| Home bias at home: Local equity preference in domestic portfolios JD Coval, TJ Moskowitz The Journal of Finance 54 (6), 2045-2073, 1999 | 3793 | 1999 |
| Value and momentum everywhere CS Asness, TJ Moskowitz, LH Pedersen The journal of finance 68 (3), 929-985, 2013 | 3287 | 2013 |
| Do industries explain momentum? TJ Moskowitz, M Grinblatt The Journal of finance 54 (4), 1249-1290, 1999 | 2394 | 1999 |
| The geography of investment: Informed trading and asset prices JD Coval, TJ Moskowitz Journal of political Economy 109 (4), 811-841, 2001 | 2370 | 2001 |
| Time series momentum TJ Moskowitz, YH Ooi, LH Pedersen Journal of financial economics 104 (2), 228-250, 2012 | 1764 | 2012 |
| The returns to entrepreneurial investment: A private equity premium puzzle? TJ Moskowitz, A Vissing-Jørgensen American Economic Review 92 (4), 745-778, 2002 | 1522 | 2002 |
| 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 | 1245 | 2005 |
| Momentum crashes K Daniel, TJ Moskowitz Journal of Financial economics 122 (2), 221-247, 2016 | 1136 | 2016 |
| Momentum crashes K Daniel, TJ Moskowitz Journal of Financial economics 122 (2), 221-247, 2016 | 1136 | 2016 |
| 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 | 664 | 2004 |
| Carry RSJ Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt Journal of Financial Economics 127 (2), 197-225, 2018 | 493 | 2018 |
| The interaction of value and momentum strategies CS Asness Financial Analysts Journal 53 (2), 29-36, 1997 | 463 | 1997 |
| Confronting information asymmetries: Evidence from real estate markets MJ Garmaise, TJ Moskowitz The Review of Financial Studies 17 (2), 405-437, 2004 | 432 | 2004 |
| Long‐run stockholder consumption risk and asset returns CJ Malloy, TJ Moskowitz, A Vissing‐Jørgensen The Journal of Finance 64 (6), 2427-2479, 2009 | 429 | 2009 |
| Trading costs of asset pricing anomalies A Frazzini, R Israel, TJ Moskowitz Fama-Miller Working Paper, Chicago Booth Research Paper, 2012 | 396 | 2012 |
| Momentum crashes K Daniel, TJ Moskowitz National Bureau of Economic Research, 2014 | 393 | 2014 |
| Testing agency theory with entrepreneur effort and wealth MP Bitler, TJ Moskowitz, A Vissing‐Jørgensen The Journal of Finance 60 (2), 539-576, 2005 | 367 | 2005 |
| 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 | 337 | 2016 |
| 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 | 324 | 2005 |
| 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 | 313 | 2017 |
| The role of shorting, firm size, and time on market anomalies R Israel, TJ Moskowitz Journal of Financial Economics 108 (2), 275-301, 2013 | 297 | 2013 |
| 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 | 289 | 2018 |
| 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 | 289 | 2010 |
| Bank mergers and crime: The real and social effects of credit market competition MJ Garmaise, TJ Moskowitz the Journal of Finance 61 (2), 495-538, 2006 | 279 | 2006 |
| Bank mergers and crime: The real and social effects of credit market competition MJ Garmaise, TJ Moskowitz the Journal of Finance 61 (2), 495-538, 2006 | 276 | 2006 |
| Scorecasting: The hidden influences behind how sports are played and games are won T Moskowitz, LJ Wertheim Crown Archetype, 2011 | 252 | 2011 |
| Mutual fund performance: An empirical decomposition into stock-picking talent, style, transactions costs, and expenses: Discussion TJ Moskowitz The Journal of Finance 55 (4), 1695-1703, 2000 | 236 | 2000 |
