19
H index
26
i10 index
3625
Citations
Stanford University | 19 H index 26 i10 index 3625 Citations RESEARCH PRODUCTION: 29 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Journals with more than one article published | # docs |
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Journal of Finance | 5 |
Journal of Accounting and Economics | 4 |
Journal of Financial 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 |
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Research Papers / Stanford University, Graduate School of Business | 17 |
Working Papers / Cornell University, Department of Applied Economics and Management | 2 |
Year | Title of citing document | |
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2021 | 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 | |
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 | |
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 | |
2020 | How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487. Full description at Econpapers || Download paper | |
2020 | Comparing the market microstructure between two South African exchanges. (2020). Chang, Patrick ; Jericevich, Ivan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2011.04367. Full description at Econpapers || Download paper | |
2020 | Valuation Models Applied to Value-Based Management. Application to the Case of UK Companies with Problems. (2020). Ausloos, Marcel. In: Papers. RePEc:arx:papers:2012.11595. Full description at Econpapers || Download paper | |
2020 | If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?. (2020). Zhu, Tingting ; Ausloos, Marcel ; Shi, Jing. In: Papers. RePEc:arx:papers:2012.12951. Full description at Econpapers || Download paper | |
2020 | Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals. (2020). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella. In: Discussion Papers. RePEc:bir:birmec:20-21. Full description at Econpapers || Download paper | |
2020 | Does Investor Sentiment Affect the Value Relevance of Accounting Information?. (2020). Hong, Kihoon ; He, Wen ; Wu, Eliza. In: Abacus. RePEc:bla:abacus:v:56:y:2020:i:4:p:535-560. Full description at Econpapers || Download paper | |
2020 | Audit committee characteristics and financial statement comparability. (2020). Shan, Yaowen ; Lu, Meiting ; Feng, Zhuoan ; Endrawes, Medhat. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2361-2395. Full description at Econpapers || Download paper | |
2020 | Does news travel slowly before a market crash? The role of margin traders. (2020). Li, Yan ; Qian, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3065-3101. Full description at Econpapers || Download paper | |
2020 | Are individual investors liquidity providers around earnings announcements? Evidence from an emerging market. (2020). Lin, William T ; Chen, Zhijuan ; Wang, Kent ; Ma, Changfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3447-3475. Full description at Econpapers || Download paper | |
2020 | Opacity and the comovement in the stock prices of banks. (2020). Griffith, Todd G ; Blau, Benjamin M ; Whitby, Ryan J. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3557-3580. Full description at Econpapers || Download paper | |
2020 | Short?selling and cost of equity: evidence from China. (2020). Lu, Siqi ; Hu, Ning ; Ye, Jianfang ; Ma, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3681-3707. Full description at Econpapers || Download paper | |
2020 | Strategic insider trading around earnings announcements in Australia. (2020). Katselas, Dean. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3709-3741. Full description at Econpapers || Download paper | |
2020 | Analyst versus model?based earnings forecasts: implied cost of capital applications. (2020). Cannavan, Damien ; Paton, Alexander P ; Hoang, Khoa ; Gray, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4061-4092. Full description at Econpapers || Download paper | |
2020 | Saving or tunnelling: value effects of tax avoidance in Chinese listed local government?controlled firms. (2020). Kang, Shaoqing ; Qu, Wenzhou ; Wang, Lihong. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4421-4465. Full description at Econpapers || Download paper | |
2020 | The importance of cash flow disclosure and cost of capital. (2020). Bu, DI ; Kent, Richard Anthony . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:877-908. Full description at Econpapers || Download paper | |
2020 | The impact on the cost of equity capital in the effects of integrated reporting quality. (2020). Salvi, Antonio ; Vitolla, Filippo ; Rubino, Michele ; Petruzzella, Felice ; Raimo, Nicola. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:519-529. Full description at Econpapers || Download paper | |
2020 | Institutional investors attention to environmental information, trading strategies, and market impacts: Evidence from China. (2020). Mao, Xiaodan ; Wei, Ping ; Chen, Xiaohong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:566-591. Full description at Econpapers || Download paper | |
2021 | Mandatory disclosure, greenhouse gas emissions and the cost of equity capital: UK evidence of a U?shaped relationship. (2021). Matthews, Lane ; Gerged, Ali Meftah ; Elheddad, Mohamed. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:908-930. Full description at Econpapers || Download paper | |
2020 | Investor protection and cost of debt: Evidence from dividend commitment in firm bylaws. (2020). Cheng, Linyin ; Yang, Dan ; Zhang, LU ; Wang, Yuetang. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:28:y:2020:i:5:p:294-308. Full description at Econpapers || Download paper | |
