Andrea Frazzini : Citation Profile


Are you Andrea Frazzini?

University of Chicago

8

H index

8

i10 index

1193

Citations

RESEARCH PRODUCTION:

6

Articles

8

Papers

RESEARCH ACTIVITY:

   8 years (2005 - 2013). See details.
   Cites by year: 149
   Journals where Andrea Frazzini has often published
   Relations with other researchers
   Recent citing documents: 229.    Total self citations: 4 (0.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr54
   Updated: 2020-09-26    RAS profile: 2013-06-04    
   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:

Crifo, Patricia (11)

Reberioux, Antoine (11)

Sialm, Clemens (10)

Renneboog, Luc (9)

CAVACO, Sandra (9)

Murat, Marina (8)

HASAN, IFTEKHAR (8)

Hirshleifer, David (8)

Shleifer, Andrei (7)

Weber, Martin (7)

Fisman, Raymond (7)

Cites to:

Titman, Sheridan (7)

Fama, Eugene (7)

French, Kenneth (5)

Pedersen, Lasse (5)

Goetzmann, William (4)

Grinblatt, Mark (4)

Baker, Malcolm (4)

Brennan, Michael (3)

Wurgler, Jeffrey (3)

Pastor, Lubos (3)

Hong, Harrison (3)

Main data


Where Andrea Frazzini has published?


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

Recent works citing Andrea Frazzini (2020 and 2019)


YearTitle of citing document
2019Cross-shareholding networks and stock price synchronicity: Evidence from China. (2019). Zhou, Wei-Xing ; Yuan, Yujie ; Wen, Fenghua. In: Papers. RePEc:arx:papers:1903.01655.

Full description at Econpapers || Download paper

2020Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

Full description at Econpapers || Download paper

2019Optimal Convergence Trading with Unobservable Pricing Errors. (2019). Eksi, Zehra ; Colaneri, Katia ; Altay, Suhan. In: Papers. RePEc:arx:papers:1910.01438.

Full description at Econpapers || Download paper

2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

Full description at Econpapers || Download paper

2019Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns. (2019). Guidolin, Massimo ; Füss, Roland ; Koeppel, Christian ; Fuess, Roland. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19116.

Full description at Econpapers || Download paper

2019How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19117.

Full description at Econpapers || Download paper

2020Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis. (). Linardi, Fernando M. In: Working Papers Series. RePEc:bcb:wpaper:517.

Full description at Econpapers || Download paper

2020Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39.

Full description at Econpapers || Download paper

2019Price effect of mutual fund flows on the corporate bond market. The French case. (2019). Salakhova, Dilyara ; Coudert, Virginie. In: Working papers. RePEc:bfr:banfra:706.

Full description at Econpapers || Download paper

2019Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07.

Full description at Econpapers || Download paper

2019Comments on The role of different institutional investors in Asia-Pacific bond markets during the taper tantrum. (2019). Sulaeman, Johan. In: BIS Papers chapters. RePEc:bis:bisbpc:102-16.

Full description at Econpapers || Download paper

2019Asia-Pacific fixed income markets: evolving structure, participation and pricing. (2019). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:102.

Full description at Econpapers || Download paper

2020Market segmentation and supply‐chain predictability: evidence from China. (2020). Wu, Chongfeng ; Diao, Xundi ; Li, Rui. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1531-1562.

Full description at Econpapers || Download paper

2019The payback of mutual fund selectivity in European markets. (2019). Doukas, John A ; Dong, Feng. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:160-180.

Full description at Econpapers || Download paper

2019An international analysis of CEO social capital and corporate risk‐taking. (2019). Rajkovic, Tijana ; Javakhadze, David ; Ferris, Stephen P. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:3-37.

Full description at Econpapers || Download paper

2019Does Noninformative Text Affect Investor Behavior?. (2019). Larkin, Yelena ; Anderson, Alyssa G. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:257-289.

