{"id":293,"date":"2019-01-02T15:12:26","date_gmt":"2019-01-02T15:12:26","guid":{"rendered":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/?page_id=293"},"modified":"2021-10-06T17:01:52","modified_gmt":"2021-10-06T17:01:52","slug":"working-papers","status":"publish","type":"page","link":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/working-papers\/","title":{"rendered":"Working Papers"},"content":{"rendered":"<div class=\"wpb-content-wrapper\"><p>[vc_row][vc_column][vc_column_text]<\/p>\n<ul>\n<li><strong><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2021\/08\/Fraudulent-News-Direct-and-Indirect-Effects-of-Financial-News-Manipulation.pdf\">Fraudulent News: Direct and Indirect Effects of Financial News Manipulation<\/a><\/strong> 2021, (with Marina Niessner and Shimon Kogan)<\/li>\n<li><strong><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2021\/08\/Yield-Curve-Premia.pdf\">Yield Curve Premia<\/a><\/strong>, 2019, (with Jordan Brooks)<\/li>\n<li><strong><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2021\/08\/Trading-Cost.pdf\">Trading Cost<\/a>s<\/strong>, 2020, (with Andrea Frazzini and Ronen Israel)<\/li>\n<li><strong><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2021\/08\/Trading-Cost-of-Asset-Pricing-Anomalies.pdf\">Trading Costs of Asset Pricing Anomalies<\/a><\/strong>, 2020, (with Andrea Frazzini and Ronen Israel)<\/li>\n<li><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2021\/08\/What-Can-Betting-Markets-Tell-Us.pdf\"><strong>What Can Betting Markets Tell Us About Investor Preferences and Beliefs? Implications for Low Risk Anomalies<\/strong><\/a>, 2021, (with Kaushik Vasudevan)<\/li>\n<li><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2021\/08\/How-Tax-Efficient-are-Equity-Styles.pdf\"><strong>How Tax Efficient are Equity Styles?<\/strong><\/a>\u00a02020, (with Ronen Israel)<\/li>\n<li><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2021\/08\/Pricing-Without-Mispricing.pdf\"><strong>Pricing Without Mispricing<\/strong><\/a>, 2021, (with Jianan Liu and Robert Stambaugh)<\/li>\n<li><strong><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2021\/08\/Putting-and-Academic-Factor-Into-Practice.pdf\">Putting and Academic Factor Into Practice: The Case of Momentum<\/a><\/strong>, 2021, (with Adrienne Ross, Laura Serban, and Ronen Israel)<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h2>Works in Progress<\/h2>\n<ul>\n<li><strong>Economic Correlations<\/strong> (with Yukun Liu)<\/li>\n<li><strong>Risk, Return and Diversification in Times of Crisis: (How) Is COVID-19 Different?<\/strong> (with Jakob Boudoukh, Yukun Liu, and Matt Richardson)<\/li>\n<li><strong>A Unified Framework for Value and Momentum<\/strong> (with Jakob Boudoukh and Matthew Richardson)<\/li>\n<li><strong>Crowding<\/strong> (with Sarah Jiang and Ron Alquist)<\/li>\n<li><strong>Who is on the Other Side?<\/strong> (with Antti Ilmanen, Lukasz Pomorski, and Lei Xie)<\/li>\n<li><strong>Gross Flows<\/strong> (with Gregor Matvos)<\/li>\n<li><strong>Diversification<\/strong> (with Cliff Asness and Lei Xie)<\/li>\n<li><strong>Avoiding Terminal Decisions<\/strong> (with Kaushik Vasudevan)<\/li>\n<\/ul>\n<p>[\/vc_column_text][\/vc_column][\/vc_row]<\/p>\n<\/div>","protected":false},"excerpt":{"rendered":"<p>[vc_row][vc_column][vc_column_text] Fraudulent News: Direct and Indirect Effects of Financial News Manipulation 2021, (with Marina Niessner and Shimon Kogan) Yield Curve Premia, 2019, (with Jordan Brooks) Trading Costs, 2020, (with Andrea Frazzini and Ronen Israel) Trading Costs of Asset Pricing Anomalies, 2020, (with Andrea Frazzini and Ronen Israel) What Can Betting Markets Tell Us About Investor [&hellip;]<\/p>\n","protected":false},"author":6,"featured_media":389,"parent":0,"menu_order":14,"comment_status":"closed","ping_status":"closed","template":"","meta":{"inline_featured_image":false,"_genesis_hide_title":false,"_genesis_hide_breadcrumbs":false,"_genesis_hide_singular_image":false,"_genesis_hide_footer_widgets":false,"_genesis_custom_body_class":"","_genesis_custom_post_class":"","_genesis_layout":"","footnotes":""},"class_list":{"0":"post-293","1":"page","2":"type-page","3":"status-publish","4":"has-post-thumbnail","6":"entry"},"_links":{"self":[{"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/pages\/293","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/users\/6"}],"replies":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/comments?post=293"}],"version-history":[{"count":44,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/pages\/293\/revisions"}],"predecessor-version":[{"id":672,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/pages\/293\/revisions\/672"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/media\/389"}],"wp:attachment":[{"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/media?parent=293"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}