2020 | Are all forms of ownership prone to tunneling? A meta?analysis. (2020). Boyd, Brian K ; Solarino, Angelo M. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:28:y:2020:i:6:p:488-501. Full description at Econpapers || Download paper | |
2020 | Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706. Full description at Econpapers || Download paper | |
2020 | Option trading after the opening bell and intraday stock return predictability. (2020). Fodor, Andy ; Bergsma, Kelley ; Tayal, Jitendra ; Singal, Vijay. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:769-804. Full description at Econpapers || Download paper | |
2020 | Trade signing in fast markets. (2020). Kolay, Madhuparna ; Carrion, Allen. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:385-404. Full description at Econpapers || Download paper | |
2020 | Institutional trading, investor sentiment, and lotteryâ€like stock preferences. (2020). Alldredge, Dallin M. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:603-624. Full description at Econpapers || Download paper | |
2020 | The effect of option transaction costs on informed trading in the options market around earnings announcements. (2020). Zhao, Chen ; Li, Yubin ; Govindaraj, Suresh. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:615-644. Full description at Econpapers || Download paper | |
2020 | Do shareholder protection and creditor rights have distinct effects on the association between debt maturity and ownership structure?. (2020). Soares, Paulo Renato ; Schiehll, Eduardo ; Martins, Henrique Castro. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:708-729. Full description at Econpapers || Download paper | |
2020 | Security regulations, access to capital markets, and firm performance: Evidence from China. (2020). Sun, Kunpeng ; Xiao, Xing ; Wei, Zhe ; Wang, Kun. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:7-8:p:1034-1058. Full description at Econpapers || Download paper | |
2020 | Presidential Address: Social Transmission Bias in Economics and Finance. (2020). Hirshleifer, David. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1779-1831. Full description at Econpapers || Download paper | |
2020 | Market Structure and Transaction Costs of Index CDSs. (2020). Collindufresne, Pierre ; Trolle, Anders B ; Junge, Benjamin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2719-2763. Full description at Econpapers || Download paper | |
2020 | Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs. (2020). Shkilko, Andriy ; Sokolov, Konstantin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:2899-2927. Full description at Econpapers || Download paper | |
2020 | Measuring Mutual Fund Flow Pressure as Shock to Stock Returns. (2020). Wardlaw, Malcolm. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3221-3243. Full description at Econpapers || Download paper | |
2020 | STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406. Full description at Econpapers || Download paper | |
2020 | Public Attention and Auditor Behavior: The Case of Hurun Rich List in China. (2020). Ye, Qing ; Wu, Donghui. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:3:p:777-825. Full description at Econpapers || Download paper | |
2020 | Information asymmetry and leverage adjustments: a semiparametric varyingâ€coefficient approach. (2020). Kumbhakar, Subal ; Zhao, Shunan ; Jin, Man. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:2:p:581-605. Full description at Econpapers || Download paper | |
2020 | Superconsistent estimation of points of impact in nonâ€parametric regression with functional predictors. (2020). Eisenbarth, Hedwig ; Kneip, Alois ; Liebl, Dominik ; Poss, Dominik ; Barrett, Lisa Feldman ; Wager, Tor D. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:4:p:1115-1140. Full description at Econpapers || Download paper | |
2020 | Unconventional economic policies and sentiment: An international assessment. (2020). Gimet, Celine ; Gagnon, Mariehelene. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:6:p:1544-1591. Full description at Econpapers || Download paper | |
2020 | Inferring trade directions in fast markets. (2020). Jurkatis, Simon . In: Bank of England working papers. RePEc:boe:boeewp:0896. Full description at Econpapers || Download paper | |
2020 | Monetary policy and stock market valuation. (2020). Laine, Olli-Matti. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_016. Full description at Econpapers || Download paper | |
2021 | Investor monitoring, money-likeness and stability of money market funds. (2021). Paavola, Aleksi ; Jarvenpaa, Maija. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_002. Full description at Econpapers || Download paper | |
2020 | Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115. Full description at Econpapers || Download paper | |
2020 | Bet against the trend and cash in profits.. (2020). Bassi, Federico ; Lang, Dany ; Ramos, Raquel Almeida . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def090. Full description at Econpapers || Download paper | |
2020 | Changes of the Time Intervals Specific to Calendar Anomalies: the Case of TOQ Effect on Bucharest Stock Exchange. (2020). RAMONA, DUMITRIU ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2020:p:264-273. 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 | |
2021 | Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254. Full description at Econpapers || Download paper | |
