Details about Charles M. C. Lee

Access statistics for papers by Charles M. C. Lee.

Last updated 2024-11-09. Update your information in the RePEc Author Service.

Short-id: ple349

Working Papers

2021

1. Financing Entrepreneurship and Innovation in China
   Papers, arXiv.org View citations (7)
   See also Journal Article Financing Entrepreneurship and Innovation in China, Foundations and Trends(R) in Entrepreneurship, now publishers (2020) View citations (3) (2020)

2018

2. Financing Entrepreneurship and Innovation in China: A Public Policy Perspective
   Research Papers, Stanford University, Graduate School of Business View citations (2)
3. Going Public in China: Reverse Mergers versus IPOs
   Research Papers, Stanford University, Graduate School of Business View citations (14)
   See also Journal Article Going public in China: Reverse mergers versus IPOs, Journal of Corporate Finance, Elsevier (2019) View citations (14) (2019)
4. Tick Size Tolls: Can a Trading Slowdown Improve Price Discovery?
   Research Papers, Stanford University, Graduate School of Business View citations (8)

2017

5. Mutual Fund Response to Earnings News: Evidence from Trade-Level Data
   Research Papers, Stanford University, Graduate School of Business
6. Reverse Mergers, Shell Value, and Regulation Risk in Chinese Equity Markets
   Research Papers, Stanford University, Graduate School of Business View citations (10)
7. Salient or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns?
   Research Papers, Stanford University, Graduate School of Business
8. Sexy or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns?
   Research Papers, Stanford University, Graduate School of Business
9. Technological Links and Predictable Returns
   Research Papers, Stanford University, Graduate School of Business View citations (7)
   See also Journal Article Technological links and predictable returns, Journal of Financial Economics, Elsevier (2019) View citations (47) (2019)

2016

10. Uncovering Expected Returns: Information in Analyst Coverage Proxies
    Research Papers, Stanford University, Graduate School of Business View citations (1)
    See also Journal Article Uncovering expected returns: Information in analyst coverage proxies, Journal of Financial Economics, Elsevier (2017) View citations (47) (2017)

2015

11. Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades
    Research Papers, Stanford University, Graduate School of Business View citations (4)
    Also in Research Papers, Stanford University, Graduate School of Business (2014) View citations (3)
12. Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective
    Research Papers, Stanford University, Graduate School of Business View citations (3)
13. The Search for Benchmarks: When Do Crowds Provide Wisdom?
    Research Papers, Stanford University, Graduate School of Business View citations (1)
    Also in Research Papers, Stanford University, Graduate School of Business (2014) View citations (1)

2014

14. Aggregate Investment and Investor Sentiment
    Research Papers, Stanford University, Graduate School of Business View citations (67)
    See also Journal Article Aggregate Investment and Investor Sentiment, The Review of Financial Studies, Society for Financial Studies (2014) View citations (67) (2014)
15. Evaluating Firm-Level Expected-Return Proxies
    Research Papers, Stanford University, Graduate School of Business View citations (3)
16. In Short Supply: Short-Sellers and Stock Returns
    Research Papers, Stanford University, Graduate School of Business
    See also Journal Article In short supply: Short-sellers and stock returns, Journal of Accounting and Economics, Elsevier (2015) View citations (37) (2015)
17. Performance Measurement: An Investor's Perspective
    Research Papers, Stanford University, Graduate School of Business View citations (2)
    See also Journal Article Performance measurement: an investor's perspective, Accounting and Business Research, Taylor & Francis Journals (2014) View citations (2) (2014)
18. Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches
    Research Papers, Stanford University, Graduate School of Business
    See also Journal Article Search-based peer firms: Aggregating investor perceptions through internet co-searches, Journal of Financial Economics, Elsevier (2015) View citations (62) (2015)
19. Shell Games: Are Chinese Reverse Merger Firms Inherently Toxic?
    Research Papers, Stanford University, Graduate School of Business View citations (1)

2006

20. Corruption and International Valuation: Does Virtue Pay?
    MPRA Paper, University Library of Munich, Germany View citations (12)
    Also in Working Papers, Cornell University, Department of Applied Economics and Management (2002) View citations (3)

