Author Page for Tobias J. Moskowitz

Fact, Fiction and Momentum Investing

Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), Fama-Miller Working Paper

Number of pages: 26 Posted: 12 May 2014 Last Revised: 03 Oct 2014

Clifford S. Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz and Tobias J. Moskowitz

AQR Capital Management, LLC, AQR Capital Management, LLC, Yale School of Management and Yale University, Yale SOMAQR Capital

Downloads 37,842 (107)

Citation 17

Abstract:

2.

Value and Momentum Everywhere

AFA 2010 Atlanta Meetings Paper

Number of pages: 54 Posted: 20 Mar 2009

Clifford S. Asness, Tobias J. Moskowitz, Tobias J. Moskowitz and Lasse Heje Pedersen

AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital and AQR Capital Management, LLC

Downloads 13,449 (707)

Citation 637

Abstract:

Value and Momentum Everywhere

Chicago Booth Research Paper No. 12-53, Fama-Miller Working Paper

Number of pages: 72 Posted: 14 Nov 2012

Clifford S. Asness, Tobias J. Moskowitz, Tobias J. Moskowitz and Lasse Heje Pedersen

AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital and AQR Capital Management, LLC

Downloads 12,062 (862)

Citation 102

Abstract:

3.

Size Matters, If You Control Your Junk

Downloads 20,765 ( 319)

Citation 17

2

Size Matters, If You Control Your Junk

Fama-Miller Working Paper

Number of pages: 59 Posted: 23 Jan 2015 Last Revised: 16 Apr 2015

Clifford S. Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz, Tobias J. Moskowitz and Lasse Heje Pedersen

AQR Capital Management, LLC, AQR Capital Management, LLC, Yale School of Management, Yale University, Yale SOMAQR Capital and AQR Capital Management, LLC

Downloads 19,379 (367)

Citation 11

Abstract:

Size Matters, If You Control Your Junk

Chicago Booth Research Paper No. 15-21

Number of pages: 73 Posted: 19 Jul 2015 Last Revised: 24 Feb 2017

Clifford S. Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz, Tobias J. Moskowitz and Lasse Heje Pedersen

AQR Capital Management, LLC, AQR Capital Management, LLC, Yale School of Management, Yale University, Yale SOMAQR Capital and AQR Capital Management, LLC

Downloads 1,386 (29,694)

Citation 6

Abstract:

4.

Carry

Fama-Miller Working Paper

Number of pages: 67 Posted: 26 Jul 2013 Last Revised: 01 Nov 2016

Ralph S. J. Koijen, Tobias J. Moskowitz, Tobias J. Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt

University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM

Downloads 18,109 (416)

Citation 4

Abstract:

Carry

Chicago Booth Research Paper No. 15-20

Number of pages: 67 Posted: 19 Jul 2015 Last Revised: 01 Nov 2016

Ralph S. J. Koijen, Tobias J. Moskowitz, Tobias J. Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt

University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM

Downloads 1,413 (28,868)

Citation 11

Abstract:

Carry

NBER Working Paper No. w19325

Number of pages: 65 Posted: 17 Aug 2013 Last Revised: 22 Apr 2023

Ralph S. J. Koijen, Tobias J. Moskowitz, Tobias J. Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt

University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM

Downloads 517 (113,363)

Abstract:

Carry

CEPR Discussion Paper No. DP9771

Number of pages: 66 Posted: 02 Dec 2013

Ralph S. J. Koijen, Tobias J. Moskowitz, Tobias J. Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt

University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM

Downloads 9 (1,288,781)

Add to Cart

Abstract:

5.

Time Series Momentum

Chicago Booth Research Paper No. 12-21, Fama-Miller Working Paper

Number of pages: 62 Posted: 23 Jun 2012

Tobias J. Moskowitz, Tobias J. Moskowitz, Yao Hua Ooi and Lasse Heje Pedersen

Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and AQR Capital Management, LLC

Downloads 16,805 (498)

Citation 333

Abstract:

6.