| Fact, fiction and momentum investing CS Asness, A Frazzini, R Israel, TJ Moskowitz Journal of Portfolio Management, Fall, 2014 | 226 | 2014 |
| What every investor should know about commodities, Part II: Multivariate return analysis HM Kat, RCA Oomen Alternative Investment Research Centre Working Paper, 2006 | 217 | 2006 |
| An analysis of covariance risk and pricing anomalies TJ Moskowitz The Review of Financial Studies 16 (2), 417-457, 2003 | 209 | 2003 |
| Fact, fiction, and value investing CS Asness, A Frazzini, R Israel, TJ Moskowitz Published in Journal of Portfolio Management 42 (1), 2015 | 185 | 2015 |
| Trading costs A Frazzini, R Israel, TJ Moskowitz Available at SSRN 3229719, 2018 | 181 | 2018 |
| Investing with style C Asness, A Ilmanen, R Israel, T Moskowitz Journal of Investment Management 13 (1), 27-63, 2015 | 171 | 2015 |
| The effects of stock lending on security prices: An experiment SN Kaplan, TJ Moskowitz, BA Sensoy The Journal of Finance 68 (5), 1891-1936, 2013 | 148 | 2013 |
| Catastrophic risk and credit markets MJ Garmaise, TJ Moskowitz The Journal of Finance 64 (2), 657-707, 2009 | 136 | 2009 |
| Catastrophic risk and credit markets MJ Garmaise, TJ Moskowitz The Journal of Finance 64 (2), 657-707, 2009 | 136 | 2009 |
| Informal financial networks: Theory and evidence MJ Garmaise, TJ Moskowitz The Review of Financial Studies 16 (4), 1007-1040, 2003 | 125 | 2003 |
| Fake news: Evidence from financial markets S Kogan, TJ Moskowitz, M Niessner Available at SSRN 3237763, 2019 | 118 | 2019 |
| Do industries explain momentum M Grinblatt, T Moskowitz Journal of Finance 54 (4), 1249-1290, 1999 | 106 | 1999 |
| Fact, fiction, and the size effect R Alquist, R Israel, TJ Moskowitz Available at SSRN 3177539, 2018 | 101 | 2018 |
| Understanding momentum and reversal BT Kelly, TJ Moskowitz, S Pruitt Journal of financial economics 140 (3), 726-743, 2021 | 93 | 2021 |
| Asset pricing and sports betting TJ Moskowitz The Journal of Finance 76 (6), 3153-3209, 2021 | 72 | 2021 |
| How do factor premia vary over time? A century of evidence A Ilmanen, R Israel, TJ Moskowitz, AK Thapar, R Lee A Century of Evidence (February 18, 2021), 2021 | 69 | 2021 |
| Can Machines' Learn'Finance? R Israel, BT Kelly, TJ Moskowitz Journal of Investment Management, 2020 | 64 | 2020 |
| The cross section of expected returns and its relation to past returns: New evidence M Grinblatt, TJ Moskowitz Available at SSRN 188608, 1999 | 53 | 1999 |
| How Tax Efficient Are Equity Styles? R Israel, TJ Moskowitz Chicago Booth Research Paper, 2012 | 41 | 2012 |
| Yield curve premia J Brooks, TJ Moskowitz Available at SSRN 2956411, 2017 | 37 | 2017 |
| Social media and financial news manipulation S Kogan, TJ Moskowitz, M Niessner Review of Finance 27 (4), 1229-1268, 2023 | 33 | 2023 |
| Why do entrepreneurs hold large ownership shares? Testing agency theory using entrepreneur effort and wealth MP Bitler, A Vissing-Jorgensen, TJ Moskowitz CRSP Working Paper, 2002 | 26 | 2002 |
| The political economy of financial regulation: Evidence from us state usury laws in the 18th and 19th century E Benmelech, TJ Moskowitz AFA 2007 Chicago Meetings Paper, 2006 | 24 | 2006 |
| What do we really know about the cross-sectional relation between past and expected returns? M Grinblatt, TJ Moskowitz National Bureau of Economic Research, 2002 | 23 | 2002 |
