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Author
Josef Lakonishok
70 works
· latest 2016
· 7 institutions
cluster: provisional
Works
60 shown
An Evaluation of Security Analysts' Forecasts
·
2016
·
4 authors
85
citations
Benchmarking Money Manager Performance: Issues and Evidence
Review of Financial Studies
·
2009
·
3 authors
·
Open access
93
citations
Analysts' Conflicts of Interest and Biases in Earnings Forecasts
Journal of Financial and Quantitative Analysis
·
2007
·
3 authors
108
citations
Industry Classifications and Return Comovement
Financial Analysts Journal
·
2007
·
3 authors
·
Open access
168
citations
Option Market Activity
Review of Financial Studies
·
2006
·
4 authors
243
citations
Value and Growth Investing: Review and Update
Financial Analysts Journal
·
2004
·
2 authors
·
Open access
334
citations
The Level and Persistence of Growth Rates
The Journal of Finance
·
2003
·
3 authors
357
citations
Analysts' Conflict of Interest and Biases in Earnings Forecasts
National Bureau of Economic Research
·
2003
·
3 authors
·
report
·
Open access
98
citations
Analysts' Conflict of Interest and Biases in Earnings Forecasts
SSRN Electronic Journal
·
2003
·
3 authors
·
preprint
·
Open access
44
citations
On Mutual Fund Investment Styles
Review of Financial Studies
·
2002
·
3 authors
397
citations
The Level and Persistence of Growth Rates
SSRN Electronic Journal
·
2002
·
3 authors
·
preprint
·
Open access
78
citations
The Stock Market Valuation of Research and Development Expenditures
The Journal of Finance
·
2001
·
3 authors
1,734
citations
Earnings Quality and Stock Returns
The Journal of Business
·
2001
·
4 authors
·
Open access
153
citations
Are Insider Trades Informative?
Review of Financial Studies
·
2001
·
2 authors
1,229
citations
Earnings Quality and Stock Returns: The Evidence from Accruals
SSRN Electronic Journal
·
2001
·
4 authors
·
preprint
·
Open access
51
citations
Stock Repurchases in Canada: Performance and Strategic Trading
The Journal of Finance
·
2000
·
3 authors
·
Open access
398
citations
New Paradigm or Same Old Hype in Equity Investing?
Financial Analysts Journal
·
2000
·
3 authors
129
citations
The Stock Market Valuation of Research and Development Expenditures
SSRN Electronic Journal
·
2000
·
3 authors
·
preprint
·
Open access
455
citations
The Profitability of Momentum Strategies
Financial Analysts Journal
·
1999
·
3 authors
121
citations
On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
Review of Financial Studies
·
1999
·
3 authors
·
Open access
569
citations
Stock Repurchases in Canada: Performance and Strategic Trading
National Bureau of Economic Research
·
1999
·
3 authors
·
report
·
Open access
110
citations
On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
National Bureau of Economic Research
·
1999
·
3 authors
·
report
·
Open access
148
citations
Are Insiders' Trades Informative?
National Bureau of Economic Research
·
1998
·
2 authors
·
report
·
Open access
235
citations
The Risk and Return from Factors
Journal of Financial and Quantitative Analysis
·
1997
·
2 authors
·
Open access
335
citations
Good News for Value Stocks: Further Evidence on Market Efficiency
The Journal of Finance
·
1997
·
3 authors
·
Open access
805
citations
Good News for Value Stocks: Further Evidence on Market Efficiency
The Journal of Finance
·
1997
·
3 authors
249
citations
Institutional Equity Trading Costs: NYSE Versus Nasdaq
The Journal of Finance
·
1997
·
2 authors
201
citations
Momentum Strategies
The Journal of Finance
·
1996
·
3 authors
1,275
citations
Momentum Strategies
The Journal of Finance
·
1996
·
3 authors
255
citations
Market underreaction to open market share repurchases
Journal of Financial Economics
·
1995
·
3 authors
1,739
citations
The Behavior of Stock Prices Around Institutional Trades
The Journal of Finance
·
1995
·
2 authors
·
Open access
794
citations
Evaluating the performance of value versus glamour stocks The impact of selection bias
Journal of Financial Economics
·
1995
·
3 authors
226
citations
Contrarian Investment, Extrapolation, and Risk
The Journal of Finance
·
1994
·
2 authors
·
Open access
4,198
citations
Contrarian Investment, Extrapolation, and Risk
The Journal of Finance
·
1994
·
3 authors
·
Open access
1,354
citations
Market Underreaction to Open Market Share Repurchases
National Bureau of Economic Research
·
1994
·
3 authors
·
report
·
Open access
527
citations
Are the Reports of Beta's Death Premature?
