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2015

Asness CS, Frazzini A, Israel R, Moskowitz TJ, Pedersen LHeje. "Size Matters, if You Control Your Junk." Available at SSRN 2553889. 2015.

2014

Israel R, Frazzini A, Moskowitz TJ, Asness CS. "Fact, Fiction and Momentum Investing." Working Paper. 2014.

2013

Koijen RSJ, Moskowitz TJ, Pedersen LHeje, Vrugt EB. Carry.; 2013.

Daniel K, Moskowitz TJ. "Momentum Crashes." Working Paper. 2013.

Israel R, Moskowitz TJ. "The role of shorting, firm size, and time on market anomalies." Journal of Financial Economics. 2013;108:275-301.

Asness CS, Moskowitz TJ, Pedersen LHeje. "Value and Momentum Everywhere." The Journal of Finance. 2013;68:929-985.

2012

Moskowitz TJ, Ooi YHua, Pedersen LHeje. "Time series momentum." Journal of Financial Economics. 2012;104:228-250.