Full description at Econpapers || Download paper

2020Cybersecurity breaches and cash holdings: Spillover effect. (2020). Garg, Priya. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:503-519.

Full description at Econpapers || Download paper

2019Can Mutual Fund Investors Distinguish Good from Bad Managers?. (2019). Verbeek, Marno ; Dyakov, Teodor . In: International Review of Finance. RePEc:bla:irvfin:v:19:y:2019:i:3:p:505-540.

Full description at Econpapers || Download paper

2020Selective disclosure and the role of Form 8‐K in the post‐Reg FD era. (2020). Zhao, Rong ; Ling, Zhejia ; Gleason, Cristi . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:3-4:p:365-396.

Full description at Econpapers || Download paper

2020Star Ratings and the Incentives of Mutual Funds. (2020). Weng, XI ; Li, Fei ; Huang, Chong. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1715-1765.

Full description at Econpapers || Download paper

2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

Full description at Econpapers || Download paper

2020Impact of IFRS 9 on the cost of funding of banks in Europe. (2020). Ouenniche, Jamal ; Bock, Robert ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0851.

Full description at Econpapers || Download paper

2020Growing up under Mao and Deng : On the ideological determinants of corporate policies. (2020). Haikun, Zhu ; Rong, Wang ; Hao, Liang . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_020.

Full description at Econpapers || Download paper

2020Bank Default Risk Propagation along Supply Chains: Evidence from the U.K.. (2020). Roland, I ; Kabiri, A ; Manole, V ; Spatareanu, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2058.

Full description at Econpapers || Download paper

2019Punish One, Teach A Hundred: The Sobering Effect of Punishment on the Unpunished. (2019). Weber, Michael ; Xie, Jin ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7512.

Full description at Econpapers || Download paper

2020Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8171.

Full description at Econpapers || Download paper

2019Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?. (2019). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert ; Kaupila, Mikko. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13618.

Full description at Econpapers || Download paper

2019Risk-Free Interest Rates. (2019). van Binsbergen, Jules H ; Grotteria, Marco ; Diamond, William . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13899.

Full description at Econpapers || Download paper

2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

Full description at Econpapers || Download paper

2019Trade Networks and Firm Value: Evidence from the US-China Trade War. (2019). Tang, Heiwai ; Liu, Sibo ; Lin, Chen ; Huang, YI. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14173.

Full description at Econpapers || Download paper

2020The Performance of Diverse Teams: Evidence from U.S. Mutual Funds. (2020). Zambrana, Rafael ; Rizzo, Emanuele A ; Prado, Melissa ; Evans, Richard B. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14305.

Full description at Econpapers || Download paper

2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

Full description at Econpapers || Download paper

2019Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings. (2019). Young, Michael Nayat ; Chang, Kuo-Hwa. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:changyoung.

Full description at Econpapers || Download paper

2019Monday mornings: Individual investor trading on days of the week and times within a day. (2019). Willows, Gizelle D ; Richards, Daniel W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:105-115.

Full description at Econpapers || Download paper

2019The disposition effect and the relevance of the reference period: Evidence among sophisticated investors. (2019). Cayon, Edgardo ; Sandoval, Juan S ; Rendon, Jairo ; Sarmiento, Julio . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:24:y:2019:i:c:s2214635018302697.

Full description at Econpapers || Download paper

2019Social connections, reference point and acquisition premium. (2019). Vagenas-Nanos, Evangelos ; Seeger, Nicolas Cisternas ; Li, XI ; Guo, Jie. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:46-71.

Full description at Econpapers || Download paper

2020Limited investor attention, relative fundamental strength, and the cross-section of stock returns. (2020). Chen, Min ; Yung, Kenneth ; Sun, Licheng ; Zhu, Zhaobo. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300848.

Full description at Econpapers || Download paper

2019The joint entrance exam, overconfident directors and firm performance. (2019). Hegde, Prasad ; Chakravarty, Sugato. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:298-318.

