Betting against beta A Frazzini, LH Pedersen Journal of financial economics 111 (1), 1-25, 2014 | 2879 | 2014 |
The small world of investing: Board connections and mutual fund returns L Cohen, A Frazzini, C Malloy Journal of Political Economy 116 (5), 951-979, 2008 | 1679 | 2008 |
Economic links and predictable returns L Cohen, A Frazzini The Journal of Finance 63 (4), 1977-2011, 2008 | 1671 | 2008 |
The disposition effect and underreaction to news A Frazzini The Journal of Finance 61 (4), 2017-2046, 2006 | 1392 | 2006 |
Dumb money: Mutual fund flows and the cross-section of stock returns A Frazzini, OA Lamont Journal of financial economics 88 (2), 299-322, 2008 | 1324 | 2008 |
Sell‐side school ties L Cohen, A Frazzini, C Malloy The Journal of Finance 65 (4), 1409-1437, 2010 | 1038 | 2010 |
Quality minus junk CS Asness, A Frazzini, LH Pedersen Review of Accounting studies 24 (1), 34-112, 2019 | 1018 | 2019 |
Trading costs of asset pricing anomalies A Frazzini, R Israel, TJ Moskowitz Fama-Miller Working Paper, Chicago Booth Research Paper, 2012 | 599* | 2012 |
The devil in HML's details CS Asness, A Frazzini SSRN, 2014 | 497 | 2014 |
Leverage aversion and risk parity CS Asness, A Frazzini, LH Pedersen Financial Analysts Journal 68 (1), 47-59, 2012 | 481 | 2012 |
The earnings announcement premium and trading volume A Frazzini, OA Lamont NBER working paper, 2007 | 358* | 2007 |
Size matters, if you control your junk C Asness, A Frazzini, R Israel, TJ Moskowitz, LH Pedersen Journal of Financial Economics 129 (3), 479-509, 2018 | 313 | 2018 |
Fact, fiction and momentum investing CS Asness, A Frazzini, R Israel, TJ Moskowitz Journal of Portfolio Management, Fall, 2014 | 302* | 2014 |
Hiring cheerleaders: Board appointments of ¡°independent¡± directors L Cohen, A Frazzini, CJ Malloy Management Science 58 (6), 1039-1058, 2012 | 249 | 2012 |
Buffett¡¯s alpha A Frazzini, D Kabiller, LH Pedersen Financial Analysts Journal 74 (4), 35-55, 2018 | 230 | 2018 |
Fact, fiction, and value investing CS Asness, A Frazzini, R Israel, TJ Moskowitz Published in Journal of Portfolio Management 42 (1), 2015 | 199 | 2015 |
Betting against correlation: Testing theories of the low-risk effect C Asness, A Frazzini, NJ Gormsen, LH Pedersen Journal of Financial Economics 135 (3), 629-652, 2020 | 151 | 2020 |
Low-risk investing without industry bets CS Asness, A Frazzini, LH Pedersen Financial Analysts Journal 70 (4), 24-41, 2014 | 132 | 2014 |
Embedded leverage A Frazzini, LH Pedersen National bureau of economic research, 2012 | 109 | 2012 |
Deactivating active share A Frazzini, J Friedman, L Pomorski Financial Analysts Journal 72 (2), 14-21, 2016 | 89 | 2016 |