| Year |
Citation |
Score |
| 2009 |
Chan LKC, Dimmock SG, Lakonishok J. Benchmarking money manager performance: Issues and evidence Review of Financial Studies. 22: 4553-4599. DOI: 10.2139/Ssrn.921915 |
0.424 |
|
| 2007 |
Chan LKC, Lakonishok J, Swaminathan B. Industry classifications and return comovement Financial Analysts Journal. 63: 56-70. DOI: 10.2469/Faj.V63.N6.4927 |
0.386 |
|
| 2007 |
Chan LKC, Karceski J, Lakonishok J. Analysts' conflicts of interest and biases in earnings forecasts Journal of Financial and Quantitative Analysis. 42: 893-914. DOI: 10.2139/Ssrn.392004 |
0.574 |
|
| 2007 |
Lakonishok J, Lee I, Pearson ND, Poteshman AM. Option market activity Review of Financial Studies. 20: 813-857. DOI: 10.1093/Rfs/Hhl025 |
0.529 |
|
| 2006 |
Chan K, Chan LKC, Jegadeesh N, Lakonishok J. Earnings quality and stock returns Journal of Business. 79: 1041-1082. DOI: 10.1086/500669 |
0.423 |
|
| 2005 |
Lakonishok J, Shleifer A, Vishny RW. Contrarian investment, extrapolation, and risk Advances in Behavioral Finance. 2: 273-316. DOI: 10.1111/J.1540-6261.1994.Tb04772.X |
0.525 |
|
| 2004 |
Lakonishok J, Lee I, Poteshman AM. Investor Behavior in the Option Market National Bureau of Economic Research. DOI: 10.3386/W10264 |
0.579 |
|
| 2004 |
Chan LKC, Lakonishok J. Value and growth investing: Review and update Financial Analysts Journal. 60: 71-86. DOI: 10.2469/Faj.V60.N1.2593 |
0.423 |
|
| 2003 |
Chan LKC, Karceski J, Lakonishok J. The Level and Persistence of Growth Rates Journal of Finance. 58: 643-684. DOI: 10.1111/1540-6261.00540 |
0.336 |
|
| 2002 |
Chan LKC, Chen HL, Lakonishok J. On Mutual Fund Investment Styles Review of Financial Studies. 15: 1407-1437. DOI: 10.1093/Rfs/15.5.1407 |
0.493 |
|
| 2001 |
Chan LKC, Lakonishok J, Sougiannis T. The stock market valuation of research and development expenditures Journal of Finance. 56: 2431-2456. DOI: 10.1111/0022-1082.00411 |
0.449 |
|
| 2001 |
Lakonishok J, Lee I. Are insider trades informative? Review of Financial Studies. 14: 79-111. DOI: 10.1093/Rfs/14.1.79 |
0.532 |
|
| 2000 |
Chan LKC, Karceski J, Lakonishok J. New Paradigm or Same Old Hype in Equity Investing? Financial Analysts Journal. 56: 23-36. DOI: 10.2469/Faj.V56.N4.2371 |
0.541 |
|
| 2000 |
Ikenberry D, Lakonishok J, Vermaelen T. Stock repurches in Canada: Performance and strategic trading Journal of Finance. 55: 2373-2397. DOI: 10.1111/0022-1082.00291 |
0.571 |
|
| 1999 |
Chan LKC, Karceski J, Lakonishok J. On portfolio optimization: Forecasting covariances and choosing the risk model Review of Financial Studies. 12: 937-974. DOI: 10.1093/Rfs/12.5.937 |
0.325 |
|
| 1999 |
Chan LKC, Jegadeesh N, Lakonishok J. The Profitability of Momentum Strategies Financial Analysts Journal. 55: 80-90. |
0.432 |
|
| 1998 |
Chan LKC, Karceski J, Lakonishok J. The risk and return from factors Journal of Financial and Quantitative Analysis. 33: 159-188. DOI: 10.2307/2331306 |
0.529 |
|
| 1997 |
La Porta R, Lakonishok J, Shleifer A, Vishny R. Good news for value stocks: Further evidence on market efficiency Journal of Finance. 52: 859-874. DOI: 10.1111/J.1540-6261.1997.Tb04825.X |
0.547 |
|
| 1997 |
Chan LKC, Lakonishok J. Institutional equity trading costs: NYSE versus Nasdaq Journal of Finance. 52: 713-735. DOI: 10.1111/J.1540-6261.1997.Tb04819.X |
0.497 |
|
| 1996 |
Chan LKC, Jegadeesh N, Lakonishok J. Momentum strategies Journal of Finance. 51: 1681-1713. |