Momentum Crashes

Swiss Finance Institute Research Paper No. 13-61, Columbia Business School Research Paper No. 14-6, Fama-Miller Working Paper

Number of pages: 57 Posted: 24 Dec 2013

Kent D. Daniel, Tobias J. Moskowitz and Tobias J. Moskowitz

Columbia University - Columbia Business School, Finance and Yale University, Yale SOMAQR Capital

Downloads 9,797 (1,224)

Citation 108

Abstract:

Momentum Crashes

Columbia Business School Research Paper No. 14-36

Number of pages: 51 Posted: 26 Aug 2014

Kent D. Daniel, Tobias J. Moskowitz and Tobias J. Moskowitz

Columbia University - Columbia Business School, Finance and Yale University, Yale SOMAQR Capital

Downloads 1,048 (44,624)

Citation 6

Abstract:

Momentum Crashes

Chicago Booth Research Paper No. 15-22

Number of pages: 52 Posted: 19 Jul 2015 Last Revised: 21 Jul 2015

Kent D. Daniel, Tobias J. Moskowitz and Tobias J. Moskowitz

Columbia University - Columbia Business School, Finance and Yale University, Yale SOMAQR Capital

Downloads 774 (67,605)

Abstract:

Momentum Crashes

NBER Working Paper No. w20439

Number of pages: 52 Posted: 02 Sep 2014 Last Revised: 20 Feb 2023

Kent D. Daniel, Tobias J. Moskowitz and Tobias J. Moskowitz

Columbia University - Columbia Business School, Finance and Yale University, Yale SOMAQR Capital

Downloads 360 (173,207)

Citation 136

Abstract:

7.

Fact, Fiction, and Value Investing

Published in Journal of Portfolio Management, Fall 2015, Vol. 42, No. 1

Number of pages: 31 Posted: 05 Jul 2017 Last Revised: 07 Jul 2017

Clifford S. Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz and Tobias J. Moskowitz

AQR Capital Management, LLC, AQR Capital Management, LLC, Yale School of Management and Yale University, Yale SOMAQR Capital

Downloads 13,924 (680)

Citation 13

Abstract:

8.

Trading Costs

Number of pages: 88 Posted: 22 Aug 2018

Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz and Tobias J. Moskowitz

AQR Capital Management, LLC, Yale School of Management and Yale University, Yale SOMAQR Capital

Downloads 10,504 (1,107)

Citation 59

Abstract:

9.

How Do Factor Premia Vary Over Time? A Century of Evidence

Number of pages: 55 Posted: 17 Jun 2019 Last Revised: 24 Feb 2021

Antti Ilmanen, Ronen Israel, Tobias J. Moskowitz, Tobias J. Moskowitz, Ashwin K Thapar and Rachel Lee

AQR Capital Management, Yale School of Management, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and Vice President

Downloads 8,360 (1,618)

Citation 38

Abstract:

10.

Fact, Fiction, and the Size Effect

Number of pages: 54 Posted: 24 May 2018 Last Revised: 10 Aug 2018

Ron Alquist, Ronen Israel, Tobias J. Moskowitz and Tobias J. Moskowitz

Managed Funds Association, Yale School of Management and Yale University, Yale SOMAQR Capital

Downloads 7,926 (1,771)

Citation 28

Abstract:

11.

Implementing Momentum: What Have We Learned?

Number of pages: 24 Posted: 11 Dec 2017

Adrienne Ross, Tobias J. Moskowitz, Tobias J. Moskowitz, Ronen Israel and Laura Serban

AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital, Yale School of Management and AQR Capital Management

Downloads 7,340 (2,009)

Citation 6

Abstract:

12.

Understanding Momentum and Reversals

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 32 Posted: 19 Jun 2020 Last Revised: 24 Feb 2021

Bryan T. Kelly, Tobias J. Moskowitz, Tobias J. Moskowitz and Seth Pruitt

Yale SOM, Yale University, Yale SOMAQR Capital and Arizona State University (ASU) - Finance Department

Downloads 6,974 (2,191)

Citation 49

Abstract:

13.

Trading Costs of Asset Pricing Anomalies

Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-05

Number of pages: 68 Posted: 19 Feb 2014 Last Revised: 28 Mar 2014

Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz and Tobias J. Moskowitz

AQR Capital Management, LLC, Yale School of Management and Yale University, Yale SOMAQR Capital

Downloads 6,126 (2,730)

Citation 106

Abstract:

14.

