Research
   LSV Research Papers


Click on the links of the titles for a pdf version of the listed research papers. For additional research papers, please contact our office.

Title Date Author
Industry Classifications and the Comovement of Stock Returns March 2007 Louis K.C. Chan, Josef Lakonishok and Bhaskaran Swaminathan
Benchmarking Money Manager Performance: Issues and Evidence August 2006 Louis K.C. Chan, Stephen G. Dimmock and Josef Lakonishok
Earnings Quality & Stock Return June 2006 Konan Chan, Louis K.C. Chan, Narasimhan Jegadeesh and Josef Lakonishok
Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital January 2006 Lubos Pastor, Meenakshi Sinha, Bhaskaran Swaminathan
Do Stock Prices Underreact to SEO Announcements? Evidence from SEO Valuation December 2005 Amiyatosh Purnanandam and Bhaskaran Swaminathan
Value & Growth Investing: A Review & Update July 2004 Louis K. C. Chan and Josef Lakonishok
Earnings Momentum in International Markets: Global Evidence of Sluggish Price Adjustment Following Analyst Forecast Revisions February 2004 Dong Hong, Charles Lee and Bhaskaran Swaminathan
The Level and Persistence of Growth Rates February 2003 Louis K. C. Chan and Josef Lakonishok
On Mutual Fund Investment Styles Winter 2002 Louis K. C. Chan, Jason Karceski and Josef Lakonishok
The Stock Market Valuation of Research and Development Expenditures December 2001 Louis K. C. Chan, Josef Lakonishok and Inmoo Lee
Are Insider Trades Informative? Spring 2001 Josef Lakonishok and Inmoo Lee
Price Momentum & Trading Value October 2000 Charles Lee and Bhaskaran Swaminathan
New Paradigm or Some Old Hype in Equity Investing? Summer 2000 Louis K. C. Chan, Jason Karceski and Josef Lakonishok
On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model Winter 1999 Louis K. C. Chan, Jason Karceski and Josef Lakonishok
Stock Repurchases in Canada: Performance and Strategic Trading May 1999 David Ikenberry, Josef Lakonishok and Theo Vermaelen
The Risk and Return from Factors (Journal of Financial and Quantitative Analysis) June 1998 Charles Lee and Bhaskaran SwaminathanLouis K. C. Chan, Narasimhan Jegadeesh and Josef Lakonishok
A Model of Investor Sentiment March 1998 Nicholas Barberis, Andrei Shleifer and Robert Vishny
Momentum Strategies December 1996 Louis K. C. Chan, Narasimhan Jegadeesh and Josef Lakonishok
Good News for Value Stocks: Further Evidence on Market Efficiency October 1995 Rafael LaPorta, Josef Lakonishok, Andrei Shleifer and Robert Vishny
Market Underreaction to Open Market Share Repurchases February 1995 David Ikenberry, Josef Lakonishok and Theo Vermaelen
Contrarian Investment, Extrapolation and Risk December 1994 Josef Lakonishok, Andrei Shleiffer, and Robert Vishny