NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Josef Lakonishok

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

August 2006Benchmarking Money Manager Performance: Issues and Evidence
with Louis Chan, Stephen G. Dimmock: w12461
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
Earnings Quality and Stock Returns
with Konan Chan, Louis K. C. Chan, Narasimhan Jegadeesh: w8308
August 1999Stock Repurchases in Canada: Performance and Strategic Trading
with David Ikenberry, Theo Vermaelen: w7325
July 1999On Mutual Fund Investment Styles
with Louis K.C. Chan, Hsiu-Lang Chen: w7215
The Stock Market Valuation of Research and Development Expenditures
with Louis K.C. Chan, Theodore Sougiannis: w7223
March 1999On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
with Louis K.C. Chan, Jason Karceski: w7039
July 1998Are Insiders' Trades Informative?
with Inmoo Lee: w6656
July 1997The Risk and Return from Factors
with Louis K. C. Chan, Jason Karceski: w6098
December 1995A Cross-Market Comparison of Institutional Equity Trading Costs
with Louis K. C. Chan: w5374
Momentum Strategies
with Louis K. C. Chan, Narasimhan Jegadeesh: w5375
October 1995Good News for Value Stocks: Further Evidence on Market Efficiency
with Rafael La Porta, Andrei Shleifer, Robert Vishny: w5311
December 1994Market Underreaction to Open Market Share Repurchases
with David Ikenberry, Theo Vermaelen: w4965
May 1993Contrarian Investment, Extrapolation, and Risk
with Robert W. Vishny, Andrei Shleifer: w4360
September 1991Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading
with Andrei Shleifer, Robert W. Vishny: w3846
February 1991Window Dressing by Pension Fund Managers
with Andrei Shleifer, Richard Thaler, Robert Vishny: w3617

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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