18
H index
22
i10 index
3072
Citations
Charles M. C. Lee : Citation Profile
Stanford University | RESEARCH PRODUCTION: 29 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1990 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Charles M. C. Lee. | Is cited by:
| Cites to:
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Main data
Where Charles M. C. Lee has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Finance | 5 |
| Journal of Financial Economics | 4 |
| Journal of Accounting and Economics | 4 |
| Journal of Accounting Research | 3 |
| Review of Financial Studies | 3 |
| Contemporary Accounting Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Research Papers / Stanford University, Graduate School of Business | 17 |
| Working Papers / Cornell University, Department of Applied Economics and Management | 2 |
Recent works citing Charles M. C. Lee (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Exchange-Traded Funds 101 for Economists. (2018). Madhavan, Ananth ; Lettau, Martin. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:1:p:135-54. Full description at Econpapers || Download paper | |
| 2018 | Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259. Full description at Econpapers || Download paper | |
| 2017 | Cross-impact and no-dynamic-arbitrage. (2017). Schneider, Michael ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1612.07742. Full description at Econpapers || Download paper | |
| 2017 | Open Source Fundamental Industry Classification. (2017). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1706.04210. Full description at Econpapers || Download paper | |
| 2020 | Counterparty credit limits: An effective tool for mitigating counterparty risk?. (2017). Hautsch, Nikolaus ; Porter, Mason A ; Howison, Sam D ; Gould, Martin D. In: Papers. RePEc:arx:papers:1709.08238. Full description at Econpapers || Download paper | |
| 2018 | Exploiting Investors Social Network for Stock Prediction in Chinas Market. (2018). Fang, Binxing ; Wang, DI ; Shi, Jiawei ; Zhang, XI. In: Papers. RePEc:arx:papers:1801.00597. Full description at Econpapers || Download paper | |
| 2018 | On a Constructive Theory of Markets. (2018). Moffitt, Steven D. In: Papers. RePEc:arx:papers:1801.02994. Full description at Econpapers || Download paper | |
| 2018 | A Dynamical Systems Approach to Cryptocurrency Stability. (2018). Caginalp, Carey. In: Papers. RePEc:arx:papers:1805.03143. Full description at Econpapers || Download paper | |
| 2020 | Market Making under a Weakly Consistent Limit Order Book Model. (2019). Viens, Frederi ; Law, Baron . In: Papers. RePEc:arx:papers:1903.07222. Full description at Econpapers || Download paper | |
| 2019 | BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024. Full description at Econpapers || Download paper | |
| 2019 | Business Taxonomy Construction Using Concept-Level Hierarchical Clustering. (2019). Huang, Win-Bin ; Cambria, Erik ; Xing, Frank Z ; Bai, Haodong. In: Papers. RePEc:arx:papers:1906.09694. Full description at Econpapers || Download paper | |
| 2020 | A Novel Twitter Sentiment Analysis Model with Baseline Correlation for Financial Market Prediction with Improved Efficiency. (2020). Li, Jinfeng ; Guo, Xinyi. In: Papers. RePEc:arx:papers:2003.08137. Full description at Econpapers || Download paper | |
| 2020 | Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors?. (2020). Wernli, Reto ; Dietrich, Andreas. In: Papers. RePEc:arx:papers:2003.11347. Full description at Econpapers || Download paper | |
| 2020 | Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010. (2020). Lerner, P B. In: Papers. RePEc:arx:papers:2004.06200. Full description at Econpapers || Download paper | |
| 2017 | The Discount to NAV of distressed German open-ended real estate funds. (2017). Sebastian, Steffen ; Woltering, Rene-Ojas ; Heinrich, Michael ; Schnejdar, Sebastian. In: ERES. RePEc:arz:wpaper:eres2017_160. Full description at Econpapers || Download paper | |
| 2018 | Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Sieracki, Karen ; Ke, Qiulin. In: ERES. RePEc:arz:wpaper:eres2018_112. Full description at Econpapers || Download paper | |
| 2018 | Speed Segmentation on Exchanges: Competition for Slow Flow. (2018). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Staff Working Papers. RePEc:bca:bocawp:18-3. Full description at Econpapers || Download paper | |
| 2018 | Tunneling: Evidence from Family Business Groups of Pakistan. (2018). Hussain, Shahid ; Safdar, Nabeel. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:97-122. Full description at Econpapers || Download paper | |
| 2019 | What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs. (2019). Görtz, Christoph ; Lubik, Thomas A ; Gunn, Christopher ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:19-09. Full description at Econpapers || Download paper | |