Can Machines 'Learn' Finance?

Journal of Investment Management

Number of pages: 21 Posted: 02 Jul 2020 Last Revised: 05 Mar 2021

Ronen Israel, Bryan T. Kelly, Tobias J. Moskowitz and Tobias J. Moskowitz

Yale School of Management, Yale SOM and Yale University, Yale SOMAQR Capital

Downloads 5,537 (3,270)

Citation 25

Abstract:

15.

Yield Curve Premia

Number of pages: 67 Posted: 22 Apr 2017 Last Revised: 07 Jul 2017

Jordan Brooks, Tobias J. Moskowitz and Tobias J. Moskowitz

AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital

Downloads 5,377 (3,448)

Citation 8

Abstract:

16.

Social Media and Financial News Manipulation

Number of pages: 53 Posted: 31 Aug 2018 Last Revised: 09 Jun 2024

Shimon Kogan, Tobias J. Moskowitz, Tobias J. Moskowitz and Marina Niessner

Reichman University - Arison School of Business, Yale University, Yale SOMAQR Capital and Indiana University - Kelley School of Business - Department of Finance

Downloads 4,010 (5,633)

Citation 13

Abstract:

17.

Asset Pricing and Sports Betting

Journal of Finance, Forthcoming

Number of pages: 72 Posted: 25 Jul 2015 Last Revised: 21 Sep 2021

Tobias J. Moskowitz and Tobias J. Moskowitz

Yale University, Yale SOMAQR Capital

Downloads 3,521 (6,993)

Citation 10

Abstract:

18.

Trading Volume Alpha

Number of pages: 52 Posted: 23 Apr 2024 Last Revised: 01 Aug 2024

Ruslan Goyenko, Bryan T. Kelly, Tobias J. Moskowitz, Tobias J. Moskowitz, Yinan Su and Chao Zhang

McGill University - Desautels Faculty of Management, Yale SOM, Yale University, Yale SOMAQR Capital, Johns Hopkins University - Carey Business School and Hong Kong University of Science and Technology (Guangzhou)

Downloads 3,462 (7,079)

Abstract:

Trading Volume Alpha

NBER Working Paper No. w33037

Number of pages: 53 Posted: 08 Oct 2024

Ruslan Goyenko, Bryan T. Kelly, Tobias J. Moskowitz, Tobias J. Moskowitz, Yinan Su and Chao Zhang

McGill University - Desautels Faculty of Management, Yale SOM, Yale University, Yale SOMAQR Capital, Johns Hopkins University - Carey Business School and Hong Kong University of Science and Technology (Guangzhou)

Downloads 15 (1,208,920)

Citation 1

Add to Cart

Abstract:

19.

The Role of Shorting, Firm Size, and Time on Market Anomalies

Chicago Booth Research Paper No. 12-22, Fama-Miller Working Paper

Number of pages: 49 Posted: 23 Jun 2012

Ronen Israel, Tobias J. Moskowitz and Tobias J. Moskowitz

Yale School of Management and Yale University, Yale SOMAQR Capital

Downloads 2,770 (10,221)

Citation 40

Abstract:

20.

Value and Interest Rates: Are Rates to Blame for Value’s Torments?

Number of pages: 30 Posted: 16 Jun 2020

Thomas Maloney, Tobias J. Moskowitz and Tobias J. Moskowitz

AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital

Downloads 2,461 (12,315)

Citation 5

Abstract:

21.

Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires

Downloads 2,244 (14,328)

Citation 20

3

Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires

Quarterly Journal of Economics, Vol. 131, No. 3, Pages 1181-1241, 2016

Number of pages: 60 Posted: 15 Dec 2014 Last Revised: 16 Dec 2020

Daniel L. Chen, Tobias J. Moskowitz, Tobias J. Moskowitz and Kelly Shue

Directeur de Recherche, Centre National de la Recherche Scientifique, Toulouse School of Economics, Institute for Advanced Study in Toulouse, University of Toulouse Capitole, Toulouse, France, Yale University, Yale SOMAQR Capital and Yale School of Management

Downloads 2,040 (16,368)

Citation 6

Abstract:

Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires

NBER Working Paper No. w22026

Number of pages: 61 Posted: 01 Mar 2016 Last Revised: 09 Mar 2023

Daniel L. Chen, Tobias J. Moskowitz, Tobias J. Moskowitz and Kelly Shue

Directeur de Recherche, Centre National de la Recherche Scientifique, Toulouse School of Economics, Institute for Advanced Study in Toulouse, University of Toulouse Capitole, Toulouse, France, Yale University, Yale SOMAQR Capital and Yale School of Management

Downloads 204 (310,677)

Citation 14

Abstract:

Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires

Quarterly Journal of Economics, 131(3): 1181-1241, 2016

Posted: 22 Jun 2015 Last Revised: 20 Apr 2020

Daniel L. Chen, Tobias J. Moskowitz, Tobias J. Moskowitz and Kelly Shue

Directeur de Recherche, Centre National de la Recherche Scientifique, Toulouse School of Economics, Institute for Advanced Study in Toulouse, University of Toulouse Capitole, Toulouse, France, Yale University, Yale SOMAQR Capital and Yale School of Management

Abstract:

22.

The Private Equity Premium Puzzle

Number of pages: 51 Posted: 21 Feb 2001

Annette Vissing-Jorgensen, Tobias J. Moskowitz and Tobias J. Moskowitz

Federal Reserve Board and Yale University, Yale SOMAQR Capital

Downloads 2,024 (16,913)

Citation 3

Abstract:

23.

The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence

Number of pages: 42 Posted: 20 Oct 1999

Mark Grinblatt, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Finance Area and Yale University, Yale SOMAQR Capital

Downloads 1,780 (20,736)

Citation 22

Abstract:

24.

Market Frictions, Price Delay, and the Cross-Section of Expected Returns

Number of pages: 42 Posted: 27 May 2003

Kewei Hou, Tobias J. Moskowitz and Tobias J. Moskowitz

Ohio State University (OSU) - Department of Finance and Yale University, Yale SOMAQR Capital

Downloads 1,757 (21,158)

Citation 116

Abstract:

25.

The Geography of Investment: Informed Trading and Asset Prices

Downloads 1,563 (25,247)

Citation 441

2

The Geography of Investment: Informed Trading and Asset Prices

CRSP Working Paper No. 502

Number of pages: 40 Posted: 15 Mar 2000

Joshua D. Coval, Tobias J. Moskowitz and Tobias J. Moskowitz

Harvard Business School - Finance Unit and Yale University, Yale SOMAQR Capital

Downloads 1,563 (24,803)

Citation 441

Abstract:

The Geography of Investment: Informed Trading and Asset Prices

Journal of Political Economy, Vol. 109, August 2001

Posted: 21 Aug 2001

Joshua D. Coval, Tobias J. Moskowitz and Tobias J. Moskowitz

Harvard Business School - Finance Unit and Yale University, Yale SOMAQR Capital

Abstract:

26.

How Tax Efficient are Equity Styles?

Chicago Booth Research Paper No. 12-20, Fama-Miller Working Paper

Number of pages: 71 Posted: 23 Jun 2012 Last Revised: 15 May 2014

Ronen Israel, Tobias J. Moskowitz and Tobias J. Moskowitz

Yale School of Management and Yale University, Yale SOMAQR Capital

Downloads 1,422 (29,104)

Citation 15

Abstract:

27.

An Analysis of Risk and Pricing Anomalies

Number of pages: 40 Posted: 15 Mar 2000

Tobias J. Moskowitz and Tobias J. Moskowitz

Yale University, Yale SOMAQR Capital

Downloads 1,246 (35,253)

Citation 9

Abstract:

28.

