Research
Journal Articles
"Are All Analysts Alike? Identifying Earnings Forecasting Ability."
D. Ikenberry,
K. Chan,
J. Lakonishok,
S. Lee,
Journal of Investment Management,
(6)
1
1-19
2008
"Option Market Activity."
J. Lakonishok,
I. Lee,
N. Pearson,
A. Poteshman,
Review of Financial Studies,
(20)
May:
3
813-857
2007
"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
"Earnings Quality and Stock Returns."
K. Chan,
K. Chan,
N. Jegadeesh,
J. Lakonishok,
Journal of Business,
(79)
4
2006
"Value and Growth Investing: Review and Update."
J. Lakonishok,
K. Chan,
Financial Analysts Journal,
(60)
January:
1
71-86
2004
"The Level and Persistence of Growth Rates."
K. Chan,
J. Karceski,
J. Lakonishok,
Journal of Finance,
(58)
April:
2
634-684
2003
"On the Mutual Fund Investment Styles."
K. Chan,
H. Chen,
J. Lakonishok,
Review of Financial Studies,
(15)
Winter:
5
1407-1437
2002
"The Stock Market Valuation of Research and Development Expenditures."
K. Chan,
J. Lakonishok,
T. Sougiannis,
Journal of Finance,
(56)
December:
6
2431-2456
2001
SSRN Abstract
"Are Insiders' Trades Informative?."
J. Lakonishok,
I. Lee,
Review of Financial Studies,
Spring:
2001
"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
"Stock Repurchases in Canada: Performance and Strategic Trading."
D. Ikenberry,
J. Lakonishok,
T. Vermaelen,
Journal of Finance,
(55)
October:
5
2373-2398
2000
"The Profitability of Momentum Strategies."
K. Chan,
N. Jegadeesh,
J. Lakonishok,
Financial Analysts Journal,
November:
80-90
1999
"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
"Goods News for Value Stocks: Further Evidence on Market Efficiency."
J. Lakonishok,
R. La Porta,
A. Shleifer,
R. Vishny,
Journal of Finance,
(52)
June:
2
859-874
1997
"Institutional Equity Trading Costs: NYSE versus Nasdaq."
K. Chan,
J. Lakonishok,
Journal of Finance,
(52)
June:
2
713-735
1997
"Market Underreaction to Open Market Share Repurchases."
D. Ikenberry,
J. Lakonishok,
T. Vermaelen,
Journal of Financial Economics,
(39)
October:
181-208
1995
"Corporate Governance Through the Proxy Contest: Evidence and Implications."
D. Ikenberry,
J. Lakonishok,
Journal of Business,
(66)
July:
3
405-435
1993
Chapters in Books
"Seasonal Anomalies in Financial Markets: A Survey."
D. Ikenberry,
J. Lakonishok,
In A Reappraisal of the Efficiency of Financial Markets,
NATO Advanced Science Institute Series: Springer-Verlag,
1989