University of Illinois, Department of Finance
College of Commerce & Business Administration
1206 S. Sixth Street
Champaign, IL 61820
NBER Working Papers and Publications
|August 2006||Benchmarking 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 2004||Investor Behavior in the Option Market|
with Inmoo Lee, Allen M. Poteshman: w10264
|March 2003||Analysts' Conflict of Interest and Biases in Earnings Forecasts|
with Louis K. C. Chan, Jason Karceski: w9544
|May 2001||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.
|The 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.
|August 1999||Stock Repurchases in Canada: Performance and Strategic Trading|
with David Ikenberry, Theo Vermaelen: w7325
Published: Journal of Finance (October 2000). citation courtesy of
|July 1999||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.
|On 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.
|March 1999||On 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 1998||Are Insiders' Trades Informative?|
with Inmoo Lee: w6656
Published: Review of Financial Studies, Volume: 14 Issue: 1 Pages: 79-111 (2001)
|July 1997||The Risk and Return from Factors|
with Louis K. C. Chan, Jason Karceski: w6098
Published: Louis K. C. Chan & Jason Karceski & Josef Lakonishok, 1998. "The Risk and Return from Factors," The Journal of Financial and Quantitative Analysis, vol 33(2).
|December 1995||A 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.
with Louis K. C. Chan, Narasimhan Jegadeesh: w5375
Published: Journal of Finance (December 1996).
|October 1995||Good 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 1994||Market 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 1993||Contrarian 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 1991||Do 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 1991||Window 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