2020 | Stock return comovement when investors are distracted: more, and more homogeneous. (2020). Jansen, David-Jan ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20202412. Full description at Econpapers || Download paper | |
2020 | Ownership Governance Practices and their Influence on Family Businesses Financial Performance. (2020). Betancourt, Jose B ; 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 | |
2020 | Issues that Matter When Behavioral Finance Factors Drive the Largest Initial Public Offering in the Saudi Financial Market. (2020). Alsaggaf, Mohammed ; Shaddady, Ali. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-15. Full description at Econpapers || Download paper | |
2020 | The role of electrification and hydrogen in breaking the biomass bottleneck of the renewable energy system – A study on the Danish energy system. (2020). Pedersen, Sigurd Lauge ; Hansen, Anders Bavnhoj ; Mathiesen, Brian Vad ; Mortensen, Anders Winther ; Wenzel, Henrik ; Grandal, Rune Duban. In: Applied Energy. RePEc:eee:appene:v:275:y:2020:i:c:s0306261920308436. Full description at Econpapers || Download paper | |
2020 | Separation of ownership and control for Chinese listed firms: Effect on the cost of debt and the moderating role of bank competition. (2020). Chang, Chun-Ping ; Wen, Jun ; Fu, Huan ; Li, Shuangyan. In: Journal of Asian Economics. RePEc:eee:asieco:v:67:y:2020:i:c:s1049007820300233. Full description at Econpapers || Download paper | |
2020 | A new European investor sentiment index (EURsent) and its return and volatility predictability. (2020). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303041. Full description at Econpapers || Download paper | |
2020 | Quantifying the cross sectional relation of daily happiness sentiment and return skewness: Evidence from US industries. (2020). Zhao, Ruwei. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300873. Full description at Econpapers || Download paper | |
2020 | The spillover effect of financial information in mergers and acquisitions. (2020). Zheng, Ying ; Yu, Xin ; Wu, Cen. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919301040. Full description at Econpapers || Download paper | |
2020 | Rookie directors and firm performance: Evidence from China11We thank William L Megginson (the editor), two anonymous referees, Graeme Guthrie, Heng Geng, Adrian Cheung and seminar participants at the . (2020). Chen, Zonghao ; O'Connor, Michael. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918306965. Full description at Econpapers || Download paper | |
2020 | Stock pledge, risk of losing control and corporate innovation. (2020). Pang, Caiji ; Wang, Ying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919300574. Full description at Econpapers || Download paper | |
2020 | Do investors want politically connected independent directors? Evidence from their forced resignations in China. (2020). Tan, Jinsong ; Lin, Karen Jingrong ; Karim, Khondkar ; Hu, Rui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301688. Full description at Econpapers || Download paper | |
2020 | Do technology spillovers affect the corporate information environment?. (2020). Kecskes, Ambrus ; Nguyen, Phuong-Anh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300250. Full description at Econpapers || Download paper | |
2020 | The “home bias†of corporate subsidiary locations. (2020). Zhao, Ziye ; Xiao, Sheng ; Huang, Jianqiao ; Chen, Yunsen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300353. Full description at Econpapers || Download paper | |
2020 | State ownership and the structuring of lease arrangements. (2020). Liu, Chang ; Zhang, Shanshan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300419. Full description at Econpapers || Download paper | |
2020 | Enforceability and the effectiveness of laws and regulations. (2020). Zhu, Julie Lei ; Qian, Jun ; Lu, Lei ; Li, KE. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300420. Full description at Econpapers || Download paper | |
2020 | Cross-listing and corporate malfeasance: Evidence from P-chip firms. (2020). Lui, Daphne ; Huang, Zhongwei ; Filip, Andrei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:63:y:2020:i:c:s0929119916301808. Full description at Econpapers || Download paper | |
2020 | Are future capital gain opportunities important in the market for corporate control? Evidence from China. (2020). Hou, Xiaohong ; Uchida, Konari ; Dong, Liping. In: Journal of Corporate Finance. RePEc:eee:corfin:v:63:y:2020:i:c:s0929119916302036. Full description at Econpapers || Download paper | |
2020 | Politician as venture capitalist: Politically-connected VCs and IPO activity in China. (2020). Wu, Chaopeng ; Wang, Rouzhi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300766. Full description at Econpapers || Download paper | |
2020 | Does regulatory reform of cumulative voting promote a more balanced power distribution in the boardroom?. (2020). Du, Julan ; Chen, Yinghui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300997. Full description at Econpapers || Download paper | |
2020 | The unintended real effects of short selling in an emerging market. (2020). Yin, Sirui ; Ni, Xiaoran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301036. Full description at Econpapers || Download paper | |
2020 | The real effect of partial privatization on corporate innovation: Evidence from Chinas split share structure reform. (2020). Zhao, Hailong ; Zhang, Xinde ; Tian, Xuan ; Tan, Yongxian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s092911992030105x. Full description at Econpapers || Download paper | |