| Fake news in financial markets S Kogan, TJ Moskowitz, M Niessner SSRN, 2020 | 21 | 2020 |
| The returns to entrepreneurial investment: a private equity premium puzzle? A Vissing-Jorgensen, TJ Moskowitz NBER Working Paper, 2002 | 20 | 2002 |
| Betting without beta TJ Moskowitz, K Vasudevan Available at SSRN 3845505, 2022 | 18* | 2022 |
| Implementing momentum: What have we learned? A Ross, TJ Moskowitz, R Israel, L Serban Available at SSRN 3081165, 2017 | 18 | 2017 |
| Value and Interest Rates: Are Rates to Blame for Value’s Torments? T Maloney, TJ Moskowitz Available at SSRN 3608155, 2020 | 17 | 2020 |
| More Banks, Less Crime? The Real and Social Effects of Bank Competition MJ Garmaise, TJ Moskowitz The Real and Social Effects of Bank Competition, 2005 | 17 | 2005 |
| Job risk and asset returns C Malloy, T Moskowitz, A Vissing-Jorgenson Manuscript, University of Chicago, 2005 | 15 | 2005 |
| An analysis of risk and pricing anomalies TJ Moskowitz Available at SSRN 214169, 1999 | 15 | 1999 |
| Beyond basis basics: Liquidity demand and deviations from the law of one price TM Hazelkorn, TJ Moskowitz, K Vasudevan The Journal of Finance 78 (1), 301-345, 2023 | 12 | 2023 |
| Factor premia and factor timing: A century of evidence A Ilmanen, R Israel, TJ Moskowitz, AK Thapar, F Wang Available at SSRN, 2019 | 11 | 2019 |
| Why must entrepreneurs hold large ownership shares? optimal contracting in private and newly public firms MP Bitler, TJ Moskowitz, A Vissing-Jørgensen Unpublished working paper, University of Chicago, 2002 | 11 | 2002 |
| Momentum crashes JT Moskowitz, K Daniel Journal of Financial Economics 122 (1), 221-247, 2016 | 10 | 2016 |
| Pricing without mispricing J Liu, TJ Moskowitz, RF Stambaugh National Bureau of Economic Research, 2021 | 9 | 2021 |
| The cross-section of government bond returns J Brooks, TJ Moskowitz SSRN Electronic Journal, 2017 | 9 | 2017 |
| The private equity premium puzzle TJ Moskowitz, A Vissing-Jorgensen CRSP working papers, 2000 | 8 | 2000 |
| The Fama portfolio: selected papers of Eugene F. Fama JH Cochrane, TJ Moskowitz, EF Fama (No Title), 2017 | 7 | 2017 |
| Fact, Fiction, and Factor Investing M Aghassi, C Asness, C Fattouche, T Moskowitz The Journal of Portfolio Management 49 (2), 57-94, 2023 | 6 | 2023 |
| Putting an Academic Factor into Practice: The Case of Momentum R Israel, TJ Moskowitz, A Ross, L Serban Technical Report, Working Paper. http://spinup 000d1a wp offload media. s3 …, 2021 | 6 | 2021 |
| Beyond basis basics: Leverage demand and deviations from the law of one price TM Hazelkorn, TJ Moskowitz, K Vasudevan National Bureau of Economic Research, 2020 | 6 | 2020 |
| Who is on the Other Side? A Ilmanen, C Asness, TJ Moskowitz, L Pomorski Presentation at Q Group Fall Conference, 2016 | 6 | 2016 |
| Momentum Investing: Finally Accessible for Individual Investors T Moskowitz Investments and Wealth Monitor 25 (4), 22-26, 2010 | 6 | 2010 |
| The Private Equity Premium Puzzle A Vissing-Jorgensen, TJ Moskowitz Available at SSRN 252310, 2000 | 5 | 2000 |
| Does industry explain momentum M Grinblatt, T Moskowitz Journal of Finance 54, 1212-1249, 1999 | 5 | 1999 |
| Pedersen (2013) Asness, CS, Moskowitz, TJ, & Pedersen, LH (2013) M Asness Value and momentum everywhere. The Journal of Finance 68 (3), 929-985, 0 | 5 | |