2005

21. Capital Market Governance: How Do Security Laws Affect Market Performance?
    Working Papers, Cornell University, Department of Applied Economics and Management View citations (2)
    See also Journal Article Capital market governance: How do security laws affect market performance?, Journal of Corporate Finance, Elsevier (2006) View citations (50) (2006)

1995

22. The Marketing of Closed-End Fund IPOs
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (3)

1991

23. Investor Sentiment and the Closed-End Fund Puzzle
    Scholarly Articles, Harvard University Department of Economics View citations (638)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1990) View citations (1)
    See also Journal Article Investor Sentiment and the Closed-End Fund Puzzle, Journal of Finance, American Finance Association (1991) View citations (636) (1991)

Journal Articles

2024

1. Production complementarity and information transmission across industries
   Journal of Financial Economics, 2024, 155, (C) View citations (1)

2023

2. Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets*
   Review of Finance, 2023, 27, (3), 809-849 View citations (2)
3. Why Do Predicted Stock Issuers Earn Low Returns?
   The Review of Asset Pricing Studies, 2023, 13, (1), 181-221

2022

4. A frog in every pan: Information discreteness and the lead-lag returns puzzle
   Journal of Financial Economics, 2022, 145, (2), 83-102 View citations (9)
5. Shall we talk? The role of interactive investor platforms in corporate communication
   Journal of Accounting and Economics, 2022, 74, (2) View citations (5)

2021

6. Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
   (The cross-section of volatility and expected returns)
   The Review of Financial Studies, 2021, 34, (4), 1907-1951 View citations (4)

2020

7. Financing Entrepreneurship and Innovation in China
   Foundations and Trends(R) in Entrepreneurship, 2020, 16, (1), 1-64 View citations (3)
   See also Working Paper Financing Entrepreneurship and Innovation in China, Papers (2021) View citations (7) (2021)

2019

8. Going public in China: Reverse mergers versus IPOs
   Journal of Corporate Finance, 2019, 58, (C), 92-111 View citations (14)
   See also Working Paper Going Public in China: Reverse Mergers versus IPOs, Research Papers (2018) View citations (14) (2018)
9. Technological links and predictable returns
   Journal of Financial Economics, 2019, 132, (3), 76-96 View citations (47)
   See also Working Paper Technological Links and Predictable Returns, Research Papers (2017) View citations (7) (2017)

2017

10. Is there a dark side to exchange traded funds? An information perspective
    Review of Accounting Studies, 2017, 22, (3), 1048-1083 View citations (58)
11. Uncovering expected returns: Information in analyst coverage proxies
    Journal of Financial Economics, 2017, 124, (2), 331-348 View citations (47)
    See also Working Paper Uncovering Expected Returns: Information in Analyst Coverage Proxies, Research Papers (2016) View citations (1) (2016)

2015

12. Alphanomics: The Informational Underpinnings of Market Efficiency
    Foundations and Trends(R) in Accounting, 2015, 9, (2-3), 59-258 View citations (12)
13. Erratum: Analysis of deletion breakpoints from 1,092 humans reveals details of mutation mechanisms
    Nature Communications, 2015, 6, (1), 1-1 View citations (1)
14. In short supply: Short-sellers and stock returns
    Journal of Accounting and Economics, 2015, 60, (2), 33-57 View citations (37)
    See also Working Paper In Short Supply: Short-Sellers and Stock Returns, Research Papers (2014) (2014)
15. Search-based peer firms: Aggregating investor perceptions through internet co-searches
    Journal of Financial Economics, 2015, 116, (2), 410-431 View citations (62)
    See also Working Paper Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches, Research Papers (2014) (2014)

2014

16. Aggregate Investment and Investor Sentiment
    The Review of Financial Studies, 2014, 27, (11), 3241-3279 View citations (67)
    See also Working Paper Aggregate Investment and Investor Sentiment, Research Papers (2014) View citations (67) (2014)
17. Performance measurement: an investor's perspective
    Accounting and Business Research, 2014, 44, (4), 383-406 View citations (2)
    See also Working Paper Performance Measurement: An Investor's Perspective, Research Papers (2014) View citations (2) (2014)

