Biblio
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Filters: Author is Moskowitz, Tobias J [Clear All Filters]
Size Matters, if You Control Your Junk." Available at SSRN 2553889. 2015.
"Fact, Fiction and Momentum Investing." Working Paper. 2014.
"Carry.; 2013.
Momentum Crashes." Working Paper. 2013.
"The role of shorting, firm size, and time on market anomalies." Journal of Financial Economics. 2013;108:275-301.
"Value and Momentum Everywhere." The Journal of Finance. 2013;68:929-985.
"Time series momentum." Journal of Financial Economics. 2012;104:228-250.
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