| 2017 | Does Integrated Reporting Matter to the Capital Market?. (2017). Zhou, Shan ; Green, Wendy ; Simnett, Roger. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:1:p:94-132. Full description at Econpapers || Download paper | |
| 2018 | Future Realized Return, Firm‐specific Risk and the Implied Expected Return. (2018). Wang, Pengguo. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:1:p:105-132. Full description at Econpapers || Download paper | |
| 2018 | Twenty Years of Accounting and Finance Research on the Chinese Capital Market. (2018). Han, Jianlei ; Shi, Jing ; Pan, Zheyao ; He, Jing. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:576-599. Full description at Econpapers || Download paper | |
| 2017 | Firm life cycle, corporate risk-taking and investor sentiment. (2017). Habib, Ahsan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:465-497. Full description at Econpapers || Download paper | |
| 2017 | How return and risk experiences shape investor beliefs and preferences. (2017). , Arvid ; Smith, Tom ; Post, Thomas. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:759-788. Full description at Econpapers || Download paper | |
| 2017 | Fools mate: What does CHESS tell us about individual investor trading performance?. (2017). Bradrania, Reza ; Wu, Wei ; Westerholm, Peter Joakim ; Grant, Andrew. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:981-1017. Full description at Econpapers || Download paper | |
| 2018 | The Piotroski F†score: evidence from Australia. (2018). Hyde, Charles E. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:423-444. Full description at Econpapers || Download paper | |
| 2018 | A review of research on regulation changes in the Asia‐Pacific region. (2018). Chang, Millicent ; Wee, Marvin ; Jackson, Andrew B. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:635-667. Full description at Econpapers || Download paper | |
| 2018 | Dissecting stock price momentum using financial statement analysis. (2018). Ahmed, Anwer S ; Safdar, Irfan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:3-43. Full description at Econpapers || Download paper | |
| 2018 | The components of the bid†ask spread: Evidence from the corn futures market. (2018). Garcia, Philip ; Mallory, Mindy ; Shang, Quanbiao . In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:381-393. Full description at Econpapers || Download paper | |
| 2017 | SENTIMENT BIAS AND ASSET PRICES: EVIDENCE FROM SPORTS BETTING MARKETS AND SOCIAL MEDIA. (2017). Soebbing, Brian ; Humphreys, Brad ; Feddersen, Arne. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:1119-1129. Full description at Econpapers || Download paper | |
| 2017 | The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603. Full description at Econpapers || Download paper | |
| 2017 | Retail Investor Attention and IPO Valuation. (2017). , Hugh ; Hegde, Shantaram P ; de Cesari, Amedeo. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:691-727. Full description at Econpapers || Download paper | |
| 2017 | Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ. (2017). Lescourret, Laurence . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:761-806. Full description at Econpapers || Download paper | |
| 2018 | The cost of capital effect of M&A transactions: Disentangling coinsurance from the diversification discount. (2018). Bielstein, Patrick ; Kaserer, Christoph ; Fischer, Mario. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:650-679. Full description at Econpapers || Download paper | |
| 2019 | Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159. Full description at Econpapers || Download paper | |
| 2018 | Banks and Corporate Decisions: Evidence from Business Groups. (2018). Higgins, Huong N. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:679-713. Full description at Econpapers || Download paper | |
| 2019 | Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227. Full description at Econpapers || Download paper | |
| 2017 | Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions. (2017). Suardi, Sandy ; Nilsson, Birger ; Ding, Mingfa . In: The Financial Review. RePEc:bla:finrev:v:52:y:2017:i:1:p:101-144. Full description at Econpapers || Download paper | |
| 2018 | Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility. (2018). Schneller, D ; Hamid, A ; Heiden, M. In: German Economic Review. RePEc:bla:germec:v:19:y:2018:i:2:p:209-236. Full description at Econpapers || Download paper | |
| 2019 | Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28. Full description at Econpapers || Download paper | |
