Finance People | All Faculty | MSF Program

Louis K.C. Chan

Professor of Finance and Department Chair and Hoeft Professor of Business



All Publications


Articles in Journals


Chan, K., Chan, K., Jegadeesh, N., Lakonishok, J. Forthcoming. Earnings Quality and Stock Returns. Journal of Business

Ikenberry, D., Chan, K., Lakonishok, J. , Lee, S. 2008. Are All Analysts Alike? Identifying Earnings Forecasting Ability. Journal of Investment Management, 6: 1-19

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

Lakonishok, J. , Chan, K. 2004. Value and Growth Investing: Review and Update. Financial Analysts Journal, 60: 71-86

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

Chan, K., Chen, H., Lakonishok, J. 2002. On the Mutual Fund Investment Styles. Review of Financial Studies, 15: 1407-1437

Chan, K., Lakonishok, J. , Sougiannis, T. 2001. The Stock Market Valuation of Research and Development Expenditures. Journal of Finance, 56: 2431-2456 SSRN Abstract

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

Chan, K., Jegadeesh, N., Lakonishok, J. 1999. The Profitability of Momentum Strategies. Financial Analysts Journal, 80-90

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

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

Chan, K., Lakonishok, J. 1997. Institutional Equity Trading Costs: NYSE versus Nasdaq. Journal of Finance, 52: 713-735

Working Papers


Chan, K., Karceski, J., Lakonishok, J. , Sougiannis, T. 2008. Balance Sheet Growth and the Predictability of Stock Returns

Presentations


Chan, K. 2004. Analysts" conflict of interest and biases in earning forecasts., American Finance Association Meetings

Chan, K. 2004. Update on the level and persistence of growth rates, Morgan Stanley Conference on Market Microstructure

Chan, K. 2004. Accounting information and stock returns, Joint Q Group, Inquire-UK and Inquire-Europe meeting

Chan, K. 2003. Analysts" conflict of interest and biases in earning forecasts., European Financial Management Association Meetings

Chan, K. 2003. Analysts" conflict of interest and biases in earning forecasts., University of Oulu, Finland

Chan, K. 2003. Analysts" conflict of interest and biases in earning forecasts., NBER Behavioral Finance meetings

Lakonishok, J. , Chan, H., Chan, K., Jegadeesh, N. 2002. The Accrual Effect in Stock Returns, Berkeley Program in Finance, Silverado.

Lakonishok, J. , Chan, K., Karceski, J. 2002. The Level and Persistence of Growth Rates, Berkeley Program of Finance, Silverado.

Chan, K. 2002. Research on momentum strategies, Journal of Empirical Finance Conference on Behavioral Finance

Lakonishok, J. , Chan, H., Chan, K., Jegadeesh, N. 2001. The Accrual Effect in Stock Returns, American Finance Association Meetings, New Orleans.

Lakonishok, J. , Chan, K., Karceski, J. 2001. The Level and Persistence of Growth Rates, NBER, Behavioral Finance Group, Chicago.

Lakonishok, J. , Chan, K., Sougiannis, T. 2000. The Stock Market Valuation of Research and Development Expenditures, American Finance Association Meetings, Boston.

Lakonishok, J. , Chan, K., Chen, H. 1999. On Mutual Fund Investment Styles, University of Rochester, Rochester.

Lakonishok, J. , Chan, K., Chen, H. 1999. On Mutual Fund Investment Styles, American Finance Association Meetings, New York.

Lakonishok, J. , Chan, K., Sougiannis, T. 1998. The Stock Market Valuation of Research and Development Expenditures, National Bureau of Economic Research, Behavioral Finance Meetings, Chicago.

Lakonishok, J. , Chan, K., Jegadeesh, N. 1997. Momentum Strategies, Conference on Investment Decisions and Behavioral Finance, Cambridge.

Lakonishok, J. , Chan, K., Jegadeesh, N. 1997. Momentum Strategies, Q Group, Tampa.