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 | 299 | 2018 |
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 |
Fact, fiction and momentum investing CS Asness, A Frazzini, R Israel, TJ Moskowitz Journal of Portfolio Management, Fall, 2014 | 233 | 2014 |
Trading costs A Frazzini, R Israel, TJ Moskowitz Available at SSRN 3229719, 2018 | 188 | 2018 |
Fact, fiction, and value investing CS Asness, A Frazzini, R Israel, TJ Moskowitz Published in Journal of Portfolio Management 42 (1), 2015 | 187 | 2015 |
Investing with style C Asness, A Ilmanen, R Israel, T Moskowitz Journal of Investment Management 13 (1), 27-63, 2015 | 170 | 2015 |
Common factors in corporate bond returns R Israel, D Palhares, SA Richardson Forthcoming in the Journal of Investment Management, 2017 | 142 | 2017 |
Managerial compensation and capital structure E Berkovitch, R Israel, Y Spiegel Journal of Economics & Management Strategy 9 (4), 549-584, 2000 | 138* | 2000 |
Fact, fiction, and the size effect R Alquist, R Israel, TJ Moskowitz Available at SSRN 3177539, 2018 | 104 | 2018 |
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 | 72 | 2021 |
Contrarian factor timing is deceptively difficult CS Asness, S Chandra, A Ilmanen, R Israel Journal of Portfolio Management, Forthcoming, 2017 | 70 | 2017 |
How Tax Efficient Are Equity Styles? R Israel, TJ Moskowitz Chicago Booth Research Paper, 2012 | 41 | 2012 |
Long-horizon predictability: A cautionary tale J Boudoukh, R Israel, M Richardson Financial Analysts Journal 75 (1), 17-30, 2019 | 36 | 2019 |
Craftsmanship alpha: An application to style investing R Israel, S Jiang, A Ross Available at SSRN 3034472, 2017 | 31 | 2017 |
Measuring factor exposures: Uses and abuses R Israel, A Ross Journal of Alternative Investments, Forthcoming, 2016 | 23 | 2016 |
Implementing momentum: What have we learned? A Ross, TJ Moskowitz, R Israel, L Serban Available at SSRN 3081165, 2017 | 19 | 2017 |
Understanding style premia R Israel, T Maloney The Journal of Investing 23 (4), 15-22, 2014 | 19 | 2014 |
Why the NPV criterion does not maximize NPV E Berkovitch, R Israel Available at SSRN 138643, 1998 | 14 | 1998 |
Should taxable investors Shun dividends? R Israel, J Liberman, N Sosner, L Wang The Journal of Wealth Management, Winter 22 (3), 49-69, 2019 | 10 | 2019 |
Is alpha just beta waiting to be discovered? A Berger, B Crowell, R Israel, D Kabiller | 8 | 2008 |