World's Best Scientists 2026 revealed!
Tobias J. Moskowitz

Tobias J. Moskowitz

D-Index & Metrics

Economics and Finance

D-Index
45
Citations
24371
World Ranking
1696
National Ranking
997

Research.com Recognitions

  • 2007 - Fischer Black Prize, American Finance Association (AFA)

Overview

Tobias J. Moskowitz is affiliated with Yale University in the United States. Their research primarily focuses on the fields of Economics, Econometrics, and Finance, with a significant body of work in Finance and related subfields such as Economics and Econometrics, Accounting, Management Science and Operations Research, and Clinical Psychology.

Their major research topics include Financial Markets and Investment Strategies, Market Dynamics and Volatility, Sports Analytics and Performance, Banking Stability, Regulation, and Efficiency, Housing Market and Economics, Financial Risk and Volatility Modeling, and Stock Market Forecasting Methods.

Recent publications by Tobias J. Moskowitz include the following papers:

  • "Understanding momentum and reversal," 2021, Journal of Financial Economics
  • "Social Media and Financial News Manipulation," 2022, European Finance Review
  • "Can Machines 'Learn' Finance?", 2020, SSRN Electronic Journal
  • "Asset Pricing and Sports Betting," 2021, The Journal of Finance
  • "Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price," 2022, The Journal of Finance

Tobias J. Moskowitz frequently publishes in several academic venues, including:

  • SSRN Electronic Journal
  • The Journal of Finance
  • The Journal of Portfolio Management
  • Journal of Financial Economics
  • European Finance Review

Coauthorship is a notable element of their work, collaborating often with the following scholars:

  • Kaushik Vasudevan
  • Bryan T. Kelly
  • Todd Hazelkorn
  • Jacob Boudoukh
  • Matthew Richardson

Among their achievements, Tobias J. Moskowitz received the Fischer Black Prize from the American Finance Association in 2007.

Best Publications

  • Home Bias at Home: Local Equity Preference in Domestic Portfolios

    Joshua D. Coval;Tobias J. Moskowitz

  • The Geography of Investment: Informed Trading and Asset Prices

    Joshua D. Coval;Tobias J. Moskowitz

  • Value and Momentum Everywhere: Value and Momentum Everywhere

    Clifford S. Asness;Tobias J. Moskowitz;Lasse Heje Pedersen

  • Time series momentum.

    Tobias J. Moskowitz;Yao Hua Ooi;Lasse Heje Pedersen

  • Do Industries Explain Momentum

    Tobias J. Moskowitz;Mark Grinblatt

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

    Tobias J. Moskowitz;Annette Vissing-Jorgensen

  • Value and Momentum Everywhere

    Unknown

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

    Kewei Hou;Tobias J. Moskowitz

  • Momentum crashes

    Unknown

  • Predicting stock price movements from past returns: The role of consistency and tax-loss selling

    Mark Grinblatt;Tobias J. Moskowitz

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

    Annette Vissing-Jorgensen;Annette Vissing-Jorgensen;Tobias J. Moskowitz;Tobias J. Moskowitz

  • Long‐Run Stockholder Consumption Risk and Asset Returns

    Christopher J. Malloy;Tobias J. Moskowitz;Annette Vissing-Jørgensen

  • Confronting Information Asymmetries: Evidence from Real Estate Markets

    Mark J. Garmaise;Tobias J. Moskowitz

  • Testing Agency Theory with Entrepreneur Effort and Wealth

    Marianne P. Bitler;Tobias J. Moskowitz;Annette Vissing-Jørgensen

  • The Geography of Investment: Informed Trading and Asset Prices

    Joshua D. Coval;Joshua D. Coval;Tobias J. Moskowitz;Tobias J. Moskowitz

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

    Daniel L. Chen;Tobias J. Moskowitz;Kelly Shue

  • Trading Costs of Asset Pricing Anomalies

    Andrea Frazzini;Ronen Israel;Tobias J. Moskowitz;Tobias J. Moskowitz

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

    Efraim Benmelech;Mark J. Garmaise;Tobias J. Moskowitz

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

    Mark J. Garmaise;Tobias J. Moskowitz

  • The role of shorting, firm size, and time on market anomalies.

    Ronen Israel;Tobias J. Moskowitz

  • Carry

    Unknown

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

    Efraim Benmelech;Tobias J. Moskowitz

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

    Kewei Hou;Tobias J. Moskowitz;Tobias J. Moskowitz

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

    Efraim Benmelech;Efraim Benmelech;Tobias J. Moskowitz;Tobias J. Moskowitz;Mark J. Garmaise

Frequent Co-Authors

Annette Vissing-Jorgensen
Annette Vissing-Jorgensen Federal Reserve System
Mark Grinblatt
Mark Grinblatt University of California, Los Angeles
Efraim Benmelech
Efraim Benmelech Northwestern University
Lasse Heje Pedersen
Lasse Heje Pedersen Copenhagen Business School
Steven N. Kaplan
Steven N. Kaplan University of Chicago

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Exploring Economics and Finance in the USA opens up a world of interconnected disciplines and career options. Online learning makes it easier than ever to gain specialized knowledge and skills sought by employers across diverse industries.

Many students find value in complementing their Economics or Finance studies with a masters in hr online. This pathway develops leadership and people-management expertise essential for navigating complex organizational environments.

Advanced analytical skills are also in high demand. Pursuing a master in data analytics online can equip you with the tools to interpret economic trends and make data-driven decisions.

If your interests lean towards shaping company strategy, an online degree in organizational leadership is a strong option. Programs in this field focus on executive skills, ethical decision-making, and transformational leadership critical for today’s business landscape.

Those fascinated by information trends and technology’s role in finance might choose a masters in business intelligence. This degree prepares you to turn complex data into actionable business insights, indispensable in modern financial roles.

Best Scientists Citing Tobias J. Moskowitz

Trending Scientists