0.52 |
|
| 1995 |
Chan LKC, Lakonishok J. A Cross-Market Comparison of Institutional Equity Trading Costs National Bureau of Economic Research. DOI: 10.3386/W5374 |
0.516 |
|
| 1995 |
Chan LKC, Lakonishok J. The Behavior of Stock Prices Around Institutional Trades Journal of Finance. 50: 1147-1174. DOI: 10.1111/J.1540-6261.1995.Tb04053.X |
0.574 |
|
| 1995 |
Ikenberry D, Lakonishok J, Vermaelen T. Market underreaction to open market share repurchases Journal of Financial Economics. 39: 181-208. DOI: 10.1016/0304-405X(95)00826-Z |
0.597 |
|
| 1995 |
Chan LKC, Jegadeesh N, Lakonishok J. Evaluating the performance of value versus glamour stocks The impact of selection bias Journal of Financial Economics. 38: 269-296. DOI: 10.1016/0304-405X(94)00818-L |
0.496 |
|
| 1993 |
Ikenberry D, Lakonishok J. Corporate Governance through the Proxy Contest: Evidence and Implications The Journal of Business. 66: 405-435. DOI: 10.1086/296610 |
0.411 |
|
| 1993 |
Chan LKC, Lakonishok J. Institutional trades and intraday stock price behavior Journal of Financial Economics. 33: 173-199. DOI: 10.1016/0304-405X(93)90003-T |
0.6 |
|
| 1992 |
Lakonishok J, Chan LK. Robust Measurement of Beta Risk Journal of Financial and Quantitative Analysis. 27: 265-282. DOI: 10.2307/2331371 |
0.326 |
|
| 1992 |
BROCK W, LAKONISHOK J, LeBARON B. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns The Journal of Finance. 47: 1731-1764. DOI: 10.1111/J.1540-6261.1992.Tb04681.X |
0.395 |
|
| 1992 |
Lakonishok J, Shleifer A, Vishny RW. The impact of institutional trading on stock prices Journal of Financial Economics. 32: 23-43. DOI: 10.1016/0304-405X(92)90023-Q |
0.551 |
|
| 1992 |
Chopra N, Lakonishok J, Ritter JR. Measuring abnormal performance. Do stocks overreact? Journal of Financial Economics. 31: 235-268. DOI: 10.1016/0304-405X(92)90005-I |
0.524 |
|
| 1991 |
Lakonishok J, Shleifer A, Vishny RW. Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading National Bureau of Economic Research. DOI: 10.3386/W3846 |
0.564 |
|
| 1991 |
Lakonishok J, Shleifer A, Thaler RH, Vishny RW. Window Dressing by Pension Fund Managers The American Economic Review. 81: 227-231. DOI: 10.3386/W3617 |
0.373 |
|
| 1991 |
CHAN LKC, HAMAO Y, LAKONISHOK J. Fundamentals and Stock Returns in Japan The Journal of Finance. 46: 1739-1764. DOI: 10.1111/J.1540-6261.1991.Tb04642.X |
0.572 |
|
| 1990 |
LAKONISHOK J, MABERLY E. The Weekend Effect: Trading Patterns of Individual and Institutional Investors The Journal of Finance. 45: 231-243. DOI: 10.1111/J.1540-6261.1990.Tb05089.X |
0.383 |
|
| 1990 |
LAKONISHOK J, VERMAELEN T. Anomalous Price Behavior Around Repurchase Tender Offers The Journal of Finance. 45: 455-477. DOI: 10.1111/J.1540-6261.1990.Tb03698.X |
0.542 |
|
| 1989 |
Lakonishok J, Smidt S. Past price changes and current trading volume The Journal of Portfolio Management. 15: 18-24. DOI: 10.3905/Jpm.1989.409223 |
0.514 |
|
| 1988 |
Lakonishok J, Smidt S. Are Seasonal Anomalies Real? A Ninety-Year Perspective Review of Financial Studies. 1: 403-425. DOI: 10.1093/Rfs/1.4.403 |
0.387 |
|
| 1987 |
Givoly D, Lakonishok J. Aggregate Earnings Expectations and Stock Market Behavior Journal of Accounting, Auditing &Amp; Finance. 2: 117-137. DOI: 10.1177/0148558X8700200203 |
0.552 |
|
| 1987 |
LAKONISHOK J, LEV B. Stock Splits and Stock Dividends: Why, Who, and When The Journal of Finance. 42: 913-932. DOI: 10.1111/J.1540-6261.1987.Tb03919.X |
