Robert Novy-Marx

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0009-3865-0272

Publications

• Model Comparison with Transaction Costs — The Journal of Finance 2023 (name-matched, not ORCID-linked)
• Betting against betting against beta — Journal of Financial Economics 2022
• A Taxonomy of Anomalies and Their Trading Costs — The Review of Financial Studies 2016
• Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars — Journal of Financial Economics 2014
• The other side of value: The gross profitability premium — Journal of Financial Economics 2013
• Is momentum really momentum?⋆ — Journal of Financial Economics 2012
• Operating Leverage — Review of Finance 2011
• Public Pension Promises: How Big Are They and What Are They Worth? — The Journal of Finance 2011 (name-matched, not ORCID-linked)
• An Equilibrium Model of Investment Under Uncertainty — The Review of Financial Studies 2007