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Details about Charles M. C. Lee

Homepage:http://www.professorlee.com
Workplace:Graduate School of Business, Stanford University, (more information at EDIRC)

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

Last updated 2018-08-14. Update your information in the RePEc Author Service.

Short-id: ple349


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Working Papers

2017

  1. Mutual Fund Response to Earnings News: Evidence from Trade-Level Data
    Research Papers, Stanford University, Graduate School of Business Downloads
  2. Reverse Mergers, Shell Value, and Regulation Risk in Chinese Equity Markets
    Research Papers, Stanford University, Graduate School of Business Downloads
  3. Salient or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns?
    Research Papers, Stanford University, Graduate School of Business Downloads
  4. Technological Links and Predictable Returns
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (2)

2014

  1. Aggregate Investment and Investor Sentiment
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (18)
    See also Journal Article in Review of Financial Studies (2014)
  2. In Short Supply: Short-Sellers and Stock Returns
    Research Papers, Stanford University, Graduate School of Business Downloads
    See also Journal Article in Journal of Accounting and Economics (2015)
  3. Performance Measurement: An Investor's Perspective
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (2)
    See also Journal Article in Accounting and Business Research (2014)
  4. Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches
    Research Papers, Stanford University, Graduate School of Business Downloads
    See also Journal Article in Journal of Financial Economics (2015)
  5. Shell Games: Are Chinese Reverse Merger Firms Inherently Toxic?
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (1)
  6. The Search for Benchmarks: When Do Crowds Provide Wisdom?
    Research Papers, Stanford University, Graduate School of Business Downloads

2006

  1. Corruption and International Valuation: Does Virtue Pay?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
    Also in Working Papers, Cornell University, Department of Applied Economics and Management (2002) Downloads

2005

  1. Capital Market Governance: How Do Security Laws Affect Market Performance?
    Working Papers, Cornell University, Department of Applied Economics and Management Downloads View citations (1)
    See also Journal Article in Journal of Corporate Finance (2006)

1995

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

1991

  1. Investor Sentiment and the Closed-End Fund Puzzle
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (419)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1990) Downloads

    See also Journal Article in Journal of Finance (1991)

Journal Articles

2017

  1. Is there a dark side to exchange traded funds? An information perspective
    Review of Accounting Studies, 2017, 22, (3), 1048-1083 Downloads View citations (3)
  2. Uncovering expected returns: Information in analyst coverage proxies
    Journal of Financial Economics, 2017, 124, (2), 331-348 Downloads View citations (1)

2015

  1. Alphanomics: The Informational Underpinnings of Market Efficiency
    Foundations and Trends(R) in Accounting, 2015, 9, (2-3), 59-258 Downloads View citations (3)
  2. In short supply: Short-sellers and stock returns
    Journal of Accounting and Economics, 2015, 60, (2), 33-57 Downloads View citations (7)
    See also Working Paper (2014)
  3. Search-based peer firms: Aggregating investor perceptions through internet co-searches
    Journal of Financial Economics, 2015, 116, (2), 410-431 Downloads View citations (7)
    See also Working Paper (2014)

2014

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

2010

  1. Tunneling through intercorporate loans: The China experience
    Journal of Financial Economics, 2010, 98, (1), 1-20 Downloads View citations (154)

2009

  1. Testing International Asset Pricing Models Using Implied Costs of Capital
    Journal of Financial and Quantitative Analysis, 2009, 44, (02), 307-335 Downloads View citations (29)

2006

  1. Capital market governance: How do security laws affect market performance?
    Journal of Corporate Finance, 2006, 12, (3), 560-593 Downloads View citations (38)
    See also Working Paper (2005)
  2. Retail Investor Sentiment and Return Comovements
    Journal of Finance, 2006, 61, (5), 2451-2486 Downloads View citations (218)

2004

  1. Analyzing the Analysts: When Do Recommendations Add Value?
    Journal of Finance, 2004, 59, (3), 1083-1124 Downloads View citations (153)

2003

  1. What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research
    Journal of Accounting Research, 2003, 41, (5), 745-774 Downloads View citations (49)

2001

  1. 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 Downloads View citations (14)
  2. Toward an Implied Cost of Capital
    Journal of Accounting Research, 2001, 39, (1), 135-176 Downloads View citations (157)

2000

  1. Inferring investor behavior: Evidence from TORQ data
    Journal of Financial Markets, 2000, 3, (2), 83-111 Downloads View citations (117)
  2. Price Momentum and Trading Volume
    Journal of Finance, 2000, 55, (5), 2017-2069 Downloads View citations (282)

1999

  1. What is the Intrinsic Value of the Dow?
    Journal of Finance, 1999, 54, (5), 1693-1741 Downloads View citations (125)

1998

  1. Accounting valuation, market expectation, and cross-sectional stock returns
    Journal of Accounting and Economics, 1998, 25, (3), 283-319 Downloads View citations (147)

1997

  1. Option Trading, Price Discovery, and Earnings News Dissemination*
    Contemporary Accounting Research, 1997, 14, (2), 153-192 Downloads View citations (9)

1996

  1. The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data
    Journal of Financial Intermediation, 1996, 5, (2), 127-159 Downloads View citations (21)

1995

  1. Closed-End Country Funds and U.S. Market Sentiment
    Review of Financial Studies, 1995, 8, (3), 879-918 Downloads View citations (40)

1994

  1. Volume, Volatility, and New York Stock Exchange Trading Halts
    Journal of Finance, 1994, 49, (1), 183-214 Downloads View citations (68)

1993

  1. Market Integration and Price Execution for NYSE-Listed Securities
    Journal of Finance, 1993, 48, (3), 1009-38 Downloads View citations (36)
  2. Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis
    Review of Financial Studies, 1993, 6, (2), 345-74 Downloads View citations (250)

1992

  1. Discussion of “Corporate disclosure and price discovery associated with NYSE temporary trading haltsâ€
    Contemporary Accounting Research, 1992, 8, (2), 532-539 Downloads
  2. Earnings news and small traders: An intraday analysis
    Journal of Accounting and Economics, 1992, 15, (2-3), 265-302 Downloads View citations (101)

1991

  1. Inferring Trade Direction from Intraday Data
    Journal of Finance, 1991, 46, (2), 733-46 Downloads View citations (814)
  2. Investor Sentiment and the Closed-End Fund Puzzle
    Journal of Finance, 1991, 46, (1), 75-109 Downloads View citations (320)
    See also Working Paper (1991)

1990

  1. Closed-End Mutual Funds
    Journal of Economic Perspectives, 1990, 4, (4), 153-64 Downloads View citations (15)
 
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