TY - JOUR T1 - Size Matters, if You Control Your Junk JF - Available at SSRN 2553889 Y1 - 2015 A1 - Asness, Clifford S A1 - Frazzini, Andrea A1 - Israel, Ronen A1 - Moskowitz, Tobias J A1 - Pedersen, Lasse Heje ER - TY - JOUR T1 - Betting against beta JF - Journal of Financial Economics Y1 - 2014 A1 - Frazzini, Andrea A1 - Pedersen, Lasse Heje PB - Elsevier VL - 111 ER - TY - ABST T1 - Carry Y1 - 2013 A1 - Koijen, Ralph SJ A1 - Moskowitz, Tobias J A1 - Pedersen, Lasse Heje A1 - Vrugt, Evert B ER - TY - JOUR T1 - Value and Momentum Everywhere JF - The Journal of Finance Y1 - 2013 A1 - Asness, Clifford S A1 - Moskowitz, Tobias J A1 - Pedersen, Lasse Heje PB - Wiley Online Library VL - 68 ER - TY - JOUR T1 - Time series momentum JF - Journal of Financial Economics Y1 - 2012 A1 - Moskowitz, Tobias J A1 - Ooi, Yao Hua A1 - Pedersen, Lasse Heje PB - Elsevier VL - 104 ER - TY - JOUR T1 - Market liquidity and funding liquidity JF - Review of Financial studies Y1 - 2009 A1 - Brunnermeier, Markus K A1 - Pedersen, Lasse Heje VL - 22 ER -