Full description at Econpapers || Download paper

2019Political risk and cost of equity: The mediating role of political connections. (2019). Pham, Anh Viet. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:64-87.

Full description at Econpapers || Download paper

2019Friendly directors and the cost of regulatory compliance. (2019). , Yaoyi ; Wintoki, Babajide M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:112-141.

Full description at Econpapers || Download paper

2020The value of CEOs supply chain experience: Evidence from mergers and acquisitions. (2020). Fich, Eliezer M ; Nguyen, TU. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918303262.

Full description at Econpapers || Download paper

2020CEOs hometown connections and access to trade credit: Evidence from China. (2020). Zhang, Pengdong ; Tian, Gary Gang ; Pan, Yue ; Kong, Dongmin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300183.

Full description at Econpapers || Download paper

2020Do technology spillovers affect the corporate information environment?. (2020). Kecskes, Ambrus ; Nguyen, Phuong-Anh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300250.

Full description at Econpapers || Download paper

2020The “home bias” of corporate subsidiary locations. (2020). Zhao, Ziye ; Xiao, Sheng ; Huang, Jianqiao ; Chen, Yunsen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300353.

Full description at Econpapers || Download paper

2020The disposition effect and underreaction to private information. (2020). Weitzel, Utz ; Qiu, Jianying ; Li, Jiangyan ; Janssen, Dirk-Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300269.

Full description at Econpapers || Download paper

2019Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329.

Full description at Econpapers || Download paper

2020The devil in the style: Mutual fund style drift, performance and common risk factors. (2020). Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:264-273.

Full description at Econpapers || Download paper

2020Do mutual fund flows affect the French corporate bond market?. (2020). Salakhova, Dilyara ; Coudert, Virginie. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:496-510.

Full description at Econpapers || Download paper

2020Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

Full description at Econpapers || Download paper

2020A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58.

Full description at Econpapers || Download paper

2019Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model. (2019). Cheng, Lee-Young ; Chang, Hung-Chou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:1-12.

Full description at Econpapers || Download paper

2019The role of stock price synchronicity on the return-sentiment relation. (2019). Zhou, Liyun ; Rao, Lanlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:119-131.

Full description at Econpapers || Download paper

2019Firm-specific investor sentiment and the stock market response to earnings news. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:221-240.

Full description at Econpapers || Download paper

2019Firm-specific investor sentiment and daily stock returns. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830158x.

Full description at Econpapers || Download paper

2019Picking winners to pick your winners: The momentum effect in commodity risk factors. (2019). Osman, Mohamed ; Karathanasopoulos, Andreas ; Mikutowski, Mateusz ; Zaremba, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306053.

Full description at Econpapers || Download paper

2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

Full description at Econpapers || Download paper

2020Impact of CEO-board social ties on accounting conservatism: Internal control quality as a mediator. (2020). Han, Jing ; Zhang, Jidong ; Yin, Meiqun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300693.

Full description at Econpapers || Download paper

2019Climate risks and market efficiency. (2019). Hong, Harrison ; Xu, Jiangmin ; Li, Frank Weikai. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:265-281.

Full description at Econpapers || Download paper

2019A diagnostic criterion for approximate factor structure. (2019). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:503-521.

Full description at Econpapers || Download paper

2019Rational expectations in an experimental asset market with shocks to market trends. (2019). Weber, Martin ; Noussair, Charles ; Marquardt, Philipp. In: European Economic Review. RePEc:eee:eecrev:v:114:y:2019:i:c:p:116-140.

Full description at Econpapers || Download paper

2019Social ties between SME managers and bank employees: Financial consequences vs. SME managers perceptions. (2019). Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:4.

Full description at Econpapers || Download paper

2020Is there an illiquidity premium in frontier markets?. (2020). Umar, Zaghum ; Zaremba, Adam ; Stereczak, Szymon. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302481.

