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 3,098

SSRN RANKINGS

Top 3,098

in Total Papers Downloads

14,290

SSRN CITATIONS
Rank 1,126

SSRN RANKINGS

Top 1,126

in Total Papers Citations

188

CROSSREF CITATIONS

864

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 4,265 (2,573)
Citation 36

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 3,210 (4,113)
Citation 25

Abstract:

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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 264 (138,761)
Citation 44

Abstract:

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3.
Downloads 2,609 ( 5,954)
Citation 1

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 2,609 (5,836)
Citation 1

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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

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 1,161 (21,210)
Citation 4

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Analysts&Apos; 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 2021
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 51 (462,192)
Citation 7

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5.
Downloads 1,173 ( 21,260)
Citation 20

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 1,021 (25,646)
Citation 20

Abstract:

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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: 18 Feb 2021
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 152 (231,256)

Abstract:

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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

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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, National University of Singapore and University of Illinois at Urbana-Champaign
Downloads 443 (77,727)
Citation 5

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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, National University of Singapore and University of Illinois at Urbana-Champaign
Downloads 47 (479,133)
Citation 4

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

Abstract:

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7.
Downloads 342 (105,751)

Earnings Quality and Stock Returns

NBER Working Paper No. w8308
Number of pages: 38 Posted: 03 Jun 2001 Last Revised: 15 Mar 2021
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 342 (105,017)
Citation 1

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Earnings Quality and Stock Returns

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: 28 Mar 2021
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 319 (113,491)
Citation 13

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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:

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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: 21 Mar 2021
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 205 (177,817)
Citation 9

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10.
Downloads 135 (254,019)

The Risk and Return from Factors

NBER Working Paper No. w6098
Number of pages: 43 Posted: 10 Feb 1998 Last Revised: 01 Mar 2021
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 135 (254,886)

Abstract:

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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

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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: 10 Mar 2021
Louis K.C. Chan and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 66 (401,986)

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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

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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