2020 | Does media coverage deter firms from withholding bad news? Evidence from stock price crash risk. (2020). Wang, Jun ; Naiker, Vic ; Chen, Chen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301085. Full description at Econpapers || Download paper | |
2020 | Multiple blockholders and earnings management. (2020). Wang, Xue ; Ma, Yunbiao ; Jiang, Fuxiu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301334. Full description at Econpapers || Download paper | |
2020 | Whats good for you is good for me: The effect of CEO inside debt on the cost of equity. (2020). Zhang, Hao ; Shen, Carl Hsin-Han. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301437. Full description at Econpapers || Download paper | |
2020 | Climate risk: The price of drought. (2020). Truong, Cameron ; Ha, Thu ; Huynh, Thanh D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301942. Full description at Econpapers || Download paper | |
2020 | Bequest motive, information transparency, and family firm value: A natural experiment. (2020). Zhao, Yiyi ; Lyu, Changjiang ; Lee, Edward ; Huang, Haijie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301954. Full description at Econpapers || Download paper | |
2020 | Transactional and relational approaches to political connections and the cost of debt. (2020). Kabir, Rezaul ; Hasan, Iftekhar ; Arifin, Taufiq. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302121. Full description at Econpapers || Download paper | |
2020 | Terrorist attacks, investor sentiment, and the pricing of initial public offerings. (2020). Goyal, Abhinav ; Zolotoy, Leon ; Veeraraghavan, Madhu ; Chen, Yangyang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302248. Full description at Econpapers || Download paper | |
2020 | Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299. Full description at Econpapers || Download paper | |
2020 | The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Pham, Manh Cuong ; Lajbcygier, Paul ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301603. Full description at Econpapers || Download paper | |
2020 | The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. (2020). Xu, Liao ; Zhao, Yang ; Shi, Yukun ; Gao, Han. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:400-408. Full description at Econpapers || Download paper | |
2020 | Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397. Full description at Econpapers || Download paper | |
2020 | Does corporate social responsibility reduce financial distress risk?. (2020). Saeed, Asif ; Manita, Riadh ; Cellier, Alexis ; Boubaker, Sabri. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:835-851. Full description at Econpapers || Download paper | |
2021 | Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183. Full description at Econpapers || Download paper | |
2021 | Do independent directors restrain controlling shareholders’ tunneling? Evidence from a natural experiment in China. (2021). Yang, Xiandong ; Wang, Yanan ; Gong, Min. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:548-559. Full description at Econpapers || Download paper | |
2020 | Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986. Full description at Econpapers || Download paper | |
2020 | Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006. Full description at Econpapers || Download paper | |
2020 | Time-varying lead–lag structure between investor sentiment and stock market. (2020). Li, Hong-Yu ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303973. Full description at Econpapers || Download paper | |
2020 | The effect of market sentiment and information asymmetry on option pricing. (2020). Nobanee, Haitham ; Eleuch, Hichem ; ben Hamad, Salah ; Zghal, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301327. Full description at Econpapers || Download paper | |
2020 | Liquidity, earnings management, and stock expected returns. (2020). Ho, Kung-Cheng ; Huang, Hung-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301583. Full description at Econpapers || Download paper | |
2020 | The momentum and reversal effects of investor sentiment on stock prices. (2020). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301601. Full description at Econpapers || Download paper | |
2020 | Lumpy investment and expected stock returns. (2020). Im, Hyun Joong ; Park, Heungju. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301798. Full description at Econpapers || Download paper | |
2020 | Does having a semimandatory dividend policy enhance investor confidence? Research on dividend-financing behavior. (2020). Zhang, Lei ; Yao, Wenyun ; Hu, Jianxiong. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518304461. Full description at Econpapers || Download paper | |
2020 | Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value. (2020). Florackis, Chris ; Sainani, Sushil ; Kostakis, Alexandros ; Kanas, Angelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:2:p:748-766. Full description at Econpapers || Download paper | |
2020 | Controlling shareholder share pledging and firm cash dividends. (2020). Zhang, HE ; Yan, Ziqiao ; Zhou, Jingting ; Li, Wanli. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119305199. Full description at Econpapers || Download paper | |
2020 | What is the best proxy for liquidity in the presence of extreme illiquidity?. (2020). Będowska-Sójka, Barbara ; Echaust, Krzysztof ; Bdowska-Sojka, Barbara. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302080. Full description at Econpapers || Download paper | |
