Louis Chan and Josef Lakonishok are from the College of Commerce and Business Administration, University of Illinois at Urbana-Champaign. Yasushi Hamao is from the Graduate School of Business, Columbia University. The article has been presented at the American Finance Association meetings in Washington, the Berkeley Program in Finance in Tokyo and Santa Barbara, the University of California at Irvine, the University of California at San Diego, the University of Chicago, the Conference on Capital Markets of the Pacific Rim at New York University, the CRSP Seminar on the Analysis of Security Prices at Chicago, the European Finance Association meetings in Athens, the FAIR/NBER conference, the University of Illinois, INSEAD, the University of Limburg, the Netherlands, the London Business School, the University of Minnesota, Princeton University, Purdue University, Rice University, Rutgers University, the Stockholm School of Economics, and the Western Finance Association meetings in Jackson Hole. The authors appreciate helpful comments by Amir Barnea, Bill Bryan, John Campbell, Nai-Fu Chen, Glen Donaldson, Wayne Ferson, Bjorn Flesaker, Trevor Harris, Ravi Jagannathan, Don Keim, Richard Leftwich, Claudio Loderer, Craig MacKinlay, Jay Ritter, Dennis Sheehan, Andrei Shleifer, Neal Stoughton, Yuk Tse, the editor René Stulz, and an anonymous referee. We are also grateful to Takeo Hoshi and Bing Yeh for their help with data collection and to Brian Bielinski for research assistance.
Fundamentals and Stock Returns in Japan
Version of Record online: 30 APR 2012
© 1991 the American Finance Association
The Journal of Finance
Volume 46, Issue 5, pages 1739–1764, December 1991
How to Cite
CHAN, L. K. C., HAMAO, Y. and LAKONISHOK, J. (1991), Fundamentals and Stock Returns in Japan. The Journal of Finance, 46: 1739–1764. doi: 10.1111/j.1540-6261.1991.tb04642.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!