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Momentum strategies

Chan, Louis K. C. - 1995

Persistent link: https://www.econbiz.de/10000935825

Are insiders' trades informative?

Lakonishok, Josef; Lee, Inmoo - 1998

Persistent link: https://www.econbiz.de/10000673936

The risk and return from factors

Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997

Persistent link: https://www.econbiz.de/10000634580

The stock market valuation of research and development expenditures

Chan, Louis K. C.; Lakonishok, Josef; Sougiannis, Theodore - 1999

Persistent link: https://www.econbiz.de/10001399757

On portfolio optimization : forecasting covariances and choosing the risk model

Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1999

Persistent link: https://www.econbiz.de/10001378371

Good news for value stocks : further evidence on market efficiency

Porta, Rafael La; La Porta, Rafael; Lakonishok, Josef; … - 1995

Persistent link: https://www.econbiz.de/10000928825

The level and persistence of growth rates

Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 2001

Persistent link: https://www.econbiz.de/10001581913

Stock repurchases in Canada : performance and strategic trading

Ikenberry, David; Lakonishok, Josef; Vermaelen, Theo - 1999

Persistent link: https://www.econbiz.de/10001415050

Analysts' conflict of interest and biases in earnings forecasts

Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 2003

Persistent link: https://www.econbiz.de/10001744318

Real-time macroeconomic data and ex ante predictability of stock returns

Döpke, Jörg (contributor); Hartmann, Daniel (contributor); … - 2006

We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic data did not contribute much to ex ante...

Persistent link: https://www.econbiz.de/10003304970