NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Josef Lakonishok

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

August 2006Benchmarking Money Manager Performance: Issues and Evidence
with Louis Chan, Stephen G. Dimmock: w12461

Published: Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok, 2009. "Benchmarking Money Manager Performance: Issues and Evidence," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(11), pages 4553-4599, November. citation courtesy of

February 2004Investor Behavior in the Option Market
with Inmoo Lee, Allen M. Poteshman: w10264
March 2003Analysts' Conflict of Interest and Biases in Earnings Forecasts
with Louis K. C. Chan, Jason Karceski: w9544
May 2001The Level and Persistence of Growth Rates
with Louis K.C. Chan, Jason Karceski: w8282

Published: Chan, Louis K. C., Jason Karceski, and Josef Lakonishok. "The Level and Persistence of Growth Rates." Journal of Finance 58, 2 (April 2003): 643-84.

Earnings Quality and Stock Returns
with Konan Chan, Louis K. C. Chan, Narasimhan Jegadeesh: w8308

Published: Chan, Konan, Louis K. C. Chan, Narsimhan Jegadeesh, and Josef Lakonishok. "Earnings Quality and Stock Returns." Journal of Business 79, 3 (May 2006): 1041-82.

August 1999Stock Repurchases in Canada: Performance and Strategic Trading
with David Ikenberry, Theo Vermaelen: w7325

Published: Journal of Finance (October 2000). citation courtesy of

July 1999On Mutual Fund Investment Styles
with Louis K.C. Chan, Hsiu-Lang Chen: w7215

Published: Louis K. C. Chan & Hsiu-Lang Chen & Josef Lakonishok, 2002. "On Mutual Fund Investment Styles," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(5), pages 1407-1437.

The Stock Market Valuation of Research and Development Expenditures
with Louis K.C. Chan, Theodore Sougiannis: w7223

Published: Louis K. C. Chan, 2001. "The Stock Market Valuation of Research and Development Expenditures," Journal of Finance, American Finance Association, vol. 56(6), pages 2431-2456, December.

March 1999On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
with Louis K.C. Chan, Jason Karceski: w7039

Published: The Review of Financial Studies (Winter 1999).

July 1998Are Insiders' Trades Informative?
with Inmoo Lee: w6656

Published: Review of Financial Studies, Volume: 14 Issue: 1 Pages: 79-111 (2001)

July 1997The Risk and Return from Factors
with Louis K. C. Chan, Jason Karceski: w6098

Published: JFQA, Vol. 33, no. 2 (June 1998): 159-188.

December 1995A Cross-Market Comparison of Institutional Equity Trading Costs
with Louis K. C. Chan: w5374

Published: Published as "Institutional Equity Trading Costs: NYSE Versus Nasdaq", Journal of Finance, Vol. 52, no. 2 (June 1997): 713-735.

Momentum Strategies
with Louis K. C. Chan, Narasimhan Jegadeesh: w5375

Published: Journal of Finance (December 1996).

October 1995Good News for Value Stocks: Further Evidence on Market Efficiency
with Rafael La Porta, Andrei Shleifer, Robert Vishny: w5311

Published: Journal of Finance, Vol. 52, no. 2 (June 1997): 859-873. citation courtesy of

December 1994Market Underreaction to Open Market Share Repurchases
with David Ikenberry, Theo Vermaelen: w4965

Published: Journal of Financial Economics, Oct-Nov 1995, vol 39, no 2 and 3, pp 181-20 8. citation courtesy of

May 1993Contrarian Investment, Extrapolation, and Risk
with Robert W. Vishny, Andrei Shleifer: w4360

Published: Journal of Finance, December 1994, Vol. XLIX, No. 5, pp. 1541-1578. citation courtesy of

September 1991Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading
with Andrei Shleifer, Robert W. Vishny: w3846

Published: "The Impact of Institutional Investors on Stock Prices", Journal of Financial Economics, August 1992, vol 32, no. 1, pp 23-43

February 1991Window Dressing by Pension Fund Managers
with Andrei Shleifer, Richard Thaler, Robert Vishny: w3617

Published: American Economic Review Papers and Proceedings, May 1991. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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