Selected Bibliography for Andrea
Frazzini
Assistant Professor of Finance
http://www.nber.org/papers/w14232
Sell Side School Ties; Andrea Frazzini, Christopher Malloy and Lauren Cohen; NBER Working Paper Series No. 13973; Cambridge: National Bureau of Economic Research, 2008.http://www.nber.org/papers/w13973
"Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns." Andrea Frazzini and Owen A. Lamont; Journal of Financial Economics, 2008, 88(2), pp. 299-322.http://dx.doi.org/10.1016/j.jfineco.2007.07.001
"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.Links to articles are, in most cases, to University of Chicago subscription databases. University of Chicago users who are off-campus will need to use NSIT's ProxyIt bookmarklet to authenticate themselves as authorized users. Vistors to our site may be able to get access through a local library; contact your local library for assistance.