2

Contrarian Investment, Extrapolation, and Risk

Josef Lakonishok, Andrei Shleifer and Robert W. Vishny
Journal:
The Journal of Finance
Year:
1994
Language:
english
File:
PDF, 1.08 MB
english, 1994
3

Momentum Strategies

LOUIS K. C. CHAN, NARASIMHAN JEGADEESH, JOSEF LAKONISHOK
Journal:
The Journal of Finance
Year:
1996
Language:
english
File:
PDF, 2.18 MB
english, 1996
4

Value and Growth Investing: Review and Update

Louis K. C. Chan and Josef Lakonishok
Journal:
Financial Analysts Journal
Year:
2004
Language:
english
File:
PDF, 2.59 MB
english, 2004
5

The impact of institutional trading on stock prices

Josef Lakonishok, Andrei Shleifer, Robert W. Vishny
Journal:
Journal of Financial Economics
Year:
1992
Language:
english
File:
PDF, 1.39 MB
english, 1992
8

Volume and turn-of-the-year behavior

Josef Lakonishok, Seymour Smidt
Journal:
Journal of Financial Economics
Year:
1984
Language:
english
File:
PDF, 1.39 MB
english, 1984
10

Measuring abnormal performance: Do stocks overreact?

Navin Chopra, Josef Lakonishok, Jay R. Ritter
Journal:
Journal of Financial Economics
Year:
1992
Language:
english
File:
PDF, 4.10 MB
english, 1992
11

The Profitability of Momentum Strategies

Chan, Louis K.C., Jegadeesh, Narasimhan, Lakonishok, Josef
Journal:
Financial Analysts Journal
Year:
1999
Language:
english
File:
PDF, 185 KB
english, 1999
12

Institutional trades and intraday stock price behavior

Louis K.C. Chan, Josef Lakonishok
Journal:
Journal of Financial Economics
Year:
1993
Language:
english
File:
PDF, 1.71 MB
english, 1993
13

The Behavior of Stock Prices Around Institutional Trades

CHAN, LOUIS K. C., LAKONISHOK, JOSEF
Journal:
The Journal of Finance
Year:
1995
Language:
english
File:
PDF, 1.88 MB
english, 1995
16

Fundamentals and Stock Returns in Japan

Louis K. C. Chan, Yasushi Hamao and Josef Lakonishok
Journal:
The Journal of Finance
Year:
1991
Language:
english
File:
PDF, 715 KB
english, 1991
17

Earnings Quality and Stock Returns*

Chan, Konan, Chan, Louis K. C., Jegadeesh, Narasimhan, Lakonishok, Josef
Journal:
The Journal of Business
Year:
2006
Language:
english
File:
PDF, 261 KB
english, 2006
18

Systematic risk, total risk and size as determinants of stock market returns

Josef Lakonishok, Alan C. Shapiro
Journal:
Journal of Banking & Finance
Year:
1986
Language:
english
File:
PDF, 1.15 MB
english, 1986
19

The Level and Persistence of Growth Rates

Louis K. C. Chan, Jason Karceski and Josef Lakonishok
Journal:
The Journal of Finance
Year:
2003
Language:
english
File:
PDF, 1.11 MB
english, 2003
22

On Mutual Fund Investment Styles

Louis K. C. Chan, Hsiu-Lang Chen and Josef Lakonishok
Journal:
Review of Financial Studies
Year:
2002
Language:
english
File:
PDF, 820 KB
english, 2002
23

Market underreaction to open market share repurchases

David Ikenberry, Josef Lakonishok, Theo Vermaelen
Journal:
Journal of Financial Economics
Year:
1995
Language:
english
File:
PDF, 1.76 MB
english, 1995
24

The Risk and Return from Factors

Louis K. C. Chan, Jason Karceski and Josef Lakonishok
Journal:
Journal of Financial and Quantitative Analysis
Year:
1998
Language:
english
File:
PDF, 843 KB
english, 1998
25

Past price changes and current trading volume

Lakonishok, Josef, Smidt, Seymour
Journal:
The Journal of Portfolio Management
Year:
1989
Language:
english
File:
PDF, 648 KB
english, 1989
26

Stock Market Return Expectations: Some General Properties

Josef Lakonishok
Journal:
The Journal of Finance
Year:
1980
Language:
english
File:
PDF, 346 KB
english, 1980
27

Weekend Effects on Stock Returns: A Note

Josef Lakonishok and Maurice Levi
Journal:
The Journal of Finance
Year:
1982
Language:
english
File:
PDF, 277 KB
english, 1982
28

Are Insider Trades Informative?

