Louis K. C. Chan

1955

• The risk and return from factors
• Are the reports of beta's death premature?
• Fundamentals and stock returns in Japan
• Institutional trades and intra-day stock price behavior
• Institutional trades and intra-day stock price behavior
• Robust measurement of beta risk / Louis K. C. Chan, Josef Lakonishok
• The behavior of stock prices around institutional trades
• A cross-market comparison of institutional equity trading costs
• Analysts' conflict of interest and biases in earnings forecasts
• Benchmarking money manager performance
• Momentum strategies
• On mutual fund investment styles