Louis K.C. Chan

University of Illinois at Urbana-Champaign - Department of Finance

Professor

1206 South Sixth Street

Champaign, IL 61820

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 2,469

SSRN RANKINGS

Top 2,469

in Total Papers Downloads

13,075

CITATIONS
Rank 439

SSRN RANKINGS

Top 439

in Total Papers Citations

1,067

Scholarly Papers (15)

1.

Earnings Quality and Stock Returns: The Evidence from Accruals

Number of pages: 38 Posted: 15 Feb 2001
National Chengchi Unversity (NCCU) - Finance, Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 4,164 (1,819)
Citation 52

Abstract:

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The Stock Market Valuation of Research and Development Expenditures

Number of pages: 43 Posted: 03 Jan 2000
Louis K.C. Chan, Josef Lakonishok and Theodore Sougiannis
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 3,077 (3,068)
Citation 180

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The Stock Market Valuation of Research and Development Expenditures

NBER Working Paper No. w7223
Number of pages: 46 Posted: 11 Jun 2000 Last Revised: 13 Oct 2010
Louis K.C. Chan, Josef Lakonishok and Theodore Sougiannis
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 134 (199,125)
Citation 180

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3.
Downloads 2,051 ( 6,192)
Citation 377

Momentum Strategies

NBER Working Paper No. w5375
Number of pages: 40 Posted: 24 Jul 2000 Last Revised: 24 Sep 2010
Louis K.C. Chan, Narasimhan Jegadeesh and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, Emory University - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 2,051 (6,055)
Citation 377

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Momentum Strategies

J. OF FINANCE, Vol. 51 No. 5, December 1996
Posted: 23 Oct 1996
Louis K.C. Chan, Narasimhan Jegadeesh and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, Emory University - Department of Finance and University of Illinois at Urbana-Champaign

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Analysts' Conflict of Interest and Biases in Earnings Forecasts

AFA 2004 San Diego Meetings; EFMA 2003 Helsinki Meetings
Number of pages: 58 Posted: 11 May 2003
Louis K.C. Chan, Jason J. Karceski and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign
Downloads 1,132 (16,058)
Citation 36

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Analysts' Conflict of Interest and Biases in Earnings Forecasts

NBER Working Paper No. w9544
Number of pages: 48 Posted: 08 Mar 2003 Last Revised: 01 Nov 2010
Louis K.C. Chan, Jason J. Karceski and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign
Downloads 46 (380,831)
Citation 35

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5.
Downloads 1,098 ( 17,124)
Citation 74

The Level and Persistence of Growth Rates

EFMA 2002 London Meetings
Number of pages: 52 Posted: 14 Jun 2002
Louis K.C. Chan, Jason J. Karceski and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign
Downloads 954 (20,765)
Citation 74

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The Level and Persistence of Growth Rates

NBER Working Paper No. w8282
Number of pages: 47 Posted: 10 May 2001 Last Revised: 22 Oct 2010
Louis K.C. Chan, Jason J. Karceski and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign
Downloads 144 (187,810)
Citation 74

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The Level and Persistence of Growth Rates

Journal of Finance, Vol. 58, pp. 643-684, April 2003
Posted: 12 Oct 2003
Louis K.C. Chan, Jason J. Karceski and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign

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Benchmarking Money Manager Performance: Issues and Evidence

Number of pages: 61 Posted: 08 Aug 2006 Last Revised: 23 Mar 2009
Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, Nanyang Technological University - Division of Finance and University of Illinois at Urbana-Champaign
Downloads 434 (59,974)
Citation 12

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Benchmarking, Portfolio Manager, Institutional Investors, Performance Evaluation

Benchmarking Money Manager Performance: Issues and Evidence

NBER Working Paper No. w12461
Number of pages: 63 Posted: 21 Aug 2006 Last Revised: 21 Jul 2010
Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, Nanyang Technological University - Division of Finance and University of Illinois at Urbana-Champaign
Downloads 33 (432,456)
Citation 12

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Benchmarking Money Manager Performance: Issues and Evidence

The Review of Financial Studies, Vol. 22, Issue 11, pp. 4553-4599, 2009
Posted: 08 Dec 2009
Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, Nanyang Technological University - Division of Finance and University of Illinois at Urbana-Champaign

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7.
Downloads 283 ( 99,101)

Earnings Quality and Stock Returns

NBER Working Paper No. w8308
Number of pages: 38 Posted: 03 Jun 2001 Last Revised: 22 Oct 2010
National Chengchi Unversity (NCCU) - Finance, Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 283 (98,608)
Citation 101

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Earnings Quality and Stock Returns

Journal of Business, July 2006
Posted: 28 Feb 2005
National Chengchi Unversity (NCCU) - Finance, Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign

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On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model

NBER Working Paper No. w7039
Number of pages: 60 Posted: 20 Apr 1999 Last Revised: 12 Oct 2010
Louis K.C. Chan, Jason J. Karceski and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign
Downloads 259 (108,265)
Citation 78

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On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model

As Published in Review of Financial Studies, Volume 12, Issue 5
Posted: 13 Mar 2000
Louis K.C. Chan, Jason J. Karceski and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign

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9.

On Mutual Fund Investment Styles

NBER Working Paper No. w7215
Number of pages: 48 Posted: 15 Dec 1999 Last Revised: 13 Oct 2010
Louis K.C. Chan, Hsiu-Lang Chen and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Chicago - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 192 (145,889)
Citation 77

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10.
Downloads 113 (226,036)

The Risk and Return from Factors

NBER Working Paper No. w6098
Number of pages: 43 Posted: 10 Feb 1998 Last Revised: 06 Oct 2010
Louis K.C. Chan, J. Karaceski and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, affiliation not provided to SSRN and University of Illinois at Urbana-Champaign
Downloads 113 (227,141)
Citation 75

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The Risk and Return from Factors

Journal of Financial and Quantitative Analysis, June 1998
Posted: 15 Jun 1998
Josef Lakonishok, Louis K.C. Chan and Jason J. Karceski
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Finance and LSV Asset Management

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11.

A Cross-Market Comparison of Institutional Equity Trading Costs

NBER Working Paper No. w5374
Number of pages: 36 Posted: 07 Jul 2000 Last Revised: 24 Sep 2010
Louis K.C. Chan and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 59 (334,437)

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12.

Are Analysts all Alike? Identifying Earnings Forecasting Ability

Journal of Investment Management, Vol. 6, No. 2, Second Quarter 2008
Posted: 15 May 2008
University of Illinois at Urbana-Champaign - Department of Finance, Leeds School of Business, University of Colorado Boulder, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Finance

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Security analysts, earnings forecasts, forcast accuracy, all-star analysts

13.

Industry Classifications and Return Comovement

Financial Analysts Journal, Vol. 63, No. 6, 2007
Posted: 14 Dec 2007
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign and LSV Asset Management

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Portfolio Management: Equity Strategies, Asset Allocation

14.

Value and Growth Investing: Review and Update

Financial Analysts Journal, Vol. 60, No. 1, pp. 71-86, January/February 2004
Posted: 13 Feb 2004
Louis K.C. Chan and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign

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Portfolio Management, Equity Strategies, Investment Theory, Behavioral Finance

15.

The Behavior of Stock Prices Around Institutional Trades

JOURNAL OF FINANCE, Vol 50 No. 4, September 1995
Posted: 25 Aug 1998
Louis K.C. Chan and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign

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