Author Page for Josef Lakonishok

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 4,487 (4,717)

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:

2.

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 4,406 (4,947)

Citation 39

Abstract:

3.

The Stock Market Valuation of Research and Development Expenditures

Downloads 4,335 ( 5,092)

Citation 93

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 3,357 (7,590)

Citation 49

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 978 (50,388)

Citation 44

Abstract:

4.

The Level and Persistence of Growth Rates

Downloads 2,097 (16,365)

Citation 51

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 1,845 (19,720)

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 252 (259,634)

Citation 31

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.

Contrarian Investment, Extrapolation, and Risk

Downloads 1,884 (19,430)

Citation 333

2

Contrarian Investment, Extrapolation, and Risk

NBER Working Paper No. w4360

Number of pages: 48 Posted: 27 Apr 2000 Last Revised: 02 Dec 2022

Josef Lakonishok, Andrei Shleifer and Robert W. Vishny

University of Illinois at Urbana-Champaign, Harvard University - Department of Economics and University of Chicago - Booth School of Business

Downloads 1,884 (19,084)

Citation 333

Abstract:

Contrarian Investment, Extrapolation, and Risk

JOURNAL OF FINANCE, VOL. 49, NO. 5, December 1994

Posted: 26 Oct 1999

Josef Lakonishok, Andrei Shleifer and Robert W. Vishny

University of Illinois at Urbana-Champaign, Harvard University - Department of Economics and University of Chicago - Booth School of Business

Abstract:

6.

Analysts' Conflict of Interest and Biases in Earnings Forecasts

Downloads 1,366 (31,575)

Citation 9

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 1,193 (37,938)

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 173 (371,887)

Citation 7

Abstract:

7.

Market Underreaction to Open Market Share Repurchases

Downloads 803 (67,042)

2

Market Underreaction to Open Market Share Repurchases

NBER Working Paper No. w4965

Number of pages: 33 Posted: 25 Jul 2000 Last Revised: 28 Jul 2022

David L. Ikenberry, Josef Lakonishok and Theo Vermaelen

Leeds School of Business, University of Colorado Boulder, University of Illinois at Urbana-Champaign and INSEAD - Finance

Downloads 803 (66,003)

Abstract:

Market Underreaction to Open Market Share Repurchases

Rice University Working Paper Series No 106

Posted: 06 Sep 1999

David L. Ikenberry, Josef Lakonishok and Theo Vermaelen

Leeds School of Business, University of Colorado Boulder, University of Illinois at Urbana-Champaign and INSEAD - Finance

Abstract:

8.

Benchmarking Money Manager Performance: Issues and Evidence

Downloads 676 (83,873)

Citation 13

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 535 (111,398)

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 141 (443,264)

Citation 8

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:

9.

On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model

Downloads 487 (126,589)

Citation 23

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 487 (125,003)

Citation 23

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:

10.

Earnings Quality and Stock Returns

Downloads 483 (127,800)

Citation 13

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 483 (126,207)

Citation 13

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:

11.

Good News for Value Stocks: Further Evidence on Market Efficiency

NBER Working Paper No. w5311

Number of pages: 24 Posted: 02 Sep 2000 Last Revised: 08 Jul 2022

Rafael La Porta, Josef Lakonishok, Andrei Shleifer and Robert W. Vishny

Dartmouth College - Tuck School of Business, University of Illinois at Urbana-Champaign, Harvard University - Department of Economics and University of Chicago - Booth School of Business

Downloads 445 (141,109)

Citation 9

Abstract:

12.

Window Dressing by Pension Fund Managers

NBER Working Paper No. w3617

Number of pages: 15 Posted: 08 Jan 2008 Last Revised: 22 Jul 2023

Josef Lakonishok, Andrei Shleifer, Richard H. Thaler and Robert W. Vishny

University of Illinois at Urbana-Champaign, Harvard University - Department of Economics, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 348 (186,072)

Citation 14

Abstract:

13.

Are Insiders' Trades Informative?

NBER Working Paper No. w6656

Number of pages: 47 Posted: 11 Sep 1998 Last Revised: 04 Apr 2022

Josef Lakonishok and Inmoo Lee

University of Illinois at Urbana-Champaign and KAIST College of Business

Downloads 344 (188,452)

Citation 9

Abstract:

14.

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 283 (232,282)

Citation 9

Abstract:

15.

Investor Behavior in the Option Market

NBER Working Paper No. w10264

Number of pages: 54 Posted: 31 Jan 2004 Last Revised: 20 Jul 2022

Josef Lakonishok, Inmoo Lee and Allen M. Poteshman

University of Illinois at Urbana-Champaign, KAIST College of Business and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 267 (246,486)

Citation 14

Abstract:

16.

Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading

NBER Working Paper No. w3846

Number of pages: 32 Posted: 27 Apr 2000 Last Revised: 07 Jul 2022

Josef Lakonishok, Andrei Shleifer and Robert W. Vishny

University of Illinois at Urbana-Champaign, Harvard University - Department of Economics and University of Chicago - Booth School of Business

Downloads 255 (258,261)

Citation 140

Abstract:

17.

The Risk and Return from Factors

Downloads 233 (282,352)

Citation 4

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 233 (280,745)

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:

18.

Stock Repurchases in Canada: Performance and Strategic Trading

NBER Working Paper No. w7325

Number of pages: 37 Posted: 11 Feb 2000 Last Revised: 09 Jul 2022

David L. Ikenberry, Josef Lakonishok and Theo Vermaelen

Leeds School of Business, University of Colorado Boulder, University of Illinois at Urbana-Champaign and INSEAD - Finance

Downloads 189 (344,062)

Citation 1

Abstract:

19.

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 85 (637,798)

Abstract:

20.

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:

21.

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 Compassion AI, LLC

Abstract:

22.

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:

23.

Are Insider Trades Informative?

Posted: 05 Mar 2001

Josef Lakonishok and Inmoo Lee

University of Illinois at Urbana-Champaign and KAIST College of Business

Abstract:

24.

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

Josef Lakonishok

University of Illinois at Urbana-Champaign

William G. Karnes Professor in Mergers & Acquisitions

National Bureau of Economic Research (NBER)

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