasi‐natural experiment setting of high‐speed railway opening. (2024). Tian, LI ; Liu, Qiliang ; Xie, Jian ; Wang, Junbo ; Chen, Xuanyi. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4277-4312.

Full description at Econpapers || Download paper

2024Institutional investor network and idiosyncratic volatility of stocks. (2024). Toh, Moau Yong ; Wang, Peijun ; Zhang, Yongmin ; Ma, Huiping ; Zhai, Xiaoying. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1261-1288.

Full description at Econpapers || Download paper

2024Aggregate uncertainty, information acquisition, and analyst stock recommendations. (2024). Welagedara, Venura ; Singh, Harminder. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:604-640.

Full description at Econpapers || Download paper

2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

Full description at Econpapers || Download paper

2024Capital gain overhang and risk–return trade‐off: An international study. (2024). Zheng, Dazhi ; Li, Huimin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:211-242.

Full description at Econpapers || Download paper

2024CEO–board connections and the cost of equity capital: International evidence. (2024). Javakhadze, David ; Hasan, Md Nazmul. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:317-365.

Full description at Econpapers || Download paper

2024Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202411.

Full description at Econpapers || Download paper

2024Monetary Policy and the Mutual Fund Market: Funding and Liquidity. (2024). Stein, Roy ; Ribon, Sigal ; Ben-Zeev, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.11.

Full description at Econpapers || Download paper

2025Dual Industry Effects and Cross-Stock Predictability. (2025). Li, S ; Ge, S ; Avramov, D ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512.

Full description at Econpapers || Download paper

2025Dual Industry Effects and Cross-Stock Predictability. (2025). Linton, O B ; Ge, S ; Avramov, D. In: Janeway Institute Working Papers. RePEc:cam:camjip:2506.

Full description at Econpapers || Download paper

2025On the shoulders of giants: financial spillovers in innovation networks. (2025). Tagade, Abhijit ; Aghdasi, Bijan. In: CEP Discussion Papers. RePEc:cep:cepdps:dp2117.

Full description at Econpapers || Download paper

2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

Full description at Econpapers || Download paper

2025Cost mitigation of factor investing in emerging equity markets. (2025). Stankov, Kay ; Schiereck, Dirk ; Flgel, Volker. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:156140.

Full description at Econpapers || Download paper

2024Privileged information access, analyst consensus building, and stock return volatility: Evidence from the JOBS Act. (2024). Jin, Shunyao ; Kimbrough, Michael D ; Wang, Isabel Yanyan. In: Advances in accounting. RePEc:eee:advacc:v:64:y:2024:i:c:s0882611023000883.

Full description at Econpapers || Download paper

2025Social capital and firm voluntary disclosure. (2025). Cready, William M ; Hu, Yaqin. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000057.

Full description at Econpapers || Download paper

2025Auditing trade credit risk: Evidence from BAPCPA and COVID-19. (2025). Zhang, Yiyang ; Walton, Stephanie. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000148.

Full description at Econpapers || Download paper

2024Customer concentration and shareholder litigation risk: Evidence from a quasi-natural experiment. (2024). Lee, Sang Mook ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Wongsinhirun, Nopparat. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502300076x.

Full description at Econpapers || Download paper

2024Prospect theory in M&A: Do historical purchase prices affect merger offer premiums and announcement returns?. (2024). Mugerman, Yevgeny ; Shemesh, Joshua ; Lauterbach, Beni. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000467.

Full description at Econpapers || Download paper

2024Blockchain and earnings management: Evidence from the supply chain. (2024). Clarke, Nicholas ; Lin, Jingrong ; Chen, Huimin ; Autore, Donald. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:4:s0890838924000969.

Full description at Econpapers || Download paper

2024Political connections, corruption, and investment decisions of Chinese mutual funds. (2024). Kryzanowski, Lawrence ; He, Chao. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923001622.

Full description at Econpapers || Download paper

2025Reprint of: Political uncertainty, corporate social responsibility, and firm performance. (2025). Yin, Chao ; Hu, YI. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000162.

Full description at Econpapers || Download paper

2024The impact of digital infrastructure on the geographical supply chain layout of firms —— Evidence from Chinese microdata. (2024). Wang, Ying ; Ji, Jie. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x2400138x.

Full description at Econpapers || Download paper

2024The effect of political connections on the distribution of firm performance. (2024). Wang, Yanchen ; Li, Xuan. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001780.

Full description at Econpapers || Download paper

2024Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis. (2024). Squartini, Tiziano ; Fessina, Massimiliano ; Cimini, Giulio ; Zaccaria, Andrea. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001814.

Full description at Econpapers || Download paper

2024Informed options trading before FDA drug advisory meetings. (2024). Wu, Zekun ; Borochin, Paul ; Golec, Joseph. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300144x.

Full description at Econpapers || Download paper

2024Overlapping institutional ownership along the supply chain and earnings management of supplier firms. (2024). Pan, Zheyao ; Gao, Lei ; Han, Jianlei ; Kim, Jeong-Bon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001694.

Full description at Econpapers || Download paper

2024Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748.

Full description at Econpapers || Download paper

2024Geographic proximity and trade credit: Evidence from a quasi-natural experiment. (2024). Liu, LI ; Yao, Jun ; Xiong, Jiacai ; Ouyang, Caiyue. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001840.

Full description at Econpapers || Download paper

2024Director networks and firm value. (2024). Linn, Scott ; Bakke, Tor-Erik ; Black, Jeffrey R ; Mahmudi, Hamed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000075.

Full description at Econpapers || Download paper

2024Director self-dealing: Evidence from compensation peer groups. (2024). Gatchev, Vladimir A ; Frye, Melissa B ; Pham, Duong T. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000221.

Full description at Econpapers || Download paper

2024Climate shocks, institutional investors, and the information content of stock prices. (2024). Martin-Flores, Jose M ; Blanco, Ivan ; Remesal, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000294.

Full description at Econpapers || Download paper

2024Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890.

Full description at Econpapers || Download paper

2024Financial distress, bank branching deregulation, and customer-supplier relationships. (2024). Lian, Yili. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924001081.

Full description at Econpapers || Download paper

2024Supply chain vertical common ownership and cost of loans. (2024). Wu, Sirui ; Wang, Junkai ; Tian, Haowen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001391.

Full description at Econpapers || Download paper

2025Real options and CEO social connections: The role of financial flexibility. (2025). Hasan, Md Nazmul ; Garca-Feijo, Luis ; Rajkovic, Tijana. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000173.

Full description at Econpapers || Download paper

2025Dispersed ownership and asset pricing: An unpriced premium associated with free float. (2025). Goergen, Marc ; Hearn, Bruce ; Filatotchev, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000318.

Full description at Econpapers || Download paper

2025News-driven peer co-movement in crypto markets. (2025). Zheng, H ; Schwenkler, G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000409.

Full description at Econpapers || Download paper

2025Betting on my enemy: Insider trading ahead of hedge fund 13D filings. (2025). , Travis ; Pi, Shaoting ; Duong, Truong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000628.

Full description at Econpapers || Download paper

2025Geopolitical risk and corporate capital structure. (2025). Nejadmalayeri, Ali ; Javadi, Siamak ; Aram, Mohsen ; Shahedur, MD. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000641.

Full description at Econpapers || Download paper

2025Impact from a distance: Emotionally attached-place disasters and corporate risk-taking. (2025). Huang, Zhijian ; Chen, Xing ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000665.

Full description at Econpapers || Download paper

2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Guo, LI ; Tu, Jun ; Sang, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

Full description at Econpapers || Download paper

2025Granular information and sectoral movements. (2025). Jiang, Hao ; Li, Sophia Zhengzi ; Yuan, Peixuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002100.

Full description at Econpapers || Download paper

2024Does pension fund ownership reduce market manipulation? Evidence from China. (2024). Zhu, Xingting ; Ma, Xiang ; Ur, Faheem ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001249.

Full description at Econpapers || Download paper

2024Effect of sectoral holdings on the flow-performance sensitivity of mutual funds. (2024). Covachev, Svetoslav ; Yadav, Vijay. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001377.

Full description at Econpapers || Download paper

2024The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Gider, Zeynullah ; Hassan, Kabir M ; Bataineh, Hassan ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081.

Full description at Econpapers || Download paper

2024Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688.

Full description at Econpapers || Download paper

2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Tang, Zhenpeng ; Chen, Ying ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

Full description at Econpapers || Download paper

2024Financial stability policy and downside risk in stock returns. (2024). Yang, Jianlei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001219.

Full description at Econpapers || Download paper

2024Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network. (2024). Liu, Zhenchun ; Guo, Xiaoping ; Fan, Ningyuan ; Wang, Jianwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001591.

Full description at Econpapers || Download paper

2025Hedge funds network and stock price crash risk. (2025). Borjigin, Sumuya ; Xiang, Youtao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002134.

Full description at Econpapers || Download paper

2025Which opinion is more trustworthy: An analysts’ earnings forecast quality assessment framework based on machine learning. (2025). Chen, Xinxin ; Song, Yingying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002432.

Full description at Econpapers || Download paper

2025Are ESG factors truly unique?. (2025). Covachev, Svetoslav ; Brito-Ramos, Sofia ; Martel, Jocelyn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000269.

Full description at Econpapers || Download paper

2024The impact of social capital on major customer supply chain power. (2024). Cavoli, Tony ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524002088.

Full description at Econpapers || Download paper

2024Intra- and inter-sector spillover effects within a supply chain: Evidence from Taiwan electric motorcycle industry. (2024). Chen, Yu-Fen ; Yeh, Wen-Hung ; Lin, Fu-Lai. In: Economics Letters. RePEc:eee:ecolet:v:240:y:2024:i:c:s0165176524002519.

Full description at Econpapers || Download paper

2025Do institutional investor cliques prefer supply chain transparency?. (2025). Li, Shi ; Ma, Leyao ; Ding, Jing. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000837.

Full description at Econpapers || Download paper

2025Trading on government contracts: The investment potential of public procurement awards. (2025). Pyun, Chaehyun. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001727.

Full description at Econpapers || Download paper

2025Uncovering asset market participation from household consumption and income. (2025). Czellar, Veronika ; le Grand, Franois ; Garcia, Ren. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002124.

Full description at Econpapers || Download paper

2025Industry return prediction via interpretable deep learning. (2025). Sermpinis, Georgios ; Iannino, Maria Chiara ; Psaradellis, Ioannis ; Zografopoulos, Lazaros. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:257-268.

Full description at Econpapers || Download paper

2024Retail fund flows and performance: Insights from supervisory data. (2024). Szabo, Milan ; Hodula, Martin ; Bajzik, Josef. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

Full description at Econpapers || Download paper

2024CEOs hometown connections and corporate risk-taking: Evidence from China. (2024). Yao, Shujie ; Ou, Jinghua ; Fang, Jing ; Zhang, Fan ; Fu, Fanjie. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000244.

Full description at Econpapers || Download paper

2024Expensive anomalies. (2024). Ray, Sugata ; Seyhun, Nejat H ; Xu, Luqi ; Anginer, Deniz. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x.

Full description at Econpapers || Download paper

2024Global and local information efficiency: An examination of samuelsons dictum. (2024). Xiao, Yaqing ; Zhang, Jinfan ; Yan, Hongjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000355.

Full description at Econpapers || Download paper

2024Effects of customer unionization on supplier relationships and supplier value. (2024). Kim, Hyemin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000501.

Full description at Econpapers || Download paper

2024Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689.

Full description at Econpapers || Download paper

2025Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects. (2025). Cheng, Mingmian ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001099.

Full description at Econpapers || Download paper

2025Geographical proximity, cultural familiarity and financial information production. (2025). Hao, Han ; Liu, Chun ; Pang, Shunzhi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001105.

Full description at Econpapers || Download paper

2025Market neutrality and beta crashes. (2025). Xu, Xia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001117.

Full description at Econpapers || Download paper

2025Skilled active liquidity management: Evidence from shocks to fund flows. (2025). Rzenik, Aleksandra. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000015.

Full description at Econpapers || Download paper

2025Short-term institutional investors and the diffusion of supply chain information. (2025). Larkin, Yelena ; Duan, Rui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000039.