| 2017 | EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS. (2017). Patro, Dilip ; Wu, Yangru ; Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:223-248. Full description at Econpapers || Download paper | |
| 2017 | IRS Attention. (2017). Bozanic, Zahn ; Williams, Braden M ; Thornock, Jacob R ; Hoopes, Jeffrey L. In: Journal of Accounting Research. RePEc:bla:joares:v:55:y:2017:i:1:p:79-114. Full description at Econpapers || Download paper | |
| 2017 | Categories and competition. (2017). Durand, Rodolphe ; Thomas, Howard ; Porac, Joseph F ; Cattani, Gino ; Madsen, Tammy L ; Grant, Robert M. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:1:p:64-92. Full description at Econpapers || Download paper | |
| 2019 | Sectoral Media Focus and Aggregate Fluctuations. (2019). Nimark, Kristoffer ; Chahrour, Ryan ; Pitschner, Stefan. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:987. Full description at Econpapers || Download paper | |
| 2018 | The cross-sectional spillovers of single stock circuit breakers. (2018). LINTON, OLIVER ; Pedace, Lucas ; Noss, Joseph ; Brugler, James . In: Bank of England working papers. RePEc:boe:boeewp:0759. Full description at Econpapers || Download paper | |
| 2018 | Permissible collateral and access to finance: Evidence from a quasi-natural experiment. (2018). Xu, Bing. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_003. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:001. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_001. Full description at Econpapers || Download paper | |
| 2018 | Private Information and Analyst Coverage: Evidence from Firm Survey Data. (2018). Sugo, Tomohiro ; Nakazono, Yoshiyuki ; Koga, Maiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e17. Full description at Econpapers || Download paper | |
| 2019 | Historical Cost and Conservatism Are Joint Adaptations That Help Identify Opportunity Cost. (2019). Basu, Sudipta ; Gregory, Waymire ; Sudipta, Basu. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:9:y:2019:i:1:p:13:n:5. Full description at Econpapers || Download paper | |
| 2017 | 25 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4. Full description at Econpapers || Download paper | |
| 2019 | Does Index Arbitrage Distort the Market Reaction to Shocks?. (2019). Anatolyev, Stanislav ; Selezneva, Veronika. In: CERGE-EI Working Papers. RePEc:cer:papers:wp651. Full description at Econpapers || Download paper | |
| 2017 | Why the Current Tax Rate Tells You Little: Competing for Mobile and Immobile Firms. (2017). Langenmayr, Dominika ; Simmler, Martin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6827. Full description at Econpapers || Download paper | |
| 2018 | Paralyzed by Shock: The Portfolio Formation Behavior of Peer-to-Business Lending Investors. (2018). Weber, Martina ; Hornuf, Lars ; Dorfleitner, Gregor. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7092. Full description at Econpapers || Download paper | |
| 2018 | Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204. Full description at Econpapers || Download paper | |
| 2019 | What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs. (2019). Görtz, Christoph ; Lubik, Thomas A ; Gunn, Christopher ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7891. Full description at Econpapers || Download paper | |
| 2018 | Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13. Full description at Econpapers || Download paper | |
| 2018 | Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840. Full description at Econpapers || Download paper | |
| 2018 | Measuring the effectiveness of volatility auctions. (2018). Castro, Carlos ; Preciado, Sergio ; Agudelo, Diego A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016943. Full description at Econpapers || Download paper | |
| 2017 | How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016944. Full description at Econpapers || Download paper | |
| 2018 | Measuring the effectiveness of volatility auctions. (2018). Agudelo, Diego ; Preciado, Sergio ; Castro, Carlos. In: Documentos de Trabajo CIEF. RePEc:col:000122:016988. Full description at Econpapers || Download paper | |
| 2017 | How does information disclosure affect liquidity?Evidence from an Emerging Market. (2017). Agudelo, Diego ; Arango, Ignacio. In: Documentos de Trabajo CIEF. RePEc:col:000122:016990. Full description at Econpapers || Download paper | |
| 2017 | The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11988. Full description at Econpapers || Download paper | |
| 2017 | Firm Risk and Disclosures about Dispersion in Asset Values:. (2017). Badia, Marc ; Ormazabal, Gaizka ; Duro, Miguel ; Barth, Mary E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12144. Full description at Econpapers || Download paper | |
