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On mutual fund investment styles

Chan, Louis K. C.; Chen, Hsiu-lang; Lakonishok, Josef - In: The review of financial studies 15 (2002) 5, pp. 1407-1437

Persistent link: https://www.econbiz.de/10001718724

On mutual fund investment styles

Chan, Louis K. C.; Chen, Hsiu-lang; Lakonishok, Josef - 1999

Persistent link: https://www.econbiz.de/10001394329

Momentum strategies

Chan, Louis K. C. - 1995

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

Momentum strategies

Chan, Louis K. C.; Jegadeesh, Narasimhan; Lakonishok, Josef - 1995

Persistent link: https://www.econbiz.de/10000924877

Momentum Strategies

Chan, Louis K. C. - 1995

We relate the predictability of future returns from past returns to the market's underreaction to information, focusing on past earnings news. Past return and past earnings surprise each predict large drifts in future returns after controlling for the other. There is little evidence of...

Persistent link: https://www.econbiz.de/10012473492