Full description at Econpapers || Download paper

2019Optimal granularity for portfolio choice. (2019). Weissensteiner, Alex ; Luivjanska, Katarina ; Branger, Nicole. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:125-146.

Full description at Econpapers || Download paper

2019The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market. (2019). Zhong, Ninghua ; John, K C ; Wang, Shujing ; Liu, Clark . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:57-77.

Full description at Econpapers || Download paper

2019Portfolio concentration and mutual fund performance. (2019). Riley, Timothy B ; Fulkerson, Jon A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:1-16.

Full description at Econpapers || Download paper

2019Alpha momentum and alpha reversal in country and industry equity indexes. (2019). Karathanasopoulos, Andreas ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:144-161.

Full description at Econpapers || Download paper

2019How do disposition effect and anchoring bias interact to impact momentum in stock returns?. (2019). Singh, Vivek ; Hur, Jungshik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:238-256.

Full description at Econpapers || Download paper

2019Horizontal industry relationships and return predictability. (2019). Zeng, Kailin ; Schlag, Christian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:310-330.

Full description at Econpapers || Download paper

2019Asset pricing model uncertainty. (2019). Borup, Daniel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:166-189.

Full description at Econpapers || Download paper

2019Investor target prices. (2019). Huang, Shiyang ; Yin, Chengxi ; Liu, Xin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:39-57.

Full description at Econpapers || Download paper

2020The long-run reversal in the long run: Insights from two centuries of international equity returns. (2020). Zaremba, Adam ; Raza, Muhammad Wajid ; Kizys, Renatas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:177-199.

Full description at Econpapers || Download paper

2019The impact of fracking activities on Oklahomas housing prices: A panel cointegration analysis. (2019). Apergis, Nicholas. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:94-101.

Full description at Econpapers || Download paper

2019Competitive earnings news and post-earnings announcement drift. (2019). Baker, Kent H ; Zhu, Hui ; Saadi, Samir ; Ni, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:331-343.

Full description at Econpapers || Download paper

2019Review of new trends in the literature on factor models and mutual fund performance. (2019). Mateus, Cesario ; Todorovic, Natasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:344-354.

Full description at Econpapers || Download paper

2019Price range and the cross-section of expected country and industry returns. (2019). Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:174-189.

Full description at Econpapers || Download paper

2019Entrenchment through corporate social responsibility: Evidence from CEO network centrality. (2019). Mazboudi, Mohamad ; Hasan, Iftekhar ; Fang, Yiwei ; Chahine, Salim. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919300614.

Full description at Econpapers || Download paper

2019Market downturns, zero investment strategies and systematic liquidity risk. (2019). Virk, Nader Shahzad ; Butt, Hilal Anwar. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:246-253.

Full description at Econpapers || Download paper

2019Capital structure volatility, financial vulnerability, and stock returns: Evidence from Korean firms. (2019). Kim, Heonsoo ; CHONG, BYUNG-UK. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:318-326.

Full description at Econpapers || Download paper

2019Does the shareholding network affect banks risk-taking behavior? An exploratory study on Chinese commercial banks. (2019). Wang, LI ; Li, Changhong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s154461231830789x.

Full description at Econpapers || Download paper

2020Do personal connections improve sovereign credit ratings?. (2020). Uymaz, Yurtsev ; Thornton, John ; Klusak, Patrycja. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302661.

Full description at Econpapers || Download paper

2020Beta or duration? Risk-taking by balanced mutual funds in Korea✰. (2020). Jimmy, Ji Yeol ; Han, Min Yeon ; Park, Keunwoo. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302697.

Full description at Econpapers || Download paper

2019Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:91-118.

Full description at Econpapers || Download paper

2019Disposition sales and stock market liquidity. (2019). Choi, Darwin. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:19-36.

Full description at Econpapers || Download paper

2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

Full description at Econpapers || Download paper

2020The memory of stock return volatility: Asset pricing implications. (2020). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s138641811830140x.

