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



Accessing Articles

"Value and Momentum Everywhere." Clifford S. Asness, Tobias J. Moskowitz and Lasse Heje Pedersen; Journal of Finance, 2013, 68(3), pp. 929-85.
http://dx.doi.org/10.1111/jofi.12021

"The Role of Shorting, Firm Size, and Time on Market Anomalies." Ronen Israel and Tobias J. Moskowitz; Journal of Financial Economics, 2013, 108(2), pp. 275-301.
http://dx.doi.org/10.1016/j.jfineco.2012.11.005

"The Effects of Stock Lending on Security Prices: An Experiment." Steven N. Kaplan, Tobias J. Moskowitz and Berk A. Sensoy; Journal of Finance, 2013, 68(5), pp. 1891-936.
http://dx.doi.org/10.1111/jofi.12051

"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 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

"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; 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

"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

"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://www.jstor.org/stable/3083280

"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://www.jstor.org/stable/10.1086/322088

"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), pp. 1695-703.
http://www.jstor.org/stable/222376

"Do Industries Explain Momentum?" Tobias J. Moskowitz and Mark Grinblatt; Journal of Finance, 1999, 54(4), pp. 1249-90.
http://www.jstor.org/stable/798005

"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://www.jstor.org/stable/797987

Asset Pricing and Fund Investment Anomalies; Tobias J. Moskowitz; Ph.D Dissertation, University of California, Los Angeles, 1998.
http://search.proquest.com/docview/304415827?accountid=14657

 

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