| Can Machines “Learn” Finance? B Kelly, R Israel, T Moskowitz Journal of Investment Management 18 (2), 2020 | 4 | 2020 |
| Human capital risk, stockholder consumption, and asset returns CJ Malloy, TJ Moskowitz, A Wissing-Jorgensen 2005 Meeting Papers, 2005 | 4 | 2005 |
| The Systematic Risk of Global Asset Returns in Times of Crisis:(How) is COVID-19 Different? J Boudoukh, Y Liu, TJ Moskowitz, MP Richardson Available at SSRN 4128178, 2021 | 3 | 2021 |
| How tax efficient are passive equity styles R Israel, TJ Moskowitz Working Paper, 2010 | 3 | 2010 |
| Long-Run Stockholder Consumption Risk and Asset Returns A Vissing-Jorgensen, CJ Malloy, TJ Moskowitz Harvard Business School Finance Working Paper, 2008 | 3 | 2008 |
| Do liquidation values affect financial contracts E Benmelech, MJ Garmaise, T Moskowitz Evidence from commercial loan contracts and zoning regulation: National …, 2004 | 3 | 2004 |
| Carry TJ Moskowitz, L Pedersen, R Koijen, EB Vrugt CEPR Discussion Papers, 2013 | 2 | 2013 |
| Mispricing Premia T Hazelkorn, TJ Moskowitz, K Vasudevan Available at SSRN 3264926, 2018 | 1 | 2018 |
| Efficient Markets and Empirical Finance JH Cochrane, TJ Moskowitz The Fama Portfolio: Selected Papers of Eugene F. Fama, 2017 | 1 | 2017 |
| Practical Applications of Fact, Fiction, and Momentum Investing C Asness, A Frazzini, R Israel, T Moskowitz, G Goyal Practical Applications 2 (3), 1-4, 2015 | 1 | 2015 |
| Cold Hand Decision-Making D Chen, TJ Moskowitz, K Shue W orking Paper, 2014 | 1 | 2014 |
| Catastrophic Risks, a Catastrophic Event and Credit Markets MJ Garmaise, TJ Moskowitz Working Paper, 2005 | 1 | 2005 |
| Brokerage, Intermediation, and Agency: The Financing and Pricing of Commercial Properties MJ Garmaise, TJ Moskowitz Available at SSRN 231468, 2000 | 1 | 2000 |
| Trading Volume Alpha R Goyenko, BT Kelly, TJ Moskowitz, Y Su, C Zhang Available at SSRN 4802345, 2024 | | 2024 |
| Quantities and Covered-Interest Parity TJ Moskowitz, CP Ross, SY Ross, K Vasudevan | | 2024 |
| Decomposing Covered-Interest Parity Deviations TJ Moskowitz, CP Ross, SY Ross, K Vasudevan | | 2023 |
| Practical Applications of Fact, Fiction, and Factor Investing M Aghassi, C Asness, C Fattouche, TJ Moskowitz Practical Applications, 2023 | | 2023 |
| Practical Applications of Fact, Fiction, and the Size Effect R Alquist, R Israel, T Moskowitz Practical Applications 6 (3), 1-6, 2019 | | 2019 |
| Risk and Return JH Cochrane, TJ Moskowitz The Fama Portfolio: Selected Papers of Eugene F. Fama, 2017 | | 2017 |
| Draft Syllabus-FORG 325 Sports CT Clotfelter, D Epstein, T Moskowitz, LJ Wertheim Instructor, 2017 | | 2017 |
| Volume 131 August 2016 Issue 3 LJ KIRKEBOEN, E LEUVEN, M MOGSTAD, PD FAJGELBAUM, ... The Quarterly Journal of Economics 131, 2016 | | 2016 |
| Practical Applications of Fact, Fiction, and Value Investing C Asness, A Frazzini, R Israel, T Moskowitz, A Picchi Practical Applications 3 (4), 1-5, 2016 | | 2016 |
| Decision-Making Under the Gambler’s Fallacy: Evidence From Asylum Courts, Loan Officers, and Baseball Umpires DL Chen, TJ Moskowitz, K Shue TSE Working Paper, 2016 | | 2016 |
| Evidence from Asylum Judges, Loan Officers, and Baseball Umpires D Chen, TJ Moskowitz, K Shue | | 2015 |
| DP9771 Carry R Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt | | 2013 |
Annette Vissing-JorgensenFederal Reserve BoardVerified email at frb.gov
