I Logo link to the College of Business I Logo link to the University of Illinois
spacer Title Bar link to the Department of Finance   Title Bar redirect to college

Jason Karceski

Co-Author

Research coAuthored with College of Business Faculty

Journal Articles

"Analysts' Conflicts of Interest and Biases in Earnings Forecasts.." K. Chan, J. Karceski, J. Lakonishok, Journal of Financial and Quantitative Analysis, (42) December: 4 893-913 2007


"The Level and Persistence of Growth Rates." K. Chan, J. Karceski, J. Lakonishok, Journal of Finance, (58) April: 2 634-684 2003


"A New Paradigm or the Same Old Hype?: The future of value versus growth investing." K. Chan, J. Karceski, J. Lakonishok, Financial Analysts Journal, July: 2000


"On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model." K. Chan, J. Karceski, J. Lakonishok, Review of Financial Studies, (12) Winter: 937-974 1999


"The Risk and Return from Factors." K. Chan, J. Karceski, J. Lakonishok, Journal of Financial and Quantitative Analysis, (33) June: 159-188 1998

Working Papers

"Balance Sheet Growth and the Predictability of Stock Returns." K. Chan, J. Karceski, J. Lakonishok, T. Sougiannis, [Working Paper] 2008

 

uiuc.edu © Copyright 2007 Department of Finance, University of Illinois