Research
Journal Articles
"Are All Analysts Alike? Identifying Earnings Forecasting Ability."
D. Ikenberry,
L. Chan,
J. Lakonishok,
S. Lee,
Journal of Investment Management,
(6)
1
1-19
2008
"Earnings Quality and Stock Returns."
K. Chan,
L. Chan,
N. Jegadeesh,
J. Lakonishok,
Journal of Business,
(79)
4
2006
"Value and Growth Investing: Review and Update."
J. Lakonishok,
L. Chan,
Financial Analysts Journal,
(60)
January:
1
71-86
2004
"The Level and Persistence of Growth Rates."
L. Chan,
J. Karceski,
J. Lakonishok,
Journal of Finance,
(58)
April:
2
634-684
2003
"On the Mutual Fund Investment Styles."
L. Chan,
H. Chen,
J. Lakonishok,
Review of Financial Studies,
(15)
Winter:
5
1407-1437
2002
"The Stock Market Valuation of Research and Development Expenditures."
T. Sougiannis,
L. Chan,
J. Lakonishok,
Journal of Finance,
(56)
December:
6
2431-2456
2001
SSRN Abstract
"A New Paradigm or the Same Old Hype?: The future of value versus growth investing."
L. Chan,
J. Karceski,
J. Lakonishok,
Financial Analysts Journal,
July:
2000
"The Profitability of Momentum Strategies."
L. Chan,
N. Jegadeesh,
J. Lakonishok,
Financial Analysts Journal,
November:
80-90
1999
"On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model."
L. Chan,
J. Karceski,
J. Lakonishok,
Review of Financial Studies,
(12)
Winter:
937-974
1999
"The Risk and Return from Factors."
L. Chan,
J. Karceski,
J. Lakonishok,
Journal of Financial and Quantitative Analysis,
(33)
June:
159-188
1998
"Institutional Equity Trading Costs: NYSE versus Nasdaq."
L. Chan,
J. Lakonishok,
Journal of Finance,
(52)
June:
2
713-735
1997
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