Home bias at home: Local equity preference in domestic portfolios JD Coval, TJ Moskowitz The Journal of Finance 54 (6), 2045-2073, 1999 | 3506 | 1999 |
Value and momentum everywhere CS Asness, TJ Moskowitz, LH Pedersen The journal of finance 68 (3), 929-985, 2013 | 2913 | 2013 |
Do industries explain momentum? TJ Moskowitz, M Grinblatt The Journal of finance 54 (4), 1249-1290, 1999 | 2247 | 1999 |
The geography of investment: Informed trading and asset prices JD Coval, TJ Moskowitz Journal of political Economy 109 (4), 811-841, 2001 | 2180 | 2001 |
Time series momentum TJ Moskowitz, YH Ooi, LH Pedersen Journal of financial economics 104 (2), 228-250, 2012 | 1568 | 2012 |
The returns to entrepreneurial investment: A private equity premium puzzle? TJ Moskowitz, A Vissing-Jørgensen American Economic Review 92 (4), 745-778, 2002 | 1479 | 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 | 1114 | 2005 |
Momentum crashes K Daniel, TJ Moskowitz Journal of Financial economics 122 (2), 221-247, 2016 | 1013 | 2016 |
Momentum crashes K Daniel, TJ Moskowitz Journal of Financial economics 122 (2), 221-247, 2016 | 1013 | 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 | 619 | 2004 |
The interaction of value and momentum strategies CS Asness Financial Analysts Journal 53 (2), 29-36, 1997 | 435 | 1997 |
Carry RSJ Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt Journal of Financial Economics 127 (2), 197-225, 2018 | 411 | 2018 |
Long‐run stockholder consumption risk and asset returns CJ Malloy, TJ Moskowitz, A Vissing‐Jørgensen The Journal of Finance 64 (6), 2427-2479, 2009 | 409 | 2009 |
Confronting information asymmetries: Evidence from real estate markets MJ Garmaise, TJ Moskowitz The Review of Financial Studies 17 (2), 405-437, 2004 | 402 | 2004 |
Trading costs of asset pricing anomalies A Frazzini, R Israel, TJ Moskowitz Fama-Miller Working Paper, Chicago Booth Research Paper, 2012 | 356 | 2012 |
Testing agency theory with entrepreneur effort and wealth MP Bitler, TJ Moskowitz, A Vissing‐Jørgensen The Journal of Finance 60 (2), 539-576, 2005 | 342 | 2005 |
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 | 303 | 2005 |
Momentum crashes KD Daniel, TJ Moskowitz Swiss Finance Institute Research Paper, 14-6, 2013 | 298 | 2013 |
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 | 294 | 2017 |
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 | 279 | 2016 |