Tobias J. Moskowitz
Yale University
H-index: 42
North America-United States
Top articles of Tobias J. Moskowitz
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Trading Volume Alpha | Available at SSRN 4802345 | Ruslan Goyenko Bryan T Kelly Tobias J Moskowitz Yinan Su Chao Zhang | 2024/4/21 |
Quantities and Covered-Interest Parity | Tobias J Moskowitz Chase P Ross Sharon Y Ross Kaushik Vasudevan | 2024/3/13 | |
Practical Applications of Fact, Fiction, and Factor Investing | Practical Applications | Michele Aghassi Cliff Asness Charles Fattouche Tobias J Moskowitz | 2023/8/30 |
Social media and financial news manipulation | Review of Finance | Shimon Kogan Tobias J Moskowitz Marina Niessner | 2023/7 |
Beyond basis basics: Liquidity demand and deviations from the law of one price | Journal of Finance | Todd M Hazelkorn Tobias J Moskowitz Kaushik Vasudevan | 2023 |
Fact, Fiction, and Factor Investing | The Journal of Portfolio Management | Michele Aghassi Cliff Asness Charles Fattouche T Moskowitz | 2023/1/1 |
Decomposing Covered-Interest Parity Deviations | Tobias J Moskowitz Chase P Ross Sharon Y Ross Kaushik Vasudevan | 2023/10/2 | |
Betting without beta | Tobias J Moskowitz Kaushik Vasudevan | 2022/5/2 | |
Putting an Academic Factor into Practice: The Case of Momentum | RONEN Israel TOBIAS J Moskowitz ADRIENNE Ross LAURA Serban | 2021 | |
Asset pricing and sports betting | The Journal of Finance | Tobias J Moskowitz | 2021/12 |
Pricing without mispricing | Jianan Liu Tobias J Moskowitz Robert F Stambaugh | 2021/7/12 | |
The Systematic Risk of Global Asset Returns in Times of Crisis:(How) is COVID-19 Different? | Available at SSRN 4128178 | Jacob Boudoukh Yukun Liu Tobias J Moskowitz Matthew P Richardson | 2021/6/4 |
Understanding momentum and reversal | Journal of financial economics | Bryan T Kelly Tobias J Moskowitz Seth Pruitt | 2021/6/1 |
How do factor premia vary over time? A century of evidence | A Century of Evidence (February 18, 2021) | Antti Ilmanen Ronen Israel Tobias J Moskowitz Ashwin K Thapar Rachel Lee | 2021/2/18 |
Fake news in financial markets | Shimon Kogan Tobias J Moskowitz Marina Niessner | 2020 | |
Value and Interest Rates: Are Rates to Blame for Value’s Torments? | Available at SSRN 3608155 | Thomas Maloney Tobias J Moskowitz | 2020/5/22 |
Beyond basis basics: Leverage demand and deviations from the law of one price | Todd M Hazelkorn Tobias J Moskowitz Kaushik Vasudevan | 2020/2/7 | |
Can Machines “Learn” Finance? | Journal of Investment Management | Bryan Kelly Ronen Israel Tobias Moskowitz | 2020 |
Can Machines' Learn'Finance? | Journal of Investment Management | Ronen Israel Bryan T Kelly Tobias J Moskowitz | 2020 |
Co-Authors
