4 tablespoons unsalted butter, cut into small pieces
Preheat the oven to 400°. In a small saucepan, combine the water and sugar and bring to a simmer to dissolve the sugar, stirring occasionally. Remove from the heat and stir in the lemon juice.
Brush a large flameproof roasting pan with olive oil and arrange the endives in the pan, cut side up. Pour the sugar syrup over the endives and season with salt and pepper. Dot the endives with the butter. Cover the roasting pan with foil and bake for about 30 minutes, or until the endives are tender when pierced with a knife. Discard the foil. Set the pan on 2 burners and simmer over moderate heat until the liquid begins to caramelize, about 10 minutes. Serve hot.