Full description at Econpapers || Download paper

2025Social connectedness and cross-border mergers and acquisitions. (2025). Jiang, Zhonghao ; Xing, LU ; Shi, Yukun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000040.

Full description at Econpapers || Download paper

2024Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Guan, Bo ; Mazouz, Khelifa. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136.

Full description at Econpapers || Download paper

2024Air pollution and issuance credit spread of municipal investment bond. (2024). Cao, Liyuan ; Zhang, Yongji ; Wang, KE ; Su, Zhi ; Lan, Minghui. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005747.

Full description at Econpapers || Download paper

2025Does information transmission alleviate the salience bias of fund managers?. (2025). Zheng, Dechang ; Wang, ZI ; Tang, KE ; Liu, Qingfu. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000717.

Full description at Econpapers || Download paper

2025Fund social network and MD&A disclosure quality. (2025). Zhu, Hanbin ; Ge, Yiyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001346.

Full description at Econpapers || Download paper

2025Regret in global equity markets. (2025). Demirtas, Ozgur K ; Atilgan, Yigit ; Gunaydin, Doruk A ; Tosun, Aynur Dilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002856.

Full description at Econpapers || Download paper

2024Shareholder nomination of independent directors: Evidence from China. (2024). Zhang, Yuyu ; Jia, Yingdan ; Yang, Haiyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005264.

Full description at Econpapers || Download paper

2024Mutual fund cliques, fund flow-performance sensitivity, and stock price crash risk. (2024). Liu, Xiaotong ; Wang, Jingda ; Cao, Chang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005483.

Full description at Econpapers || Download paper

2024The resurrected size effect still sleeps in the (monetary) winter. (2024). Grossmann, Axel ; Simpson, Marc W. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000139.

Full description at Econpapers || Download paper

2024Analyst collaboration networks and earnings forecast performance. (2024). Cao, Shijiao ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400070x.

Full description at Econpapers || Download paper

2024Friends in media: Implications of media connections for analyst forecast optimism. (2024). Hossain, Md Miran ; Vakilzadeh, Hamid ; Mammadov, Babak. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001145.

Full description at Econpapers || Download paper

2024Uncertainty shocks, investor sentiment and environmental performance: Novel evidence from a PVAR approach. (2024). Boufateh, Talel ; Zribi, Wissal ; Urom, Christian ; ben Lahouel, Bechir. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001285.

Full description at Econpapers || Download paper

2024Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China. (2024). Tang, Zhenpeng ; Cai, YI ; Lin, Qiaofeng ; Chen, Kaijie ; Liu, Dinggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400142x.

Full description at Econpapers || Download paper

2024Network centrality, information diffusion and asset pricing. (2024). Hu, Xiaolu ; Yu, Miao ; Zhong, Angel. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001558.

Full description at Econpapers || Download paper

2024Zoom in on momentum. (2024). Kim, Jun Yong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

Full description at Econpapers || Download paper

2024It is a small world: The effect of analyst-media school ties on analyst performance. (2024). Guo, Yongzhen ; Wang, Yinghuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001820.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Andrea Frazzini:

YearTitleTypeCited
2006The Disposition Effect and Underreaction to News In: Journal of Finance.
[Full Text][Citation analysis]		article278
2008Economic Links and Predictable Returns In: Journal of Finance.
[Full Text][Citation analysis]		article424
2010Sell‐Side School Ties In: Journal of Finance.
[Full Text][Citation analysis]		article208
2008Sell Side School Ties.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 208		paper
2008Dumb money: Mutual fund flows and the cross-section of stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article315
2005Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 315		paper
2012Hiring Cheerleaders: Board Appointments of Independent Directors In: Management Science.
[Full Text][Citation analysis]		article70
2008Hiring Cheerleaders: Board Appointments of Independent Directors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2007The Earnings Announcement Premium and Trading Volume In: NBER Working Papers.
[Full Text][Citation analysis]		paper73
2007The Small World of Investing: Board Connections and Mutual Fund Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper504
2008The Small World of Investing: Board Connections and Mutual Fund Returns.(2008) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 504		article
2010Betting Against Beta In: NBER Working Papers.
[Full Text][Citation analysis]		paper606
2012Embedded Leverage In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2013Buffetts Alpha In: NBER Working Papers.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team