The other side of value: The gross profitability premium R Novy-Marx Journal of financial economics 108 (1), 1-28, 2013 | 2741 | 2013 |
A taxonomy of anomalies and their trading costs R Novy-Marx, M Velikov The Review of Financial Studies 29 (1), 104-147, 2016 | 694 | 2016 |
Is momentum really momentum? R Novy-Marx Journal of Financial Economics 103 (3), 429-453, 2012 | 636 | 2012 |
An alternative three-factor model L Chen, R Novy-Marx, L Zhang Available at SSRN 1418117, 2011 | 606 | 2011 |
Public Pension Promises: How Big Are They and What Are They Worth? R Novy‐Marx, J Rauh The Journal of Finance 66 (4), 1211-1249, 2011 | 522 | 2011 |
Operating leverage R Novy-Marx Review of Finance 15 (1), 103-134, 2011 | 472 | 2011 |
The liabilities and risks of state-sponsored pension plans R Novy-Marx, JD Rauh Journal of Economic Perspectives 23 (4), 191-210, 2009 | 437 | 2009 |
Hot and cold markets R Novy‐Marx Real Estate Economics 37 (1), 1-22, 2009 | 248 | 2009 |
An equilibrium model of investment under uncertainty R Novy-Marx The review of financial studies 20 (5), 1461-1502, 2007 | 211 | 2007 |
Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars R Novy-Marx Journal of Financial Economics 112 (2), 137-146, 2014 | 185 | 2014 |
The revenue demands of public employee pension promises R Novy-Marx, J Rauh American Economic Journal: Economic Policy 6 (1), 193-229, 2014 | 121 | 2014 |
Betting against betting against beta R Novy-Marx, M Velikov Journal of Financial Economics 143 (1), 80-106, 2022 | 117 | 2022 |
Fundamentally, momentum is fundamental momentum R Novy-Marx National Bureau of Economic Research, 2015 | 117 | 2015 |
Fiscal imbalances and borrowing costs: Evidence from state investment losses R Novy-Marx, JD Rauh American Economic Journal: Economic Policy 4 (2), 182-213, 2012 | 82 | 2012 |
Policy options for state pension systems and their impact on plan liabilities R Novy-Marx, JD Rauh Journal of Pension Economics & Finance 10 (2), 173-194, 2011 | 82 | 2011 |
Understanding defensive equity R Novy-Marx National Bureau of Economic Research, 2014 | 81 | 2014 |
Quality investing R Novy-Marx Unpublished Results, 2014 | 77 | 2014 |
Linking benefits to investment performance in US public pension systems R Novy-Marx, JD Rauh Journal of Public Economics 116, 47-61, 2014 | 56 | 2014 |
The quality dimension of value investing R Novy-Marx Rnm. simon. rochester. edu, 1-54, 2013 | 55 | 2013 |
The crisis in local government pensions in the United States R Novy-Marx, J Rauh Growing old: Paying for retirement and institutional money management after …, 2011 | 51 | 2011 |