Louis Chan
Department of Finance
University of Illinois
113 Commerce West, MC 706
1206 S. Sixth
Champaign, IL 61820
Tel: 217/333-6391
E-Mail: 
Institutional Affiliation: University of Illinois
NBER Working Papers and Publications
| August 2006 | Benchmarking 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 
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| March 2003 | Analysts' Conflict of Interest and Biases in Earnings Forecasts
with Jason Karceski, Josef Lakonishok: 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).
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| May 2001 | The 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.
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| 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.
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| July 1999 | On 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.
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| 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.
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| March 1999 | On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
with Jason Karceski, Josef Lakonishok: w7039
Published: The Review of Financial Studies (Winter 1999).
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| July 1997 | The Risk and Return from Factors
with Jason Karceski, Josef Lakonishok: 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).
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| December 1995 | A 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.
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| Momentum Strategies
with Narasimhan Jegadeesh, Josef Lakonishok: w5375
Published: Journal of Finance (December 1996).
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