NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Louis Chan

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 Josef Lakonishok, 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

March 2003Analysts' Conflict of Interest and Biases in Earnings Forecasts
with Jason Karceski, Josef Lakonishok: w9544
May 2001The Level and Persistence of Growth Rates
with Jason Karceski, Josef Lakonishok: 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, Narasimhan Jegadeesh, Josef Lakonishok: 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.

July 1999On Mutual Fund Investment Styles
with Hsiu-Lang Chen, Josef Lakonishok: 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 Josef Lakonishok, 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 Jason Karceski, Josef Lakonishok: w7039

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

July 1997The Risk and Return from Factors
with Jason Karceski, Josef Lakonishok: w6098

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

December 1995A Cross-Market Comparison of Institutional Equity Trading Costs
with Josef Lakonishok: 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 Narasimhan Jegadeesh, Josef Lakonishok: w5375

Published: Journal of Finance (December 1996).

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

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us