| 2017 | Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434. Full description at Econpapers || Download paper | |
| 2017 | Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12462. Full description at Econpapers || Download paper | |
| 2017 | The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486. Full description at Econpapers || Download paper | |
| 2018 | Deep Value. (2018). Asness, Clifford S ; Thapar, Ashwin K ; Pedersen, Lasse Heje ; Liew, John M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12685. Full description at Econpapers || Download paper | |
| 2018 | Entrusted Loans: A Close Look at Chinas Shadow Banking System. (2018). Allen, Franklin ; Yu, Frank ; Tu, Guoqian ; Qian, Yiming. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12864. Full description at Econpapers || Download paper | |
| 2018 | Corporate foreign bond issuance and interfirm loans in China. (2018). Panizza, Ugo ; Portes, Richard ; Huang, YI. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12865. Full description at Econpapers || Download paper | |
| 2018 | Chasing Private Information. (2018). Kacperczyk, Marcin ; Pagnotta, Emiliano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12871. Full description at Econpapers || Download paper | |
| 2018 | A Review of Chinas Institutions. (2018). Allen, Franklin ; Qian, Meijun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13269. Full description at Econpapers || Download paper | |
| 2019 | Corporate cash holdings: Stock liquidity and the repurchase motive. (2019). Wang, Zexi ; Nyborg, Kjell G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13791. Full description at Econpapers || Download paper | |
| 2019 | Global Market Inefficiencies. (2019). Grinblatt, Mark ; Bartram, Sohnke M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14232. Full description at Econpapers || Download paper | |
| 2017 | Risk and Return in High-Frequency Trading. (2017). Kirilenko, Andrei ; Hagstromer, Bjorn ; Baron, Matthew. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_018. Full description at Econpapers || Download paper | |
| 2017 | An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00. Full description at Econpapers || Download paper | |
| 2019 | A Microstructure Study of Circuit Breakers in the Chinese Stock Markets. (2019). Xu, Kuan ; Zhang, Hao ; Wang, Steven Shuye. In: Working Papers. RePEc:dal:wpaper:daleconwp2019-02. Full description at Econpapers || Download paper | |
| 2018 | Herding behavior of Dutch pension funds in asset class investments. (2018). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:602. Full description at Econpapers || Download paper | |
| 2017 | The Effects of the Great East Japan Earthquake on Investors Risk and Time Preferences. (2017). Motonishi, Taizo . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00586. Full description at Econpapers || Download paper | |
| 2020 | Comovement in the Cryptocurrency Market. (2020). Griffith, Todd ; Blau, Benjamin ; Whitby, Ryan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00834. Full description at Econpapers || Download paper | |
| 2017 | Mutual Fund Flows and Benchmark Portfolio Returns. (2017). Kvamvold, Joakim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-32. Full description at Econpapers || Download paper | |
| 2018 | Gulf Cooperation Council Energy Sectors Governance and Dividend Policy. (2018). Abdelatif, Bahaa Sobhi ; Mousa, Allam Mohammed. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-21. Full description at Econpapers || Download paper | |
| 2019 | Behavioural Asset Pricing: A Review. (2019). Weerakoon, Y K ; Nimal, P D ; Nanayakkara, N S. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-12. Full description at Econpapers || Download paper | |
| 2020 | Ownership Governance Practices and their Influence on Family Businesses Financial Performance. (2020). Gomez-Betancourt, Gonzalo ; Cortes, Diogenes Lagos. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-12. Full description at Econpapers || Download paper | |
| 2018 | Disclosure of provisions for decommissioning costs in annual reports of oil and gas companies: A content analysis and stakeholder views. (2018). Abdo, Hafez ; Hunt, David ; Needham, Graham ; Mangena, Musa . In: Accounting forum. RePEc:eee:accfor:v:42:y:2018:i:4:p:341-358. Full description at Econpapers || Download paper | |
| 2018 | What information matters to investors at different stages of a firms life cycle?. (2018). Dickinson, Victoria ; Schaberl, Philipp D ; Kassa, Haimanot . In: Advances in accounting. RePEc:eee:advacc:v:42:y:2018:i:c:p:22-33. Full description at Econpapers || Download paper | |
