NBER Publications by Josef Lakonishok
Working Papers and Chapters
| August 2006 | Benchmarking Money Manager Performance: Issues and Evidence
with Louis Chan, Stephen G. Dimmock: w12461
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| February 2004 | Investor Behavior in the Option Market
with Inmoo Lee, Allen M. Poteshman: w10264
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| March 2003 | Analysts' Conflict of Interest and Biases in Earnings Forecasts
with Louis K. C. Chan, Jason Karceski: w9544
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| May 2001 | The Level and Persistence of Growth Rates
with Louis K.C. Chan, Jason Karceski: w8282
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| Earnings Quality and Stock Returns
with Konan Chan, Louis K. C. Chan, Narasimhan Jegadeesh: w8308
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| August 1999 | Stock Repurchases in Canada: Performance and Strategic Trading
with David Ikenberry, Theo Vermaelen: w7325
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| July 1999 | On Mutual Fund Investment Styles
with Louis K.C. Chan, Hsiu-Lang Chen: w7215
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| The Stock Market Valuation of Research and Development Expenditures
with Louis K.C. Chan, Theodore Sougiannis: w7223
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| March 1999 | On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
with Louis K.C. Chan, Jason Karceski: w7039
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| July 1998 | Are Insiders' Trades Informative?
with Inmoo Lee: w6656
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| July 1997 | The Risk and Return from Factors
with Louis K. C. Chan, Jason Karceski: w6098
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| December 1995 | A Cross-Market Comparison of Institutional Equity Trading Costs
with Louis K. C. Chan: w5374
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| Momentum Strategies
with Louis K. C. Chan, Narasimhan Jegadeesh: w5375
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| October 1995 | Good News for Value Stocks: Further Evidence on Market Efficiency
with Rafael La Porta, Andrei Shleifer, Robert Vishny: w5311
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| December 1994 | Market Underreaction to Open Market Share Repurchases
with David Ikenberry, Theo Vermaelen: w4965
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| May 1993 | Contrarian Investment, Extrapolation, and Risk
with Robert W. Vishny, Andrei Shleifer: w4360
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| September 1991 | Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading
with Andrei Shleifer, Robert W. Vishny: w3846
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| February 1991 | Window Dressing by Pension Fund Managers
with Andrei Shleifer, Richard Thaler, Robert Vishny: w3617
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Additional information about this author |
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Meetings
Recent Meetings
Summer Institute
Schedules and selected papers (in preliminary form) from past NBER Summer Institutes are available:
(
2009 )
(
2008 )
(
2007 )
(
earlier ) (
Econometrics Lectures )
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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