Department of Finance
University of Illinois
113 Commerce West, MC 706
1206 S. Sixth
Champaign, IL 61820
Institutional Affiliation: University of Illinois
NBER Working Papers and Publications
|August 2006||Benchmarking Money Manager Performance: Issues and Evidence|
with , : 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 2003||Analysts' Conflict of Interest and Biases in Earnings Forecasts|
with , : w9544
Published: Louis K. C. Chan & Jason Karceski & Josef Lakonishok, 2007. "Analysts' Conflicts of Interest and Biases in Earnings Forecasts," Journal of Financial and Quantitative Analysis, vol 42(04).
|May 2001||The Level and Persistence of Growth Rates|
with , : 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, , : 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 1999||On Mutual Fund Investment Styles|
with , : 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 , 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 1999||On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model|
with , : w7039
Published: The Review of Financial Studies (Winter 1999).
|July 1997||The Risk and Return from Factors|
with , : 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 : w5374
Published: Published as "Institutional Equity Trading Costs: NYSE Versus Nasdaq", Journal of Finance, Vol. 52, no. 2 (June 1997): 713-735.
with , : w5375
Published: Journal of Finance (December 1996).