Josef Lakonishok and Inmoo Lee
Journal:
Review of Financial Studies
Year:
2001
Language:
english
File:
PDF, 990 KB
english, 2001
29

Option Market Activity

Josef Lakonishok, Inmoo Lee, Neil D. Pearson and Allen M. Poteshman
Journal:
Review of Financial Studies
Year:
2007
Language:
english
File:
PDF, 4.64 MB
english, 2007
30

Volume for Winners and Losers: Taxation and Other Motives for Stock Trading

Lakonishok, Josef, Smidt, Seymour
Journal:
The Journal of Finance
Year:
1986
Language:
english
File:
PDF, 537 KB
english, 1986
31

New Paradigm or Same Old Hype in Equity Investing?

Louis K. C. Chan, Jason Karceski and Josef Lakonishok
Journal:
Financial Analysts Journal
Year:
2000
Language:
english
File:
PDF, 2.49 MB
english, 2000
32

Financial analysts' forecasts of earnings: Their value to investors

Dan Givoly, Josef Lakonishok
Journal:
Journal of Banking & Finance
Year:
1980
Language:
english
File:
PDF, 832 KB
english, 1980
33

Stock Returns, Beta, Variance and Size: An Empirical Analysis

Lakonishok, Josef, Shapiro, Alan C.
Journal:
Financial Analysts Journal
Year:
1984
Language:
english
File:
PDF, 1.02 MB
english, 1984
34

Industry Classifications and Return Comovement

Louis K. C. Chan, Josef Lakonishok and Bhaskaran Swaminathan
Journal:
Financial Analysts Journal
Year:
2007
Language:
english
File:
PDF, 2.59 MB
english, 2007
36

Weekend Effects on Stock Returns: A Comment

Josef Lakonishok and Maurice Levi
Journal:
The Journal of Finance
Year:
1985
Language:
english
File:
PDF, 170 KB
english, 1985
38

The Level and Persistence of Growth Rates

Louis K. C. Chan, Jason Karceski, Josef Lakonishok
Journal:
The Journal of Finance
Year:
2003
Language:
english
File:
PDF, 290 KB
english, 2003
40

The Quality of Analysts' Forecasts of Earnings

Dan Givoly and Josef Lakonishok
Journal:
Financial Analysts Journal
Year:
1984
Language:
english
File:
PDF, 1.49 MB
english, 1984
42

Anomalous Price Behavior Around Repurchase Tender Offers

Lakonishok, Josef, Vermaelen, Theo
Journal:
The Journal of Finance
Year:
1990
Language:
english
File:
PDF, 604 KB
english, 1990
43

Stock Repurchases in Canada: Performance and Strategic Trading

David Ikenberry, Josef Lakonishok, Theo Vermaelen
Journal:
The Journal of Finance
Year:
2000
Language:
english
File:
PDF, 123 KB
english, 2000
45

Momentum Strategies

Louis K. C. Chan, Narasimhan Jegadeesh and Josef Lakonishok
Journal:
The Journal of Finance
Year:
1996
Language:
english
File:
PDF, 915 KB
english, 1996
47

Are Seasonal Anomalies Real? A Ninety-Year Perspective

Josef Lakonishok and Seymour Smidt
Journal:
Review of Financial Studies
Year:
1988
Language:
english
File:
PDF, 467 KB
english, 1988
48

The Size Anomaly

Carleton, Willard T, Lakonishok, Josef
Journal:
The Journal of Portfolio Management
Year:
1986
Language:
english
File:
PDF, 3.38 MB
english, 1986
50

Risk and Return on Equity: The Use and Misuse of Historical Estimates

Carleton, Willard T., Lakonishok, Josef
Journal:
Financial Analysts Journal
Year:
1985
Language:
english
File:
PDF, 1.71 MB
english, 1985