Why Do Entrepreneurs Hold Large Ownership Shares? Testing Agency Theory Using Entrepreneur Effort and Wealth

CRSP Working Paper No. 544

Number of pages: 54 Posted: 17 Dec 2002

Marianne P. Bitler, Annette Vissing-Jorgensen, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Davis - Departments of Economics and Agricultural Resource Economics, Federal Reserve Board and Yale University, Yale SOMAQR Capital

Downloads 1,230 (35,965)

Citation 5

Abstract:

29.

The Effects of Stock Lending on Security Prices: An Experiment

Downloads 1,212 (36,685)

Citation 14

2

The Effects of Stock Lending on Security Prices: An Experiment

Journal of Finance, Forthcoming, Chicago Booth Research Paper No. 09-39, Chicago Booth Initiative on Global Markets Working Paper No. 42, Fisher College of Business Working Paper No. 2009-03-020, Charles A. Dice Center Working Paper No. 2009-20, AFA 2011 Meetings Paper

Number of pages: 73 Posted: 22 Oct 2009 Last Revised: 30 Apr 2013

Steven N. Kaplan, Tobias J. Moskowitz, Tobias J. Moskowitz and Berk A. Sensoy

University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital and Vanderbilt University - Finance

Downloads 1,053 (44,320)

Citation 9

Abstract:

The Effects of Stock Lending on Security Prices: an Experiment

NBER Working Paper No. w16335

Number of pages: 58 Posted: 07 Sep 2010 Last Revised: 19 Feb 2023

Steven N. Kaplan, Tobias J. Moskowitz, Tobias J. Moskowitz and Berk A. Sensoy

University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital and Vanderbilt University - Finance

Downloads 159 (389,453)

Citation 5

Abstract:

30.

What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?

Number of pages: 50 Posted: 25 Jan 2002

Mark Grinblatt, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Finance Area and Yale University, Yale SOMAQR Capital

Downloads 1,159 (39,186)

Abstract:

31.

Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price

Downloads 1,031 (46,424)

Citation 14

2

Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price

Journal of Finance, Forthcoming

Number of pages: 66 Posted: 24 Sep 2020 Last Revised: 29 Oct 2021

Todd M. Hazelkorn, Tobias J. Moskowitz, Tobias J. Moskowitz and Kaushik Vasudevan

AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital and Mitchell E. Daniels, Jr School of Business, Purdue University

Downloads 871 (57,688)

Abstract:

Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price

NBER Working Paper No. w26773

Number of pages: 96 Posted: 24 Feb 2020 Last Revised: 26 Feb 2023

Todd M. Hazelkorn, Tobias J. Moskowitz, Tobias J. Moskowitz and Kaushik Vasudevan

AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital and Mitchell E. Daniels, Jr School of Business, Purdue University

Downloads 160 (387,284)

Citation 14

Abstract:

32.

A Unified Framework for Value and Momentum

Number of pages: 44 Posted: 23 Sep 2024

Jacob Boudoukh, Tobias J. Moskowitz, Tobias J. Moskowitz, Matthew P. Richardson and Lei Xie

Reichman University - Interdisciplinary Center (IDC) Herzliyah, Yale University, Yale SOMAQR Capital, Department of Finance, Leonard N. Stern School of Business, New York University and AQR Capital Management, LLC

Downloads 908 (55,319)

Abstract:

33.

Pricing Without Mispricing

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 52 Posted: 08 Jul 2021 Last Revised: 06 May 2022

Jianan Liu, Tobias J. Moskowitz, Tobias J. Moskowitz and Robert F. Stambaugh

Mingshi Investment Management, Yale University, Yale SOMAQR Capital and University of Pennsylvania - The Wharton School

Downloads 857 (59,875)

Abstract:

34.

Betting Without Beta

Number of pages: 93 Posted: 17 May 2021 Last Revised: 02 May 2022

Tobias J. Moskowitz, Tobias J. Moskowitz and Kaushik Vasudevan

Yale University, Yale SOMAQR Capital and Mitchell E. Daniels, Jr School of Business, Purdue University

Downloads 788 (67,071)

Citation 2

Abstract:

35.