0.56 |
|
| 1986 |
LAKONISHOK J, SMIDT S. Volume for Winners and Losers: Taxation and Other Motives for Stock Trading The Journal of Finance. 41: 951-974. DOI: 10.1111/J.1540-6261.1986.Tb04559.X |
0.556 |
|
| 1986 |
Lakonishok J, Shapiro AC. Systematic risk, total risk and size as determinants of stock market returns Journal of Banking and Finance. 10: 115-132. DOI: 10.1016/0378-4266(86)90023-3 |
0.475 |
|
| 1986 |
Lakonishok J, Vermaelen T. Tax-induced trading around ex-dividend days Journal of Financial Economics. 16: 287-319. DOI: 10.1016/0304-405X(86)90032-2 |
0.428 |
|
| 1985 |
Carleton WT, Lakonishok J. Risk and Return on Equity: The Use and Misuse of Historical Estimates Financial Analysts Journal. 41: 38-47. DOI: 10.2469/Faj.V41.N1.38 |
0.307 |
|
| 1985 |
Lakonishok J, Levi M. Weekend Effects on Stock Returns: A Comment Journal of Finance. 40: 351. DOI: 10.2307/2328068 |
0.514 |
|
| 1985 |
LAKONISHOK J, LEVI M. Weekend Effects on Stock Returns: A Reply The Journal of Finance. 40: 351-352. DOI: 10.1111/J.1540-6261.1985.Tb04957.X |
0.443 |
|
| 1984 |
Givoly D, Lakonishok J. The Quality of Analysts’ Forecasts of Earnings Financial Analysts Journal. 40: 40-47. DOI: 10.2469/Faj.V40.N5.40 |
0.454 |
|
| 1984 |
Lakonishok J, Shapiro AC. Stock Returns, Beta, Variance and Size: An Empirical Analysis Financial Analysts Journal. 40: 36-41. DOI: 10.2469/Faj.V40.N4.36 |
0.582 |
|
| 1984 |
VAN HORNE JC, EISENBEIS RA, HARRIS RS, LAKONISHOK J. Benefits of Bank Diversification: The Evidence from Shareholder Returns The Journal of Finance. 39: 881-892. DOI: 10.1111/J.1540-6261.1984.Tb03682.X |
0.456 |
|
| 1984 |
Lakonishok J, Smidt S. Volume and turn-of-the-year behavior Journal of Financial Economics. 13: 435-455. DOI: 10.1016/0304-405X(84)90008-4 |
0.422 |
|
| 1983 |
BJERRING JH, LAKONISHOK J, VERMAELEN T. Stock Prices and Financial Analysts' Recommendations The Journal of Finance. 38: 187-204. DOI: 10.1111/J.1540-6261.1983.Tb03634.X |
0.487 |
|
| 1983 |
LAKONISHOK J, VERMAELEN T. Tax Reform and Ex‐Dividend Day Behavior The Journal of Finance. 38: 1157-1179. DOI: 10.1111/J.1540-6261.1983.Tb02289.X |
0.455 |
|
| 1983 |
Carleton WT, Chambers DR, Lakonishok J. Inflation Risk And Regulatory Lag Journal of Finance. 38: 419-431. DOI: 10.1111/J.1540-6261.1983.Tb02247.X |
0.422 |
|
| 1982 |
LAKONISHOK J, LEVI M. Weekend Effects on Stock Returns: A Note The Journal of Finance. 37: 883-889. DOI: 10.1111/J.1540-6261.1982.Tb02231.X |
0.546 |
|
| 1981 |
Lakonishok J, Sadan S. Information Sets, Macroeconomic Reform, and Stock Prices Journal of Financial and Quantitative Analysis. 16: 495-510. DOI: 10.2307/2330369 |
0.498 |
|
| 1980 |
LAKONISHOK J. Stock Market Return Expectations: Some General Properties The Journal of Finance. 35: 921-931. DOI: 10.1111/J.1540-6261.1980.Tb03510.X |
0.594 |
|
| 1979 |
Givoly D, Lakonishok J. The information content of financial analysts' forecasts of earnings. Some evidence on semi-strong inefficiency Journal of Accounting and Economics. 1: 165-185. DOI: 10.1016/0165-4101(79)90006-5 |
0.415 |
|
| 1977 |
Arbel A, Kolodny R, Lakonishok J. The relationship between risk of default and return on equity: An empirical investigation Journal of Financial and Quantitative Analysis. 12: 615-625. DOI: 10.2307/2330339 |
0.523 |
|
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