Kuo Chi Chan

If you made any changes in Pure these will be visible here soon.

Research Output

2013

Mutual fund investment styles

Chan, K. C., Lakonishok, J. & Chen, H., 2013, Handbook of Equity Style Management. Coggin, T. D. & Fabozzi, F. J. (eds.). John Wiley & Sons, p. 359-406

Research output: Chapter in Book/Report/Conference proceedingChapter

2009

Benchmarking money manager performance: Issues and evidence

Chan, L. K. C., Dimmock, S. G. & Lakonishok, J., Nov 1 2009, In : Review of Financial Studies. 22, 11, p. 4553-4599 47 p.

Research output: Contribution to journalArticle

2008

Are Analysts All Alike? Identifying Earnings Forecasting Ability

Chan, K. C., Lakonishok, J. & Lee, S., 2008, In : Journal Of Investment Management. 6, 2

Research output: Contribution to journalArticle

Balance Sheet Growth and the Predictability of Stock Returns

Sougiannis, T., Chan, K. C., Karceski, J. & Lakonishok, J., May 2008.

Research output: Working paper

2007

Analysts' conflicts of interest and biases in earnings forecasts

Chan, L. K. C., Karceski, J. & Lakonishok, J., Dec 1 2007, In : Journal of Financial and Quantitative Analysis. 42, 4, p. 893-914 22 p.

Research output: Contribution to journalArticle

Industry classifications and return comovement

Chan, L. K. C., Lakonishok, J. & Swaminathan, B., Nov 1 2007, In : Financial Analysts Journal. 63, 6, p. 56-70 15 p.

Research output: Contribution to journalArticle

2006

Earnings quality and stock returns

Chan, K., Chan, L. K. C., Jegadeesh, N. & Lakonishok, J., May 1 2006, In : Journal of Business. 79, 3, p. 1041-1082 42 p.

Research output: Contribution to journalReview article

2004

Value and growth investing: Review and update

Chan, L. K. C. & Lakonishok, J., Jan 1 2004, In : Financial Analysts Journal. 60, 1, p. 71-86 16 p.

Research output: Contribution to journalReview article

2003

The Level and Persistence of Growth Rates

Chan, L. K. C., Karceski, J. & Lakonishok, J., Apr 1 2003, In : Journal of Finance. 58, 2, p. 643-684 42 p.

Research output: Contribution to journalReview article

2002

On Mutual Fund Investment Styles

Chan, L. K. C., Chen, H. L. & Lakonishok, J., Jan 1 2002, In : Review of Financial Studies. 15, 5, p. 1407-1437 31 p.

Research output: Contribution to journalArticle

2001

The Stock Market Valuation of Research and Development Expenditures

Chan, L. K. C., Lakonishok, J. & Sougiannis, T., Dec 2001, In : Journal of Finance. 56, 6, p. 2431-2456 26 p.

Research output: Contribution to journalReview article

2000

New Paradigm or Same Old Hype in Equity Investing?

Chan, L. K. C., Karceski, J. & Lakonishok, J., Jan 1 2000, In : Financial Analysts Journal. 56, 4, p. 23-36 14 p.

Research output: Contribution to journalArticle

1999

On portfolio optimization: Forecasting covariances and choosing the risk model

Chan, L. K. C., Karceski, J. & Lakonishok, J., Jan 1 1999, In : Review of Financial Studies. 12, 5, p. 937-974 38 p.

Research output: Contribution to journalArticle

The Profitability of Momentum Strategies

Chan, K. C., Jegadeesh, N. & Lakonishok, J., Jan 1 1999, In : Financial Analysts Journal. 55, 6, p. 80-90 11 p.

Research output: Contribution to journalArticle

1998

The risk and return from factors

Chan, L. K. C., Karceski, J. & Lakonishok, J., Jun 1998, In : Journal of Financial and Quantitative Analysis. 33, 2, p. 159-188 30 p.

Research output: Contribution to journalArticle

1997

Institutional equity trading costs: NYSE versus Nasdaq

Chan, L. K. C. & Lakonishok, J., Jun 1997, In : Journal of Finance. 52, 2, p. 713-735 23 p.

Research output: Contribution to journalArticle

1996

Momentum strategies

Chan, L. K. C., Jegadeesh, N. & Lakonishok, J., Dec 1996, In : Journal of Finance. 51, 5, p. 1681-1713 33 p.

Research output: Contribution to journalArticle

1995

Evaluating the performance of value versus glamour stocks The impact of selection bias

Chan, K. C., Jegadeesh, N. & Lakonishok, J., Jul 1995, In : Journal of Financial Economics. 38, 3, p. 269-296 28 p.

Research output: Contribution to journalArticle

The Behavior of Stock Prices Around Institutional Trades

CHAN, LOUIS. K. C. & LAKONISHOK, JOSEF., Sep 1995, In : The Journal of Finance. 50, 4, p. 1147-1174 28 p.

Research output: Contribution to journalArticle

1993

Institutional trades and intraday stock price behavior

Chan, L. K. C. & Lakonishok, J., Apr 1993, In : Journal of Financial Economics. 33, 2, p. 173-199 27 p.

Research output: Contribution to journalArticle

1992

Robust Measurement of Beta Risk

Lakonishok, J. & Chan, L. K., Jun 1992, In : Journal of Financial and Quantitative Analysis. 27, 2, p. 265-282 18 p.

Research output: Contribution to journalArticle

1991

Fundamentals and Stock Returns in Japan

CHAN, LOUIS. K. C., HAMAO, YASUSHI. & LAKONISHOK, JOSEF., Dec 1991, In : The Journal of Finance. 46, 5, p. 1739-1764 26 p.

Research output: Contribution to journalArticle

1988

Unanticipated monetary policy and real economic activity: Some cross-regime evidence

Chan, K. C., 1988, In : Journal of Monetary Economics. 22, 3, p. 439-459 21 p.

Research output: Contribution to journalArticle

1983

Uncertainty and the neutrality of government financing policy

Chan, L. K. C., 1983, In : Journal of Monetary Economics. 11, 3, p. 351-372 22 p.

Research output: Contribution to journalArticle