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 2,254

SSRN RANKINGS

Top 2,254

in Total Papers Downloads

12,588

CITATIONS
Rank 435

SSRN RANKINGS

Top 435

in Total Papers Citations

1,069

Scholarly Papers (15)

1.

Earnings Quality and Stock Returns: The Evidence from Accruals

Number of pages: 38 Posted: 15 Feb 2001
National Chengchi University (NCCU), Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 3,948 (1,580)
Citation 52

Abstract:

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 3,026 (2,662)
Citation 180

Abstract:

The Stock Market Valuation of Research and Development Expenditures

NBER Working Paper No. w7223
Number of pages: 46 Posted: 11 Jun 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 131 (183,118)
Citation 180

Abstract:

3.
Downloads 1,758 ( 6,978)

Momentum Strategies

NBER Working Paper No. w5375
Number of pages: 40 Posted: 24 Jul 2000
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 1,758 (6,832)
Citation 379

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:

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 1,129 (14,033)
Citation 36

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: 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 45 (350,120)
Citation 35

Abstract:

5.
Downloads 1,088 ( 15,162)
Citation 73

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 945 (18,415)
Citation 73

Abstract:

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 143 (170,559)
Citation 73

Abstract:

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

Abstract:

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 428 (54,266)
Citation 12

Abstract:

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
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 32 (399,004)
Citation 12

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, Nanyang Technological University - Division of Finance and University of Illinois at Urbana-Champaign

Abstract:

7.
Downloads 259 ( 97,520)
Citation 101

Earnings Quality and Stock Returns

NBER Working Paper No. w8308
Number of pages: 38 Posted: 03 Jun 2001
National Chengchi University (NCCU), Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 259 (97,038)
Citation 101

Abstract:

Earnings Quality and Stock Returns

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

Abstract:

On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model

NBER Working Paper No. w7039
Number of pages: 60 Posted: 20 Apr 1999
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 247 (102,088)
Citation 78

Abstract:

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

Abstract:

9.

On Mutual Fund Investment Styles

NBER Working Paper No. w7215
Number of pages: 48 Posted: 15 Dec 1999
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 161 (139,469)
Citation 77

Abstract:

10.
Downloads 106 (214,115)
Citation 76

The Risk and Return from Factors

NBER Working Paper No. w6098
Number of pages: 43 Posted: 10 Feb 1998
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 106 (215,200)
Citation 76

Abstract:

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

Abstract:

11.

A Cross-Market Comparison of Institutional Equity Trading Costs

NBER Working Paper No. w5374
Number of pages: 36 Posted: 07 Jul 2000
Louis K.C. Chan and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 52 (309,163)

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
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:

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

Abstract:

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

Abstract:

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

Abstract: