@article {asness2015, title = {Size Matters, if You Control Your Junk}, journal = {Available at SSRN 2553889}, year = {2015}, author = {Asness, Clifford S and Frazzini, Andrea and Israel, Ronen and Moskowitz, Tobias J and Pedersen, Lasse Heje} } @article {israel2014fact, title = {Fact, Fiction and Momentum Investing}, journal = {Working Paper}, year = {2014}, author = {Israel, Ronen and Frazzini, Andrea and Moskowitz, Tobias J and Asness, Clifford S} } @article {israel2013role, title = {The role of shorting, firm size, and time on market anomalies}, journal = {Journal of Financial Economics}, volume = {108}, number = {2}, year = {2013}, pages = {275{\textendash}301}, publisher = {Elsevier}, author = {Israel, Ronen and Moskowitz, Tobias J} }