Jason J. Karceski

LSV Asset Management

Portfolio Manager

155 N Wacker Dr.

Chicago, IL 60654

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 4,815

SSRN RANKINGS

Top 4,815

in Total Papers Downloads

7,280

CITATIONS
Rank 1,695

SSRN RANKINGS

Top 1,695

in Total Papers Citations

330

Scholarly Papers (10)

1.

Returns-Chasing Behavior, Mutual Funds and Beta's Death

AFA 2001 New Orleans; EFA 0412; University of Florida Working Paper
Number of pages: 52 Posted: 17 Sep 2000
Jason J. Karceski
LSV Asset Management
Downloads 1,353 (10,184)
Citation 30

Abstract:

Loading...

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 (14,501)
Citation 36

Abstract:

Loading...

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 (357,731)
Citation 35

Abstract:

Loading...

3.
Downloads 1,090 ( 15,620)
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 947 (18,929)
Citation 73

Abstract:

Loading...

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 (174,528)
Citation 73

Abstract:

Loading...

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:

Loading...

4.

Captured Money? Differences in the Performance Characteristics of Retail and Institutional Mutual Funds

University of Florida Working Paper; AFA 2003 Washington, DC Meetings
Number of pages: 40 Posted: 11 Feb 2002
Jason J. Karceski and Christopher M. James
LSV Asset Management and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 791 (23,386)
Citation 11

Abstract:

Loading...

mutual funds, institutions, agency problems

5.

Long-Run Performance Evaluation: Correlation and Heteroskedasticity-Consistent Tests

Number of pages: 42 Posted: 19 Apr 2004
Narasimhan Jegadeesh and Jason J. Karceski
Emory University - Department of Finance and LSV Asset Management
Downloads 725 (26,323)
Citation 17

Abstract:

Loading...

Long-run performance, statistical test

6.

The Impact of Bank Consolidation on Commercial Borrower Welfare

FRB International Finance Discussion Paper No. 679
Number of pages: 55 Posted: 08 Nov 2000
Jason J. Karceski, Steven Ongena and David C. Smith
LSV Asset Management, University of Zurich - Department of Banking and Finance and University of Virginia - McIntire School of Commerce
Downloads 586 (36,266)
Citation 39

Abstract:

Loading...

Bank relationships, bank mergers, market power

7.

What a Difference a Month Makes: Stock Analyst Valuations Following Initial Public Offerings

EFA 2004 Maastricht Meetings Paper No. 2495; University of Florida Working Paper
Number of pages: 39 Posted: 14 Aug 2003
Joel F. Houston, Christopher M. James and Jason J. Karceski
University of Florida - Department of Finance, Insurance and Real Estate, University of Florida - Department of Finance, Insurance and Real Estate and LSV Asset Management
Downloads 568 (36,904)
Citation 16

Abstract:

Loading...

IPO, analysts, recommendations, target prices

8.

Strength of Analyst Coverage Following IPOs

AFA 2006 Boston Meetings Paper
Number of pages: 45 Posted: 18 Oct 2005
Jason J. Karceski and Christopher M. James
LSV Asset Management and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 524 (41,904)
Citation 25

Abstract:

Loading...

Initial public offering, analyst, target price

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 250 (103,423)
Citation 78

Abstract:

Loading...

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:

Loading...

10.
Downloads 0 (217,636)

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:

Loading...