| 2018 | Linguistic tone and the small trader. (2018). Baginski, Stephen P ; Yu, Yingri Julia ; Kausar, Asad ; Demers, Elizabeth. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:68-69:y:2018:i::p:21-37. Full description at Econpapers || Download paper | |
| 2017 | The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. (2017). Zhang, Yuejun ; Ding, Zhihua ; Long, Ruyin ; Liu, Zhenhua. In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:27-36. Full description at Econpapers || Download paper | |
| 2017 | How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Yao, Ting. In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:336-344. Full description at Econpapers || Download paper | |
| 2018 | Predicting unlisted SMEs default: Incorporating market information on accounting-based models for improved accuracy. (2018). Andrikopoulos, Panagiotis ; Khorasgani, Amir. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:5:p:559-573. Full description at Econpapers || Download paper | |
| 2019 | Model-based earnings forecasts vs. financial analysts earnings forecasts. (2019). Wang, Pengguo. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:424-437. Full description at Econpapers || Download paper | |
| 2019 | The quality of governance and momentum profits: International evidence. (2019). Chen, Jiaqi ; Sherif, Mohamed. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:5:s0890838919300484. Full description at Econpapers || Download paper | |
| 2019 | Permissible collateral and access to finance: Evidence from a quasi-natural experiment. (2019). Xu, Bing. In: China Economic Review. RePEc:eee:chieco:v:54:y:2019:i:c:p:237-255. Full description at Econpapers || Download paper | |
| 2019 | Proximity, information, and loan pricing in internal capital markets: Evidence from China. (2019). Du, LI ; Kong, Dongmin ; Qian, Xuesong. In: China Economic Review. RePEc:eee:chieco:v:54:y:2019:i:c:p:434-456. Full description at Econpapers || Download paper | |
| 2017 | Working on the weekend: Do analysts strategically time the release of their recommendation revisions?. (2017). Rees, Lynn ; Wong, Paul A ; Sharp, Nathan Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:104-121. Full description at Econpapers || Download paper | |
| 2017 | The governance transfer of blockholders: Evidence from block acquisitions and earnings management around the world. (2017). Dai, Lili ; Zhang, Bohui ; Shi, Linna ; Dharwadkar, Ravi . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:586-607. Full description at Econpapers || Download paper | |
| 2018 | Income smoothing may result in increased perceived riskiness: Evidence from bid-ask spreads around loss announcements. (2018). Yu, Kun ; Stewart, Scott D ; Hagigi, Moshe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:442-459. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Charles M. C. Lee:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1990 | Closed-End Mutual Funds. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 16 |
| 2005 | Capital Market Governance: How Do Security Laws Affect Market Performance? In: Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 2006 | Capital market governance: How do security laws affect market performance?.(2006) In: Journal of Corporate Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2002 | Corruption and International Valuation: Does Virtue Pay? In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2006 | Corruption and International Valuation: Does Virtue Pay?.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 1991 | Investor Sentiment and the Closed-End Fund Puzzle. In: Journal of Finance. [Full Text][Citation analysis] | article | 471 |
| 1991 | Investor Sentiment and the Closed-End Fund Puzzle.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 471 | paper | |
| 1990 | Investor Sentiment and the Closed-End Fund Puzzle.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 471 | paper | |
| 1991 | Inferring Trade Direction from Intraday Data. In: Journal of Finance. [Full Text][Citation analysis] | article | 872 |
| 1993 | Market Integration and Price Execution for NYSE-Listed Securities. In: Journal of Finance. [Full Text][Citation analysis] | article | 39 |
| 1994 | Volume, Volatility, and New York Stock Exchange Trading Halts. In: Journal of Finance. [Full Text][Citation analysis] | article | 72 |
| 2006 | Retail Investor Sentiment and Return Comovements In: Journal of Finance. [Full Text][Citation analysis] | article | 247 |
| 2001 | Toward an Implied Cost of Capital In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 183 |
| 2002 | Who Is My Peer? A Valuation‐Based Approach to the Selection of Comparable Firms In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 49 |
