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Moskowitz, Tobias J.


 SSRN Author Rank: 207 by Downloads
 Assistant 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

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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
39,880
Total
Citations
1,155
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   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)
Posted:
20 Mar 09
Last Revised:
20 May 13
11,390
(154)
103

2.  
Fact, Fiction and Momentum Investing | Show Abstract | Download |
Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), Fama-Miller Working Paper
Working Paper Series
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
10,752
(178)
 

3.   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:
15 Oct 14
1,612
(1,299)
14

4.  
Time Series Momentum | Show Abstract | Download |
Chicago Booth Research Paper No. 12-21
Working Paper Series
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Ooi, Yao Hua
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
23 Jun 12
2,187
(3,093)
31

5.   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)
Vrugt, Evert B.
VU University Amsterdam, PGO-IM
Posted:
26 Jul 13
Last Revised:
28 Jul 14
2,132
(3,233)
4

6.  
The Private Equity Premium Puzzle | Show Abstract | Download |
CRSP Working Paper No. 524
Working Paper Series
Vissing-Jorgensen, Annette
Northwestern University - Kellogg School of Management
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
21 Feb 01
1,680
(4,855)
28

7.  
The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence | Show Abstract | Download |
CRSP Working Paper No. 503; Yale ICF Working Paper No. 99-09
Working Paper Series
Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
20 Oct 99
1,437
(6,374)
14

8.  
An Analysis of Risk and Pricing Anomalies | Show Abstract | Download |
CRSP Working Paper No. 500
Working Paper Series
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
15 Mar 00
1,015
(11,278)
36

9.  
Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
25 Jan 02
993
(11,676)
4

10.  
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
949
(12,527)
5

11.  
The Role of Shorting, Firm Size, and Time on Market Anomalies | Show Abstract | Download |
Chicago Booth Research Paper No. 12-22
Working Paper Series
Israel, Ronen
Interdisciplinary Center, Herzliyah
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
23 Jun 12
942
(12,684)
4

12.  
Hou, Kewei
Ohio State University (OSU) - Department of Finance
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
27 May 03
892
(13,744)
128

13.   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
789
(16,578)
316

14.   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
692
(20,016)
11

15.  
Trading Costs of Asset Pricing Anomalies | Show Abstract | Download |
Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-05
Working Paper Series
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
484
(32,679)
3

16.   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
425
(38,532)
30

17.  
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
293
(60,276)
 

18.  
How Tax Efficient are Equity Styles? | Show Abstract | Download |
Chicago Booth Research Paper No. 12-20, Fama-Miller Working Paper
Working Paper Series
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
260
(69,069)
1

19.  
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
220
(82,019)
7

20.  
Benmelech, Effi
Harvard University - Department of Economics
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
17 Mar 06
201
(89,820)
28

21.  
Long-Run Stockholder Consumption Risk and Asset Returns | Show Abstract | Download |
Harvard Business School Finance Working Paper No. 08-060
Working Paper Series
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
172
(104,037)
86

22.   Incl. Electronic Paper
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Vissing-Jorgensen, Annette
Northwestern University - Kellogg School of Management
Posted:
04 Apr 02
Last Revised:
18 Aug 14
114
(146,771)
193

23.  
Informal Financial Networks: Theory and Evidence | Show Abstract | Download |
NBER Working Paper No. w8874
Working Paper Series
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
60
(218,564)
18

24.  
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
55
(228,117)
19

25.  
Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
24 Jan 02
54
(230,127)
4

26.  
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Benmelech, Effi
Harvard University - Department of Economics
Posted:
24 Jan 07
48
(242,692)
27

27.  
Benmelech, Effi
Harvard University - Department of Economics
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
32
(282,888)
37

28.  
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
Accepted Paper Series
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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