GSB Logo

Selected Bibliography for Tobias J. Moskowitz
Fama Family Professor of Finance



Accessing Articles

"Time Series Momentum." Tobias J. Moskowitz, Yao Hua Ooi and Lasse Heje Pedersen; Journal of Financial Economics, 2012, 104(2), pp. 228-50.
http://dx.doi.org/10.1016/j.jfineco.2011.11.003

The Effects of Stock Lending on Security Prices: An Experiment; Steven N. Kaplan, Tobias J. Moskowitz and Berk A. Sensoy; NBER Working Paper Series No. 16335; Cambridge: National Bureau of Economic Research, 2010.

http://www.nber.org/papers/w16335

"The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century." Efraim Benmelech and Tobias J. Moskowitz; Journal of Finance, 2010, 65(3), pp. 1029-73.

http://dx.doi.org/10.1111/j.1540-6261.2010.01560.x

"Long-Run Stockholder Consumption Risk and Asset Returns." Christopher J. Malloy, Tobias J. Moskowitz and Annette Vissing-Jørgensen; Journal of Finance, 2009, 64(6), pp. 2427-79.

http://dx.doi.org/10.1111/j.1540-6261.2009.01507.x

"Catastrophic Risk and Credit Markets." Mark J. Garmaise and Tobias J. Moskowitz; The Journal of Finance, 2009, 64(2), pp. 657-707.

http://dx.doi.org/10.1111/j.1540-6261.2009.01446.x

The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century; Efraim Benmelech and Tobias J. Moskowitz; NBER working paper series ; no. w12851; Cambridge, Mass.: National Bureau of Economic Research, 2007.

http://www.nber.org/papers/w12851

"Bank Mergers and Crime: The Real and Social Effects of Credit Market Competition." Mark J. Garmaise and Tobias J. Moskowitz; Journal of Finance, 2006, 61(2), pp. 495-538.

http://dx.doi.org/10.1111/j.1540-6261.2006.00847.x

"Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation." Efraim Benmelech, Mark J. Garmaise and Tobias J. Moskowitz; The Quarterly Journal of Economics, 2005, 120(3), pp. 1121.

http://dx.doi.org/10.1162/003355305774268200

"Market Frictions, Price Delay, and the Cross-Section of Expected Returns." Hou Kewei and Tobias J. Moskowitz; Review of Financial Studies, 2005, 18(3), pp. 981.

http://dx.doi.org/10.1093/rfs/hhi023

"Testing Agency Theory with Entrepreneur Effort and Wealth." Marianne P. Bitler, Tobias J. Moskowitz and Annette Vissing-Jørgensen; Journal of Finance, 2005, 60(Issue 2), pp. 539.

http://dx.doi.org/10.1111/j.1540-6261.2005.00739.x

Bank Mergers and Crime : The Real and Social Effects of Credit Market Competition; Mark J. Garmaise and Tobias J. Moskowitz; NBER working paper series no. 11006.; National Bureau of Economic Research, 2004.

http://www.nber.org/papers/W11006.pdf

Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation; Efraim Benmelech, Mark J. Garmaise and Tobias Moskowitz; NBER working paper series no. 11004; National Bureau of Economic Research, 2004.

http://www.nber.org/papers/W11004.pdf

"Predicting Stock Price Movements from Past Returns: The Role of Consistency and Tax-Loss Selling." Mark Grinblatt and Tobias J. Moskowitz; Journal of Financial Economics, 2004, 71(3), pp. 541-79.

http://dx.doi.org/10.1016/S0304-405X(03)00176-4

"Confronting Information Asymmetries: Evidence from Real Estate Markets." Mark J. Garmaise and Tobias J. Moskowitz; Review of Financial Studies, 2004, 17(2), pp. 405-37.

http://dx.doi.org/10.1093/rfs/hhg037

"An Analysis of Covariance Risk and Pricing Anomalies." Tobias J. Moskowitz; Review of Financial Studies, 2003, 16(2), pp. 417-57.

