| Betting against beta A Frazzini, LH Pedersen Journal of financial economics 111 (1), 1-25, 2014 | 2766 | 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 | 1626 | 2008 |
| Economic links and predictable returns L Cohen, A Frazzini The Journal of Finance 63 (4), 1977-2011, 2008 | 1608 | 2008 |
| The disposition effect and underreaction to news A Frazzini The Journal of Finance 61 (4), 2017-2046, 2006 | 1358 | 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 | 1280 | 2008 |
| Sell‐side school ties L Cohen, A Frazzini, C Malloy The Journal of Finance 65 (4), 1409-1437, 2010 | 1007 | 2010 |
| Quality minus junk CS Asness, A Frazzini, LH Pedersen Review of Accounting studies 24 (1), 34-112, 2019 | 959 | 2019 |
| Trading costs of asset pricing anomalies A Frazzini, R Israel, TJ Moskowitz Fama-Miller Working Paper, Chicago Booth Research Paper, 2012 | 572* | 2012 |
| The devil in HML's details CS Asness, A Frazzini SSRN, 2014 | 485 | 2014 |
| Leverage aversion and risk parity CS Asness, A Frazzini, LH Pedersen Financial Analysts Journal 68 (1), 47-59, 2012 | 465 | 2012 |
| The earnings announcement premium and trading volume A Frazzini, OA Lamont NBER working paper, 2007 | 346* | 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 | 299 | 2018 |
| Fact, fiction and momentum investing CS Asness, A Frazzini, R Israel, TJ Moskowitz Journal of Portfolio Management, Fall, 2014 | 293* | 2014 |
| Hiring cheerleaders: Board appointments of “independent” directors L Cohen, A Frazzini, CJ Malloy Management Science 58 (6), 1039-1058, 2012 | 246 | 2012 |
| Buffett’s alpha A Frazzini, D Kabiller, LH Pedersen Financial Analysts Journal 74 (4), 35-55, 2018 | 215 | 2018 |
| Fact, fiction, and value investing CS Asness, A Frazzini, R Israel, TJ Moskowitz Published in Journal of Portfolio Management 42 (1), 2015 | 187 | 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 | 143 | 2020 |
| Low-risk investing without industry bets CS Asness, A Frazzini, LH Pedersen Financial Analysts Journal 70 (4), 24-41, 2014 | 128 | 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 | 88 | 2016 |
Lasse Heje PedersenCopenhagen Business School, NYU, AQR, and CEPR在 cbs.dk 的电子邮件经过验证