Full description at Econpapers || Download paper

2020Do social networks encourage risk-taking? Evidence from bank CEOs. (2020). Wang, Haizhi ; Liu, Liuling ; Fang, Yiwei ; Dbouk, Wassim. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s157230891930659x.

Full description at Econpapers || Download paper

2019In search of distress risk in Chinas stock market. (2019). Gao, LI ; Wang, Qian ; He, Wei. In: Global Finance Journal. RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317302028.

Full description at Econpapers || Download paper

2019Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals. (2019). Claessens, Stijn ; Cerutti, Eugenio ; Puy, Damien. In: Journal of International Economics. RePEc:eee:inecon:v:119:y:2019:i:c:p:133-149.

Full description at Econpapers || Download paper

2019Which kind of investor causes comovement?. (2019). Zhang, Yongjie ; Li, Jie ; Feng, XU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:1-15.

Full description at Econpapers || Download paper

2019What is mutual fund flow?. (2019). Johan, Sofia ; Zhang, Yelin ; Cumming, Douglas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:222-251.

Full description at Econpapers || Download paper

2019Avoiding momentum crashes: Dynamic momentum and contrarian trading. (2019). Dobrynskaya, Victoria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118303093.

Full description at Econpapers || Download paper

2019Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976.

Full description at Econpapers || Download paper

2019Investment bank monitoring and bonding of security analysts’ research. (2019). Hansen, Robert S ; Balashov, Vadim S ; Altinkili, Oya . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:67:y:2019:i:1:p:98-119.

Full description at Econpapers || Download paper

2019Understanding the “numbers game”. (2019). Karolyi, Stephen ; Ruchti, Thomas G ; Bird, Andrew. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300370.

Full description at Econpapers || Download paper

2019The counterparty risk exposure of ETF investors. (2019). Perignon, Christophe ; Hurlin, Christophe ; Iseli, Gregoire ; Yeung, Stanley. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:215-230.

Full description at Econpapers || Download paper

2019Director networks and initial public offerings. (2019). Tian, Yisong S ; Song, Keke ; Feng, YI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:246-264.

Full description at Econpapers || Download paper

2019A concave security market line. (2019). YalIn, Atakan ; Post, Thierry ; de Giorgi, Enrico G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:65-81.

Full description at Econpapers || Download paper

2019Network origins of portfolio risk. (2019). Zareei, Abalfazl . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302389.

Full description at Econpapers || Download paper

2020The price of boardroom social capital: The effects of corporate demand for external connectivity. (2020). Ferris, Stephen P ; Liu, Yun ; Javakhadze, David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619303024.

Full description at Econpapers || Download paper

2020The surface of implied firm’s asset volatility. (2020). Silaghi, Florina ; Lovreta, Lidija. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302789.

Full description at Econpapers || Download paper

2020Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression. (2020). Kurz, Christopher ; Ghysels, Eric ; Chabot, Ben ; Brownlees, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300030.

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]
article150
2008Economic Links and Predictable Returns In: Journal of Finance.
[Full Text][Citation analysis]
article161
2010Sell‐Side School Ties In: Journal of Finance.
[Full Text][Citation analysis]
article110
2008Sell Side School Ties.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110
paper
2008Dumb money: Mutual fund flows and the cross-section of stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article182
2005Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 182
paper
2012Hiring Cheerleaders: Board Appointments of Independent Directors In: Management Science.
[Full Text][Citation analysis]
article41
2008Hiring Cheerleaders: Board Appointments of Independent Directors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2007The Earnings Announcement Premium and Trading Volume In: NBER Working Papers.
[Full Text][Citation analysis]
paper38
2007The Small World of Investing: Board Connections and Mutual Fund Returns In: NBER Working Papers.
[Full Text][Citation analysis]
paper251
2008The Small World of Investing: Board Connections and Mutual Fund Returns.(2008) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251
article
2010Betting Against Beta In: NBER Working Papers.
[Full Text][Citation analysis]
paper252
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. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team