Tobias J. Moskowitz
Tobias J. Moskowitz
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Home bias at home: Local equity preference in domestic portfolios
JD Coval, TJ Moskowitz
The Journal of Finance 54 (6), 2045-2073, 1999
29401999
Value and momentum everywhere
CS Asness, TJ Moskowitz, LH Pedersen
The Journal of Finance 68 (3), 929-985, 2013
21392013
Do industries explain momentum?
TJ Moskowitz, M Grinblatt
The Journal of finance 54 (4), 1249-1290, 1999
18561999
The geography of investment: Informed trading and asset prices
JD Coval, TJ Moskowitz
Journal of political Economy 109 (4), 811-841, 2001
18272001
The returns to entrepreneurial investment: A private equity premium puzzle?
TJ Moskowitz, A Vissing-Jørgensen
American Economic Review 92 (4), 745-778, 2002
12602002
Time series momentum
TJ Moskowitz, YH Ooi, LH Pedersen
Journal of financial economics 104 (2), 228-250, 2012
10852012
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
8332005
Momentum crashes
K Daniel, TJ Moskowitz
Journal of Financial Economics 122 (2), 221-247, 2016
5852016
Momentum crashes
K Daniel, TJ Moskowitz
Journal of Financial Economics 122 (2), 221-247, 2016
5852016
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
5422004
The interaction of value and momentum strategies
CS Asness
Financial Analysts Journal 53 (2), 29-36, 1997
3891997
Long‐run stockholder consumption risk and asset returns
CJ Malloy, TJ Moskowitz, A Vissing‐Jørgensen
The Journal of Finance 64 (6), 2427-2479, 2009
3772009
Momentum crashes
KD Daniel, TJ Moskowitz
Swiss Finance Institute Research Paper, 14-6, 2013
3302013
Confronting information asymmetries: Evidence from real estate markets
MJ Garmaise, TJ Moskowitz
The Review of Financial Studies 17 (2), 405-437, 2004
3192004
Testing agency theory with entrepreneur effort and wealth
MP Bitler, TJ Moskowitz, A Vissing‐Jørgensen
The Journal of Finance 60 (2), 539-576, 2005
3082005
Trading costs of asset pricing anomalies
A Frazzini, R Israel, TJ Moskowitz
Fama-Miller working paper, 14-05, 2012
2602012
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
2602005
Carry
RSJ Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt
Journal of Financial Economics 127 (2), 197-225, 2018
2542018
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
2292017
The political economy of financial regulation: Evidence from US state usury laws in the 19th century
E Benmelech, TJ Moskowitz
The journal of finance 65 (3), 1029-1073, 2010
2142010
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