Follow
Tobias J. Moskowitz
Tobias J. Moskowitz
Verified email at yale.edu - Homepage
Title
Cited by
Cited by
Year
Home bias at home: Local equity preference in domestic portfolios
JD Coval, TJ Moskowitz
The Journal of Finance 54 (6), 2045-2073, 1999
38981999
Value and momentum everywhere
CS Asness, TJ Moskowitz, LH Pedersen
The journal of finance 68 (3), 929-985, 2013
34522013
Do industries explain momentum?
TJ Moskowitz, M Grinblatt
The Journal of finance 54 (4), 1249-1290, 1999
24631999
The geography of investment: Informed trading and asset prices
JD Coval, TJ Moskowitz
Journal of political Economy 109 (4), 811-841, 2001
24382001
Time series momentum
TJ Moskowitz, YH Ooi, LH Pedersen
Journal of financial economics 104 (2), 228-250, 2012
18132012
The returns to entrepreneurial investment: A private equity premium puzzle?
TJ Moskowitz, A Vissing-Jørgensen
American Economic Review 92 (4), 745-778, 2002
15882002
Market frictions, price delay, and the cross-section of expected returns
K Hou, TJ Moskowitz
The Review of Financial Studies 18 (3), 981-1020, 2005
13042005
Momentum crashes
K Daniel, TJ Moskowitz
Journal of Financial economics 122 (2), 221-247, 2016
12402016
Predicting stock price movements from past returns: The role of consistency and tax-loss selling
M Grinblatt, TJ Moskowitz
Journal of Financial Economics 71 (3), 541-579, 2004
6642004
Carry
RSJ Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt
Journal of Financial Economics 127 (2), 197-225, 2018
4992018
The interaction of value and momentum strategies
CS Asness
Financial Analysts Journal 53 (2), 29-36, 1997
4851997
Confronting information asymmetries: Evidence from real estate markets
MJ Garmaise, TJ Moskowitz
The Review of Financial Studies 17 (2), 405-437, 2004
4522004
Long‐run stockholder consumption risk and asset returns
CJ Malloy, TJ Moskowitz, A Vissing‐Jørgensen
The Journal of Finance 64 (6), 2427-2479, 2009
4372009
Trading costs of asset pricing anomalies
A Frazzini, R Israel, TJ Moskowitz
Fama-Miller Working Paper, Chicago Booth Research Paper, 2012
4112012
Momentum crashes
K Daniel, TJ Moskowitz
National Bureau of Economic Research, 2014
3902014
Testing agency theory with entrepreneur effort and wealth
MP Bitler, TJ Moskowitz, A Vissing‐Jørgensen
The Journal of Finance 60 (2), 539-576, 2005
3722005
Decision making under the gambler’s fallacy: Evidence from asylum judges, loan officers, and baseball umpires
DL Chen, TJ Moskowitz, K Shue
The Quarterly Journal of Economics 131 (3), 1181-1242, 2016
3652016
Do liquidation values affect financial contracts? Evidence from commercial loan contracts and zoning regulation
E Benmelech, MJ Garmaise, TJ Moskowitz
The Quarterly Journal of Economics 120 (3), 1121-1154, 2005
3332005
The cross-section and time series of stock and bond returns
RSJ Koijen, H Lustig, S Van Nieuwerburgh
Journal of Monetary Economics 88, 50-69, 2017
3262017
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
3132018
The system can't perform the operation now. Try again later.
Articles 1–20