Home bias at home: Local equity preference in domestic portfolios JD Coval, TJ Moskowitz The Journal of Finance 54 (6), 2045-2073, 1999 | 3789 | 1999 |
Value and momentum everywhere CS Asness, TJ Moskowitz, LH Pedersen The journal of finance 68 (3), 929-985, 2013 | 3320 | 2013 |
Do industries explain momentum? TJ Moskowitz, M Grinblatt The Journal of finance 54 (4), 1249-1290, 1999 | 2404 | 1999 |
The geography of investment: Informed trading and asset prices JD Coval, TJ Moskowitz Journal of political Economy 109 (4), 811-841, 2001 | 2385 | 2001 |
Time series momentum TJ Moskowitz, YH Ooi, LH Pedersen Journal of financial economics 104 (2), 228-250, 2012 | 1760 | 2012 |
The returns to entrepreneurial investment: A private equity premium puzzle? TJ Moskowitz, A Vissing-Jørgensen American Economic Review 92 (4), 745-778, 2002 | 1548 | 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 | 1260 | 2005 |
Momentum crashes K Daniel, TJ Moskowitz Journal of Financial economics 122 (2), 221-247, 2016 | 1165 | 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 | 657 | 2004 |
Carry RSJ Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt Journal of Financial Economics 127 (2), 197-225, 2018 | 485 | 2018 |
The interaction of value and momentum strategies CS Asness Financial Analysts Journal 53 (2), 29-36, 1997 | 465 | 1997 |
Confronting information asymmetries: Evidence from real estate markets MJ Garmaise, TJ Moskowitz The Review of Financial Studies 17 (2), 405-437, 2004 | 437 | 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 | 428 | 2009 |
Trading costs of asset pricing anomalies A Frazzini, R Israel, TJ Moskowitz Fama-Miller Working Paper, Chicago Booth Research Paper, 2012 | 400 | 2012 |
Momentum crashes K Daniel, TJ Moskowitz National Bureau of Economic Research, 2014 | 385 | 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 | 365 | 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 | 340 | 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 | 325 | 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 | 318 | 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 | 299 | 2013 |