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Moskowitz, Tobias J.


 SSRN Author Rank: 106 by Downloads
 Fama Family Professor of Finance
 

University of Chicago - Booth School of Business


 5807 S. Woodlawn Avenue
 Chicago, IL 60637
 United States
 773-834-2757 (Phone)
 773-702-0458 (Fax)
 email address

Chicago Booth School of Business Logo

 

AQR Capital


 Greenwich, CT
 United States
 email address
 Research Associate
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Moskowitz, Tobias J.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
58,678
Total
Citations
1,157
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fact, Fiction and Momentum Investing | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), Fama-Miller Working Paper
Number of Pages in PDF File: 26
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
12 May 14
Last Revised:
03 Oct 14
14,241
(110)
 

2.   Incl. Electronic Paper
Asness, Clifford S.
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
20 Mar 09
Last Revised:
16 Apr 15
12,526
(143)
103

3.  
Size Matters, If You Control Your Junk | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper
Number of Pages in PDF File: 59
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
23 Jan 15
Last Revised:
16 Apr 15
6,798
(459)
 

4.   Incl. Electronic Paper
Daniel, Kent D.
Columbia Business School - Finance and Economics
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
24 Dec 13
Last Revised:
06 Jan 15
2,545
(904)
14

5.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
19 Apr 15
3,539
(1,438)
 

6.   Incl. Electronic Paper
Koijen, Ralph S. J.
London Business School - Department of Finance
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Vrugt, Evert B.
VU University Amsterdam, PGO-IM
Posted:
26 Jul 13
Last Revised:
17 Apr 15
3,131
(1,767)
4

7.  
Time Series Momentum | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 12-21, Fama-Miller Working Paper
Number of Pages in PDF File: 62
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Ooi, Yao Hua
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
23 Jun 12
2,917
(2,024)
33

8.  
The Private Equity Premium Puzzle | Show Abstract | Download This Paper | Open PDF in Browser |
CRSP Working Paper No. 524
Number of Pages in PDF File: 51
Vissing-Jorgensen, Annette
Northwestern University - Kellogg School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
21 Feb 01
1,697
(5,204)
28

9.  
The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence | Show Abstract | Download This Paper | Open PDF in Browser |
CRSP Working Paper No. 503; Yale ICF Working Paper No. 99-09
Number of Pages in PDF File: 42
Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
20 Oct 99
1,451
(6,833)
14

10.  
The Role of Shorting, Firm Size, and Time on Market Anomalies | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 12-22, Fama-Miller Working Paper
Number of Pages in PDF File: 49
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
23 Jun 12
1,168
(9,836)
4

11.  
An Analysis of Risk and Pricing Anomalies | Show Abstract | Download This Paper | Open PDF in Browser |
CRSP Working Paper No. 500
Number of Pages in PDF File: 40
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
15 Mar 00
1,033
(11,915)
35

12.  
Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
25 Jan 02
1,003
(12,470)
4

13.  
Bitler, Marianne P.
University of California-Irvine - Department of Economics
Vissing-Jorgensen, Annette
Northwestern University - Kellogg School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
17 Dec 02
956
(13,389)
5

14.  
Hou, Kewei
Ohio State University (OSU) - Department of Finance
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
27 May 03
906
(14,517)
128

15.   Incl. Electronic Paper
Coval, Joshua D.
Harvard Business School - Finance Unit
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
15 Mar 00
Last Revised:
15 Aug 14
849
(16,114)
315

16.  
Trading Costs of Asset Pricing Anomalies | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-05
Number of Pages in PDF File: 68
Frazzini, Andrea
AQR Capital Management, LLC
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
19 Feb 14
Last Revised:
28 Mar 14
753
(19,190)
3

17.   Incl. Electronic Paper
Kaplan, Steven N.
University of Chicago - Booth School of Business
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Sensoy, Berk A.
Ohio State University - Fisher College of Business
Posted:
22 Oct 09
Last Revised:
30 Apr 13
722
(20,394)
11

18.   Incl. Electronic Paper
Garmaise, Mark J.
University of California, Los Angeles (UCLA) - Anderson School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
03 Feb 00
Last Revised:
15 Aug 14
430
(40,977)
30

19.  
Chen, Daniel L.
ETH Zurich - Center for Law and Economics
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Shue, Kelly
University of Chicago - Booth School of Business
Posted:
15 Dec 14
Last Revised:
16 Apr 15
391
(46,161)
 

20.  
How Tax Efficient are Equity Styles? | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 12-20, Fama-Miller Working Paper
Number of Pages in PDF File: 71
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
23 Jun 12
Last Revised:
15 May 14
318
(59,043)
1

21.  
Garmaise, Mark J.
University of California, Los Angeles (UCLA) - Anderson School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
19 Jun 00
299
(63,293)
 

22.  
Garmaise, Mark J.
University of California, Los Angeles (UCLA) - Anderson School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
13 Jan 05
227
(85,566)
7

23.  
Benmelech, Efraim
Northwestern University - Kellogg School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
17 Mar 06
209
(92,636)
28

24.  
Long-Run Stockholder Consumption Risk and Asset Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Harvard Business School Finance Working Paper No. 08-060
Number of Pages in PDF File: 71
Vissing-Jorgensen, Annette
Northwestern University - Kellogg School of Management
Malloy, Christopher J.
Harvard Business School
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
01 Feb 08
177
(108,569)
86

25.   Incl. Electronic Paper
Vissing-Jorgensen, Annette
Northwestern University - Kellogg School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
04 Apr 02
Last Revised:
18 Aug 14
119
(151,609)
195

26.  
Garmaise, Mark J.
University of California, Los Angeles (UCLA) - Anderson School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
04 Apr 02
67
(219,928)
18

27.  
Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
24 Jan 02
60
(233,043)
4

28.  
Garmaise, Mark J.
University of California, Los Angeles (UCLA) - Anderson School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
25 Jan 05
59
(235,021)
19

29.  
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Benmelech, Efraim
Northwestern University - Kellogg School of Management
Posted:
24 Jan 07
49
(256,331)
27

30.  
Benmelech, Efraim
Northwestern University - Kellogg School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Garmaise, Mark J.
University of California, Los Angeles (UCLA) - Anderson School of Management
Posted:
20 Jan 05
38
(283,851)
37

31.  
Testing Agency Theory with Entrepreneur Effort and Wealth | Show Abstract |
University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Bitler, Marianne P.
University of California-Irvine - Department of Economics
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Vissing-Jorgensen, Annette
Northwestern University - Kellogg School of Management
Posted:
17 Nov 09
 


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