http://dx.doi.org/10.1093/rfs/hhg007

"Informal Financial Networks: Theory and Evidence." Mark J. Garmaise and Tobias J. Moskowitz; Review of Financial Studies, 2003, 16(4), pp. 1007-40.

http://dx.doi.org/10.1093/rfs/hhg025

Confronting Information Asymmetries : Evidence from Real Estate Markets; Mark J. Garmaise and Tobias J. Moskowitz; NBER working paper series no. 8877.; National Bureau of Economic Research, 2002.

http://papers.nber.org/papers/W8877.pdf

The Returns to Entrepreneurial Investment : A Private Equity Premium Puzzle?; Tobias J. Moskowitz and Annette Vissing-Jorgensen; NBER working paper series no. 8876.; National Bureau of Economic Research, 2002.

http://papers.nber.org/papers/W8876.pdf

Informal Financial Networks : Theory and Evidence; Mark J. Garmaise and Tobias J. Moskowitz; NBER working paper series no. 8874.; National Bureau of Economic Research, 2002.

http://papers.nber.org/papers/W8874.pdf

What Do We Really Know About the Cross-Sectional Relation between Past and Expected Returns?; Mark Grinblatt and Tobias J. Moskowitz; NBER working paper series no. 8744.; National Bureau of Economic Research, 2002.

http://papers.nber.org/papers/w8744

"The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?" Tobias J. Moskowitz and Annette Vissing-Jorgensen; American Economic Review, 2002, 92(4), pp. 745-78.

http://links.jstor.org/sici?sici=0002-8282%28200209%2992%3A4%3C745%3ATRTEIA%3E2.0.CO%3B2-K

"The Geography of Investment: Informed Trading and Asset Prices." Joshua D. Coval and Tobias J. Moskowitz; Journal of Political Economy, 2001, 109(4), pp. 811-41.

http://links.jstor.org/sici?sici=0022-3808%28200108%29109%3A4%3C811%3ATGOIIT%3E2.0.CO%3B2-4

"Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses: Discussion." Tobias J. Moskowitz; Journal of Finance, 2000, 55(4, Papers and Proceedings of the Sixtieth Annual Meeting of the American Finance Association, Boston, Massachusetts, January 7-9, 2000), pp. 1695-703.

http://links.jstor.org/sici?sici=0022-1082%28200008%2955%3A4%3C1695%3AMFPAED%3E2.0.CO%3B2-1

The Cross Section of Expected Returns and Its Relation to Past Returns; Mark Grinblatt and Tobias J. Moskowitz; UCLA Anderson School FIN Paper No. 24-99; CRSP Working Paper No. 503; Yale ICF Working Paper No. 99-09;, 1999.

http://repositories.cdlib.org/anderson/fin/24-99/
http://gsbwww.uchicago.edu/fac/finance/papers/ER_PR.pdf

"Do Industries Explain Momentum?" Tobias J. Moskowitz and Mark Grinblatt; Journal of Finance, 1999, 54(4, Papers and Proceedings, Fifty-Ninth Annual Meeting, American Finance Association, New York, New York, January 4-6, 1999), pp. 1249-90.

http://links.jstor.org/sici?sici=0022-1082%28199908%2954%3A4%3C1249%3ADIEM%3E2.0.CO%3B2-5

"Home Bias at Home: Local Equity Preference in Domestic Portfolios." Joshua D. Coval and Tobias J. Moskowitz; Journal of Finance, 1999, 54(6), pp. 2045-73.

http://links.jstor.org/sici?sici=0022-1082%28199912%2954%3A6%3C2045%3AHBAHLE%3E2.0.CO%3B2-F

Asset Pricing and Fund Investment Anomalies; Tobias J. Moskowitz; Ph.D Dissertation, University of California, Los Angeles, 1998.

http://proquest.umi.com/pqdweb?did=732855291&sid=1&Fmt=2&clientId=13392&RQT=309&VName=PQD

 

Accessing Linked Articles

Links to articles are, in most cases, to University of Chicago subscription databases. University of Chicago users who are off-campus will need to use IT Services' ProxyIt bookmarklet to authenticate themselves as authorized users. Vistors to our site may be able to get access through a local library; contact your local library for assistance.