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Corporate governance through the proxy contest : evidence and implications

Ikenberry, David - In: The journal of business : B 66 (1993) 3, pp. 405-435

Persistent link: https://www.econbiz.de/10001147958

Market underreaction to open market share repurchases

Ikenberry, David; Lakonishok, Josef; Vermaelen, Theo - 1993

Persistent link: https://www.econbiz.de/10000879079

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

Market underreaction to open market share repurchases

Ikenberry, David - In: Journal of financial economics 39 (1995) 2, pp. 181-208

Persistent link: https://www.econbiz.de/10001188050

On portfolio optimization : forecasting covariances and choosing the risk model

Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - In: The review of financial studies 12 (1999) 5, pp. 937-974

Persistent link: https://www.econbiz.de/10001434627

On Portfolio Optimization : Forecasting Covariances and Choosing the Risk Model

Chan, Louis K.C. - 1999

We evaluate the performance of different models for the covariance structure of stock returns, focusing on their use for optimal portfolio selection. Comparisons are based on forecasts of future covariances as well as the out-of-sample volatility of optimized portfolios from each model. A few...

Persistent link: https://www.econbiz.de/10012471761

Market Underreaction to Open Market Share Repurchases

Ikenberry, David - 1994

We examine long-run firm performance following open market share repurchase announcements which occurred during the period 1980 to 1990. We find that the average abnormal four-year buy-and-hold return measured after the initial announcement is 12.1 percent. For `value' stocks, companies more...

Persistent link: https://www.econbiz.de/10012473934

Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading

Lakonishok, Josef - 1991

evaluate the potential effect of their trading on stock prices. We address two aspects of trading by money managers: herding …, which refers to buying (selling) the same stocks as other managers buy (sell) at the same time; and positive … of substantial herding or positive-feedback trading by pension fund managers, except in small stocks. Also, there is no …

Persistent link: https://www.econbiz.de/10012475147

On Portfolio Optimization : Forecasting Covariances and Choosing the Risk Model

Chan, Louis K.C. - 2010

Persistent link: https://www.econbiz.de/10012763801

Market underreaction to open market share repurchases

Ikenberry, David - 1994

Persistent link: https://www.econbiz.de/10013416752