Confronting Information Asymmetries: Evidence from Real Estate Markets

Downloads 637 (88,297)

Citation 14

2

Confronting Information Asymmetries: Evidence from Real Estate Markets

Number of pages: 45 Posted: 03 Feb 2000

Mark J. Garmaise, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Anderson School of Management and Yale University, Yale SOMAQR Capital

Downloads 508 (115,773)

Citation 1

Abstract:

Confronting Information Asymmetries: Evidence from Real Estate Markets

NBER Working Paper No. w8877

Number of pages: 46 Posted: 04 Apr 2002 Last Revised: 05 Oct 2022

Mark J. Garmaise, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Anderson School of Management and Yale University, Yale SOMAQR Capital

Downloads 129 (462,963)

Citation 13

Abstract:

36.

The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?

Downloads 573 (101,014)

Citation 74

2

The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?

NBER Working Paper No. w8876

Number of pages: 54 Posted: 04 Apr 2002 Last Revised: 24 Jan 2022

Annette Vissing-Jorgensen, Tobias J. Moskowitz and Tobias J. Moskowitz

Federal Reserve Board and Yale University, Yale SOMAQR Capital

Downloads 573 (99,673)

Citation 74

Abstract:

The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship

Posted: 24 Nov 2009

Tobias J. Moskowitz, Tobias J. Moskowitz and Annette Vissing-Jorgensen

Yale University, Yale SOMAQR Capital and Federal Reserve Board

Abstract:

37.

Brokerage, Intermediation, and Agency: The Financing and Pricing of Commercial Properties

Number of pages: 39 Posted: 19 Jun 2000

Mark J. Garmaise, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Anderson School of Management and Yale University, Yale SOMAQR Capital

Downloads 420 (147,036)

Citation 1

Abstract:

38.

Long-Run Stockholder Consumption Risk and Asset Returns

Harvard Business School Finance Working Paper No. 08-060

Number of pages: 71 Posted: 01 Feb 2008

Annette Vissing-Jorgensen, Christopher J. Malloy, Tobias J. Moskowitz and Tobias J. Moskowitz

Federal Reserve Board, Harvard Business School and Yale University, Yale SOMAQR Capital

Downloads 382 (163,786)

Citation 105

Abstract:

39.

More Banks, Less Crime? The Real and Social Effects of Bank Competition

Number of pages: 42 Posted: 13 Jan 2005

Mark J. Garmaise, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Anderson School of Management and Yale University, Yale SOMAQR Capital

Downloads 376 (166,618)

Citation 5

Abstract:

40.

The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 18th and 19th Century

AFA 2007 Chicago Meetings Paper

Number of pages: 57 Posted: 17 Mar 2006

Efraim Benmelech, Tobias J. Moskowitz and Tobias J. Moskowitz

Northwestern University - Kellogg School of Management and Yale University, Yale SOMAQR Capital

Downloads 351 (179,737)

Citation 22

Abstract:

41.

Identifying Shocks to Systematic Risk in Times of Crisis

Number of pages: 68 Posted: 06 Jun 2022 Last Revised: 03 Jul 2024

Jacob Boudoukh, Yukun Liu, Tobias J. Moskowitz, Tobias J. Moskowitz and Matthew P. Richardson

Reichman University - Interdisciplinary Center (IDC) Herzliyah, University of Rochester - Simon Business School, Yale University, Yale SOMAQR Capital and Department of Finance, Leonard N. Stern School of Business, New York University

Downloads 307 (207,627)

Abstract:

42.

Quantities and Covered-Interest Parity

Downloads 199 (319,107)

3

Quantities and Covered-Interest Parity

Number of pages: 92 Posted: 07 May 2024

Tobias J. Moskowitz, Tobias J. Moskowitz, Chase P. Ross, Sharon Y. Ross and Kaushik Vasudevan

Yale University, Yale SOMAQR Capital, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Mitchell E. Daniels, Jr School of Business, Purdue University

Downloads 99 (567,083)

Abstract:

Quantities and Covered-Interest Parity

FEDS Working Paper No. 2024-61

Number of pages: 93 Posted: 09 Aug 2024

Tobias J. Moskowitz, Tobias J. Moskowitz, Chase P. Ross, Kaushik Vasudevan and Sharon Y. Ross