2013

18. Earnings Manipulation and Expected Returns
    Financial Analysts Journal, 2013, 69, (2), 57-82

2010

19. Tunneling through intercorporate loans: The China experience
    Journal of Financial Economics, 2010, 98, (1), 1-20 View citations (480)

2009

20. Testing International Asset Pricing Models Using Implied Costs of Capital
    Journal of Financial and Quantitative Analysis, 2009, 44, (2), 307-335 View citations (54)

2006

21. Capital market governance: How do security laws affect market performance?
    Journal of Corporate Finance, 2006, 12, (3), 560-593 View citations (50)
    See also Working Paper Capital Market Governance: How Do Security Laws Affect Market Performance?, Working Papers (2005) View citations (2) (2005)
22. Copies count
    Nature, 2006, 439, (7078), 798-799
23. Global variation in copy number in the human genome
    Nature, 2006, 444, (7118), 444-454 View citations (6)
24. Retail Investor Sentiment and Return Comovements
    Journal of Finance, 2006, 61, (5), 2451-2486 View citations (516)

2005

25. Integrative genomic analyses identify MITF as a lineage survival oncogene amplified in malignant melanoma
    Nature, 2005, 436, (7047), 117-122 View citations (6)

2003

26. What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research
    Journal of Accounting Research, 2003, 41, (5), 745-774 View citations (119)

2002

27. Who Is My Peer? A Valuation‐Based Approach to the Selection of Comparable Firms
    Journal of Accounting Research, 2002, 40, (2), 407-439 View citations (99)

2001

28. Market efficiency and accounting research: a discussion of 'capital market research in accounting' by S.P. Kothari
    Journal of Accounting and Economics, 2001, 31, (1-3), 233-253 View citations (50)
29. Toward an Implied Cost of Capital
    Journal of Accounting Research, 2001, 39, (1), 135-176 View citations (490)

2000

30. Inferring investor behavior: Evidence from TORQ data
    Journal of Financial Markets, 2000, 3, (2), 83-111 View citations (178)
31. Price Momentum and Trading Volume
    Journal of Finance, 2000, 55, (5), 2017-2069 View citations (298)

1999

32. Valuing the Dow: A Bottom-Up Approach
    Financial Analysts Journal, 1999, 55, (5), 4-23 View citations (3)
33. What is the Intrinsic Value of the Dow?
    Journal of Finance, 1999, 54, (5), 1693-1741 View citations (132)

1998

34. Accounting valuation, market expectation, and cross-sectional stock returns
    Journal of Accounting and Economics, 1998, 25, (3), 283-319 View citations (252)

1997

35. Option Trading, Price Discovery, and Earnings News Dissemination*
    Contemporary Accounting Research, 1997, 14, (2), 153-192 View citations (85)

1996

36. The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data
    Journal of Financial Intermediation, 1996, 5, (2), 127-159 View citations (31)

1995

37. Closed-End Country Funds and U.S. Market Sentiment
    The Review of Financial Studies, 1995, 8, (3), 879-918 View citations (81)

1994

38. Volume, Volatility, and New York Stock Exchange Trading Halts
    Journal of Finance, 1994, 49, (1), 183-214 View citations (96)

1993

39. Market Integration and Price Execution for NYSE-Listed Securities
    Journal of Finance, 1993, 48, (3), 1009-38 View citations (92)
40. Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis
    The Review of Financial Studies, 1993, 6, (2), 345-74 View citations (349)

1992

41. Discussion of “Corporate disclosure and price discovery associated with NYSE temporary trading haltsâ€
    Contemporary Accounting Research, 1992, 8, (2), 532-539
42. Earnings news and small traders: An intraday analysis
    Journal of Accounting and Economics, 1992, 15, (2-3), 265-302 View citations (149)

1991

43. Inferring Trade Direction from Intraday Data
    Journal of Finance, 1991, 46, (2), 733-46 View citations (1217)
44. Investor Sentiment and the Closed-End Fund Puzzle
    Journal of Finance, 1991, 46, (1), 75-109 View citations (636)
    See also Working Paper Investor Sentiment and the Closed-End Fund Puzzle, Scholarly Articles (1991) View citations (638) (1991)

1990

45. Closed-End Mutual Funds
    Journal of Economic Perspectives, 1990, 4, (4), 153-64 View citations (40)