2020 | Insider trading laws and price informativeness in emerging stock markets: The South African case. (2020). Ojah, Kalu ; Kodongo, Odongo ; Muhanji, Stella. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119304352. Full description at Econpapers || Download paper | |
2020 | Investor participation and the volatility-volume relation: Evidence from an emerging market. (2020). Fong, Wai-Ming ; Chan, Ka Lok ; Bian, Jiangze. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s156601411930264x. Full description at Econpapers || Download paper | |
2020 | Corporate fraud under pyramidal ownership structure: Evidence from a regulatory reform. (2020). Shin, Hojong ; Gam, Yong Kyu ; Choi, Daewoung. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300388. Full description at Econpapers || Download paper | |
2020 | General managerial skills and corporate social responsibility. (2020). Chen, Jie ; Zhou, Si ; Song, Wei ; Liu, Xicheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:43-59. Full description at Econpapers || Download paper | |
2020 | Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18. Full description at Econpapers || Download paper | |
2020 | Beta and firm age. (2020). Moneta, Fabio ; Kim, Daehwan ; Chincarini, Ludwig B. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:50-74. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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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 | 45 |
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: 45 | article | |
2002 | Corruption and International Valuation: Does Virtue Pay? In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2006 | Corruption and International Valuation: Does Virtue Pay?.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
1991 | Investor Sentiment and the Closed-End Fund Puzzle. In: Journal of Finance. [Full Text][Citation analysis] | article | 516 |
1991 | Investor Sentiment and the Closed-End Fund Puzzle.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 516 | 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: 516 | paper | |
1991 | Inferring Trade Direction from Intraday Data. In: Journal of Finance. [Full Text][Citation analysis] | article | 967 |
1993 | Market Integration and Price Execution for NYSE-Listed Securities. In: Journal of Finance. [Full Text][Citation analysis] | article | 40 |
1994 | Volume, Volatility, and New York Stock Exchange Trading Halts. In: Journal of Finance. [Full Text][Citation analysis] | article | 81 |
2006 | Retail Investor Sentiment and Return Comovements In: Journal of Finance. [Full Text][Citation analysis] | article | 307 |
2001 | Toward an Implied Cost of Capital In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 256 |
2002 | Who Is My Peer? A Valuationâ€Based Approach to the Selection of Comparable Firms In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 61 |
2003 | Whats My Line? A Comparison of Industry Classification Schemes for Capital Market Research In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 67 |
2009 | Testing International Asset Pricing Models Using Implied Costs of Capital In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 38 |
2014 | Aggregate Investment and Investor Sentiment In: Research Papers. [Full Text][Citation analysis] | paper | 26 |
2014 | Aggregate Investment and Investor Sentiment.(2014) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2014 | Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches In: Research Papers. [Full Text][Citation analysis] | paper | 18 |
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: 18 | 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 | 11 |
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: 11 | 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 | 15 |
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: 15 | 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 | 4 |
2018 | Financing Entrepreneurship and Innovation in China: A Public Policy Perspective In: Research Papers. [Full Text][Citation analysis] | paper | 1 |
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 | 9 |
2019 | Technological links and predictable returns.(2019) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 133 |
1992 | Earnings news and small traders : An intraday analysis In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 125 |
1998 | Accounting valuation, market expectation, and cross-sectional stock returns In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 188 |
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 | 19 |
2010 | Tunneling through intercorporate loans: The China experience In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 242 |
1996 | The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 23 |
2015 | Alphanomics: The Informational Underpinnings of Market Efficiency In: Foundations and Trends(R) in Accounting. [Full Text][Citation analysis] | article | 5 |
1993 | Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 297 |
1995 | Closed-End Country Funds and U.S. Market Sentiment. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 50 |
2017 | Is there a dark side to exchange traded funds? An information perspective In: Review of Accounting Studies. [Full Text][Citation analysis] | article | 14 |
1997 | Option Trading, Price Discovery, and Earnings News Dissemination* In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 29 |
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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