Selected Bibliography for Andrea Frazzini
Assistant Professor of Finance
"The Disposition Effect and Underreaction to News." Andrea Frazzini; The Journal of Finance, 2006, 61(4), pp. 2017-46.
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1540-6261.2006.00896.x
The Small World of Investing: Board Connections and Mutual Fund Returns; Lauren Cohen, Andrea Frazzini and Christopher Malloy; NBER Working Paper Series no, 13121; Cambridge: National Bureau of Economic Research, 2007.http://www.nber.org/papers/w13121
The Earnings Announcement Premium and Trading Volume; Owen Lamont and Andrea Frazzini; NBER Working Paper Series no 13090; Cambridge: National Bureau of Economic Research, 2007.http://www.nber.org/papers/w13090
The Disposition Effect, Momentum and Stock Price under-Reaction to Corporate News; Andrea Frazzini; Ph.D. Dissertation, Yale University, 2005.http://proquest.umi.com/pqdweb?did=888843691&Fmt=7&clientId=13392&RQT=309&VName=PQD
Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns; Andrea Frazzini and Owen A. Lamont; National Bureau of Economic Research, Inc, NBER Working Papers: 11526, 2005.