Yale University, Yale SOMAQR Capital, Board of Governors of the Federal Reserve System, Mitchell E. Daniels, Jr School of Business, Purdue University and Board of Governors of the Federal Reserve System

Downloads 92 (595,157)

Abstract:

Quantities and Covered-Interest Parity

NBER Working Paper No. w32707

Number of pages: 93 Posted: 22 Jul 2024

Tobias J. Moskowitz, Tobias J. Moskowitz, Chase P. Ross, Sharon Y. Ross and Kaushik Vasudevan

Yale University, Yale SOMAQR Capital, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Mitchell E. Daniels, Jr School of Business, Purdue University

Downloads 8 (1,300,046)

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Abstract:

43.

The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century

NBER Working Paper No. w12851

Number of pages: 53 Posted: 24 Jan 2007 Last Revised: 14 Aug 2022

Tobias J. Moskowitz, Tobias J. Moskowitz and Efraim Benmelech

Yale University, Yale SOMAQR Capital and Northwestern University - Kellogg School of Management

Downloads 187 (337,839)

Citation 25

Abstract:

44.

Informal Financial Networks: Theory and Evidence

NBER Working Paper No. w8874

Number of pages: 51 Posted: 04 Apr 2002 Last Revised: 02 Oct 2022

Mark J. Garmaise, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Anderson School of Management and Yale University, Yale SOMAQR Capital

Downloads 179 (351,508)

Citation 4

Abstract:

45.

Bank Mergers and Crime: The Real and Social Effects of Credit Market Competition

NBER Working Paper No. w11006

Number of pages: 48 Posted: 25 Jan 2005 Last Revised: 30 Jul 2022

Mark J. Garmaise, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Anderson School of Management and Yale University, Yale SOMAQR Capital

Downloads 161 (385,388)

Citation 17

Abstract:

46.

What Do We Really Know About the Cross-Sectional Relation between Past and Expected Returns?

NBER Working Paper No. w8744

Number of pages: 49 Posted: 24 Jan 2002 Last Revised: 29 Nov 2022

Mark Grinblatt, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Finance Area and Yale University, Yale SOMAQR Capital

Downloads 155 (398,162)

Abstract:

47.

Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation

NBER Working Paper No. w11004

Number of pages: 50 Posted: 20 Jan 2005 Last Revised: 28 Jul 2022

Efraim Benmelech, Tobias J. Moskowitz, Tobias J. Moskowitz and Mark J. Garmaise

Northwestern University - Kellogg School of Management, Yale University, Yale SOMAQR Capital and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 150 (409,095)

Citation 21

Abstract:

48.

Pricing Without Mispricing

NBER Working Paper No. w29016

Number of pages: 53 Posted: 12 Jul 2021 Last Revised: 14 Apr 2023

Jianan Liu, Tobias J. Moskowitz, Tobias J. Moskowitz and Robert F. Stambaugh

The University of Hong Kong - University of Hong Kong, Yale University, Yale SOMAQR Capital and University of Pennsylvania - The Wharton School

Downloads 74 (668,152)

Citation 1

Abstract:

49.

Identifying Shocks to Systematic Risk in Times of Crisis

NBER Working Paper No. w32693

Number of pages: 69 Posted: 15 Jul 2024

Jacob Boudoukh, Yukun Liu, Tobias J. Moskowitz, Tobias J. Moskowitz and Matthew P. Richardson

Reichman University, University of Rochester - Simon Business School, Yale University, Yale SOMAQR Capital and Department of Finance, Leonard N. Stern School of Business, New York University

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50.

Testing Agency Theory with Entrepreneur Effort and Wealth

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship

Posted: 17 Nov 2009

Marianne P. Bitler, Tobias J. Moskowitz, Tobias J. Moskowitz and Annette Vissing-Jorgensen

University of California, Davis - Departments of Economics and Agricultural Resource Economics, Yale University, Yale SOMAQR Capital and Federal Reserve Board

Tobias J. Moskowitz

AQR Capital

Yale University, Yale SOM

Professor

National Bureau of Economic Research (NBER)

Research Associate

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Trading Volume Alpha

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Quantities and Covered-Interest Parity

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