The Journal of Portfolio Management
·
1993
·
2 authors
196
citations
Can Fundamentals Predict Japanese Stock Returns?
Financial Analysts Journal
·
1993
·
3 authors
70
citations
Contrarian Investment, Extrapolation, and Risk
National Bureau of Economic Research
·
1993
·
3 authors
·
report
·
Open access
695
citations
Institutional trades and intraday stock price behavior
Journal of Financial Economics
·
1993
·
2 authors
·
Open access
626
citations
Corporate Governance Through the Proxy Contest: Evidence and Implications
The Journal of Business
·
1993
·
2 authors
138
citations
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
The Journal of Finance
·
1992
·
3 authors
2,298
citations
The impact of institutional trading on stock prices
Journal of Financial Economics
·
1992
·
3 authors
·
Open access
2,068
citations
Robust Measurement of Beta Risk
Journal of Financial and Quantitative Analysis
·
1992
·
2 authors
·
Open access
133
citations
Measuring abnormal performance
Journal of Financial Economics
·
1992
·
3 authors
840
citations
The Structure and Performance of the Money Management Industry
Brookings Papers on Economic Activity Microeconomics
·
1992
·
5 authors
·
Open access
572
citations
Fundamentals and Stock Returns in Japan
The Journal of Finance
·
1991
·
3 authors
·
Open access
1,380
citations
Fundamentals and Stock Returns in Japan
The Journal of Finance
·
1991
·
3 authors
353
citations
Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading
National Bureau of Economic Research
·
1991
·
3 authors
·
report
·
Open access
67
citations
Window Dressing by Pension Fund Managers
National Bureau of Economic Research
·
1991
·
4 authors
·
report
·
Open access
689
citations
Anomalous Price Behavior Around Repurchase Tender Offers
The Journal of Finance
·
1990
·
2 authors
400
citations
The Weekend Effect: Trading Patterns of Individual and Institutional Investors
The Journal of Finance
·
1990
·
2 authors
498
citations
Past price changes and current trading volume
The Journal of Portfolio Management
·
1989
·
2 authors
44
citations
Are Seasonal Anomalies Real? A Ninety-Year Perspective
Review of Financial Studies
·
1988
·
2 authors
1,179
citations
The incredible January effect : the stock market's unsolved mystery
Dow Jones-Irwin eBooks
·
1988
·
2 authors
·
book
203
citations
Stock Splits and Stock Dividends: Why, Who, and When
The Journal of Finance
·
1987
·
2 authors
457
citations
Volume for Winners and Losers: Taxation and Other Motives for Stock Trading
The Journal of Finance
·
1986
·
2 authors
312
citations
Tax-induced trading around ex-dividend days
Journal of Financial Economics
·
1986
·
2 authors
331
citations
Systematic risk, total risk and size as determinants of stock market returns
Journal of Banking & Finance
·
1986
·
2 authors
279
citations
Volume and turn-of-the-year behavior
Journal of Financial Economics
·
1984
·
2 authors
160
citations
The Quality of Analysts’ Forecasts of Earnings
Financial Analysts Journal
·
1984
·
2 authors
73
citations