| 2003 | Whats My Line? A Comparison of Industry Classification Schemes for Capital Market Research In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 51 |
| 2009 | Testing International Asset Pricing Models Using Implied Costs of Capital In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 30 |
| 2014 | Aggregate Investment and Investor Sentiment In: Research Papers. [Full Text][Citation analysis] | paper | 22 |
| 2014 | Aggregate Investment and Investor Sentiment.(2014) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2014 | Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches In: Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2015 | Search-based peer firms: Aggregating investor perceptions through internet co-searches.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2014 | Shell Games: Are Chinese Reverse Merger Firms Inherently Toxic? In: Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | In Short Supply: Short-Sellers and Stock Returns In: Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 2015 | In short supply: Short-sellers and stock returns.(2015) In: Journal of Accounting and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2014 | Performance Measurement: An Investors Perspective In: Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Performance measurement: an investors perspective.(2014) In: Accounting and Business Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | The Search for Benchmarks: When Do Crowds Provide Wisdom? In: Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | The Search for Benchmarks: When Do Crowds Provide Wisdom?.(2015) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective In: Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Uncovering Expected Returns: Information in Analyst Coverage Proxies In: Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Uncovering expected returns: Information in analyst coverage proxies.(2017) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2015 | Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Sexy or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns? In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Tick Size Tolls: Can a Trading Slowdown Improve Price Discovery? In: Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Financing Entrepreneurship and Innovation in China: A Public Policy Perspective In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Salient or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns? In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Reverse Mergers, Shell Value, and Regulation Risk in Chinese Equity Markets In: Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Technological Links and Predictable Returns In: Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Technological links and predictable returns.(2019) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2017 | Mutual Fund Response to Earnings News: Evidence from Trade-Level Data In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Inferring investor behavior: Evidence from TORQ data In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 120 |
| 1992 | Earnings news and small traders : An intraday analysis In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 107 |
| 1998 | Accounting valuation, market expectation, and cross-sectional stock returns In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 163 |
| 2001 | Market efficiency and accounting research: a discussion of capital market research in accounting by S.P. Kothari In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 15 |
| 2010 | Tunneling through intercorporate loans: The China experience In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 179 |
| 1996 | The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 21 |
| 2015 | Alphanomics: The Informational Underpinnings of Market Efficiency In: Foundations and Trends(R) in Accounting. [Full Text][Citation analysis] | article | 2 |
| 1993 | Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 262 |
| 1995 | Closed-End Country Funds and U.S. Market Sentiment. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 45 |
| 2017 | Is there a dark side to exchange traded funds? An information perspective In: Review of Accounting Studies. [Full Text][Citation analysis] | article | 5 |
| 1997 | Option Trading, Price Discovery, and Earnings News Dissemination* In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 13 |
| 1992 | Discussion of “Corporate disclosure and price discovery associated with NYSE temporary trading halts†In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 0 |
| 1995 | The Marketing of Closed-End Fund IPOs In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 3 |
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