Author Page for Louis K.C. Chan

Earnings Quality and Stock Returns: The Evidence from Accruals

Number of pages: 38 Posted: 15 Feb 2001

Konan Chan, Narasimhan Jegadeesh, Louis K.C. Chan and Josef Lakonishok

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 4,344 (3,866)

Citation 39

Abstract:

2.

The Stock Market Valuation of Research and Development Expenditures

Downloads 3,856 ( 4,696)

Citation 396

2

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 3,298 (6,043)

Citation 32

Abstract:

The Stock Market Valuation of Research and Development Expenditures

NBER Working Paper No. w7223

Number of pages: 46 Posted: 11 Jun 2000 Last Revised: 28 Sep 2022

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 558 (82,123)

Citation 44

Abstract:

3.

Momentum Strategies

Downloads 3,579 ( 5,380)

Citation 1

2

Momentum Strategies

NBER Working Paper No. w5375

Number of pages: 40 Posted: 24 Jul 2000 Last Revised: 11 Mar 2022

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 3,579 (5,271)

Citation 1

Abstract:

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

Abstract:

4.

The Level and Persistence of Growth Rates

Downloads 1,738 (16,939)

Citation 40

3

The Level and Persistence of Growth Rates

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 1,539 (20,027)

Citation 20

Abstract:

The Level and Persistence of Growth Rates

NBER Working Paper No. w8282

Number of pages: 47 Posted: 10 May 2001 Last Revised: 20 Aug 2022

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 199 (252,216)

Citation 27

Abstract:

The Level and Persistence of Growth Rates

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

Abstract:

5.

Analysts' Conflict of Interest and Biases in Earnings Forecasts

Downloads 1,271 (27,138)

Citation 38

2

Analysts' Conflict of Interest and Biases in Earnings Forecasts

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 1,181 (29,774)

Citation 2

Abstract:

Analysts' Conflict of Interest and Biases in Earnings Forecasts

NBER Working Paper No. w9544

Number of pages: 48 Posted: 08 Mar 2003 Last Revised: 30 Jan 2022

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 90 (470,874)

Citation 7

Abstract:

6.

Benchmarking Money Manager Performance: Issues and Evidence

Downloads 548 (84,919)

Citation 26

3

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, National University of Singapore and University of Illinois at Urbana-Champaign

Downloads 471 (101,121)

Citation 5

Abstract:

Benchmarking Money Manager Performance: Issues and Evidence

NBER Working Paper No. w12461

Number of pages: 63 Posted: 21 Aug 2006 Last Revised: 21 Jul 2022

Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok

University of Illinois at Urbana-Champaign - Department of Finance, National University of Singapore and University of Illinois at Urbana-Champaign

Downloads 77 (518,592)

Citation 6

Abstract:

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, National University of Singapore and University of Illinois at Urbana-Champaign

Abstract:

7.

Earnings Quality and Stock Returns

Downloads 417 (117,929)

2

Earnings Quality and Stock Returns

NBER Working Paper No. w8308

Number of pages: 38 Posted: 03 Jun 2001 Last Revised: 15 Sep 2022

Konan Chan, Narasimhan Jegadeesh, Louis K.C. Chan and Josef Lakonishok

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 417 (116,777)

Citation 7

Abstract:

Earnings Quality and Stock Returns

Posted: 28 Feb 2005

Konan Chan, Narasimhan Jegadeesh, Louis K.C. Chan and Josef Lakonishok

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

Abstract:

8.

On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model

Downloads 393 (126,191)

Citation 19

2

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: 26 Sep 2022

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 393 (125,087)

Citation 19

Abstract:

On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model

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

Abstract:

9.

On Mutual Fund Investment Styles

NBER Working Paper No. w7215

Number of pages: 48 Posted: 15 Dec 1999 Last Revised: 19 Sep 2022

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 244 (208,381)

Citation 9

Abstract:

10.

The Risk and Return from Factors

Downloads 179 (277,489)

2

The Risk and Return from Factors

NBER Working Paper No. w6098

Number of pages: 43 Posted: 10 Feb 1998 Last Revised: 01 Sep 2022

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 179 (277,399)

Citation 4

Abstract:

The Risk and Return from Factors

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

Abstract:

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: 10 Mar 2022

Louis K.C. Chan and Josef Lakonishok

University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign

Downloads 73 (528,339)

Abstract:

12.

Are Analysts all Alike? Identifying Earnings Forecasting Ability

Journal of Investment Management, Vol. 6, No. 2, Second Quarter 2008

Posted: 15 May 2008

Louis K.C. Chan, David L. Ikenberry, Josef Lakonishok and Sangwoo Lee

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

Abstract:

13.

Industry Classifications and Return Comovement

Financial Analysts Journal, Vol. 63, No. 6, 2007

Posted: 14 Dec 2007

Louis K.C. Chan, Josef Lakonishok and Bhaskaran Swaminathan

University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign and LSV Asset Management

Abstract:

14.

Value and Growth Investing: Review and Update

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

Abstract:

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

Louis K.C. Chan

University of Illinois at Urbana-Champaign - Department of Finance

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Scholarly Papers (15)

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