Charles M. C. Lee : Citation Profile


Are you Charles M. C. Lee?

Stanford University

19

H index

26

i10 index

3625

Citations

RESEARCH PRODUCTION:

29

Articles

23

Papers

RESEARCH ACTIVITY:

   29 years (1990 - 2019). See details.
   Cites by year: 125
   Journals where Charles M. C. Lee has often published
   Relations with other researchers
   Recent citing documents: 329.    Total self citations: 10 (0.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple349
   Updated: 2021-03-01    RAS profile: 2019-07-25    
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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:

Subrahmanyam, Avanidhar (39)

Theissen, Erik (22)

Zhang, Lu (21)

Hirshleifer, David (18)

Ramadorai, Tarun (16)

Michayluk, David (14)

Sarkar, Asani (12)

Bartram, Söhnke (12)

PASCUAL, ROBERTO (12)

Shleifer, Andrei (12)

Leuz, Christian (11)

Cites to:

Shleifer, Andrei (29)

Lopez-de-Silanes, Florencio (14)

La Porta, Rafael (13)

Vishny, Robert (12)

Harvey, Campbell (8)

Fama, Eugene (8)

Summers, Lawrence (7)

French, Kenneth (6)

Waldmann, Robert (5)

Thaler, Richard (5)

Madhavan, Ananth (5)

Main data


Where Charles M. C. Lee has published?


Journals with more than one article published# docs
Journal of Finance5
Journal of Accounting and Economics4
Journal of Financial Economics4
Journal of Accounting Research3
Review of Financial Studies3
Contemporary Accounting Research2

Working Papers Series with more than one paper published# docs
Research Papers / Stanford University, Graduate School of Business17
Working Papers / Cornell University, Department of Applied Economics and Management2

Recent works citing Charles M. C. Lee (2021 and 2020)


YearTitle of citing document
2021Counterparty 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.

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2020Market Making under a Weakly Consistent Limit Order Book Model. (2019). Viens, Frederi ; Law, Baron . In: Papers. RePEc:arx:papers:1903.07222.

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2020A 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.

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2020Determinants 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.

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2020Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010. (2020). Lerner, P B. In: Papers. RePEc:arx:papers:2004.06200.

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2020How 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.

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2020Comparing the market microstructure between two South African exchanges. (2020). Chang, Patrick ; Jericevich, Ivan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2011.04367.

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2020Valuation 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.

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2020If 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.

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2020Investor 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.

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2020Does 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.

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2020Audit 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.

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2020Does 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.

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2020Are 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.

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2020Opacity 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.

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2020Short?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.

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2020Strategic 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.

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2020Analyst 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.

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2020Saving 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.

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2020The 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.

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2020The 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.

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2020Institutional 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.

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2021Mandatory 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.

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2020Investor 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.

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2020Are 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.

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2020Glamour 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.

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2020Option 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.

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2020Trade 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.

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2020Institutional trading, investor sentiment, and lottery‐like stock preferences. (2020). Alldredge, Dallin M. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:603-624.

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2020The 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.

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2020Do 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.

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2020Security 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.

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2020Presidential 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.

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2020Market 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.

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2020Every 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.

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2020Measuring 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.

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2020STOCK 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.

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2020Public 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.

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2020Information asymmetry and leverage adjustments: a semiparametric varying‐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.

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2020Superconsistent estimation of points of impact in non‐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.

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2020Unconventional 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.

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2020Inferring trade directions in fast markets. (2020). Jurkatis, Simon . In: Bank of England working papers. RePEc:boe:boeewp:0896.

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2020Monetary policy and stock market valuation. (2020). Laine, Olli-Matti. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_016.

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2021Investor monitoring, money-likeness and stability of money market funds. (2021). Paavola, Aleksi ; Jarvenpaa, Maija. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_002.

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2020Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115.

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2020Bet 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.

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2020Changes 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.

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2020Comovement in the Cryptocurrency Market. (2020). Griffith, Todd ; Blau, Benjamin ; Whitby, Ryan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00834.

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2021Measuring 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.

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2020Stock return comovement when investors are distracted: more, and more homogeneous. (2020). Jansen, David-Jan ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20202412.

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2020Ownership 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.

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2020Issues 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.

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2020The 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.

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2020Separation 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.

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2020A 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.

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2020Quantifying 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.

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2020The 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.

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2020Rookie 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.

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2020Stock 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.

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2020Do 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.

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2020Do 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.

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2020The “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.

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2020State 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.

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2020Enforceability 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.

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2020Cross-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.

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2020Are 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.

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2020Politician 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.

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2020Does 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.

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2020The 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.

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2020The 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.

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2020Does 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.

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2020Multiple 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.

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2020Whats 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.

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2020Climate 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.

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2020Bequest 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.

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2020Transactional 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.

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2020Terrorist 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.

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2020Investor 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.

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2020The 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.

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2020The 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.

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2020Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

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2020Does 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.

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2021Does 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.

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2021Do 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.

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2020Industry 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.

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2020Asymmetric 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.

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2020Time-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.

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2020The 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.

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2020Liquidity, 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.

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2020The 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.

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2020Lumpy investment and expected stock returns. (2020). Im, Hyun Joong ; Park, Heungju. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301798.

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2020Does 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.

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2020Idiosyncratic 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.

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2020Controlling 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.

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2020What 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.

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2020Insider 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.

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2020Investor 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.

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2020Corporate 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.

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2020General 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.

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2020Value 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.

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2020Beta 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.

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More than 100 citations found, this list is not complete...

Works by Charles M. C. Lee:


YearTitleTypeCited
1990Closed-End Mutual Funds. In: Journal of Economic Perspectives.
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article16
2005Capital Market Governance: How Do Security Laws Affect Market Performance? In: Working Papers.
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paper45
2006Capital market governance: How do security laws affect market performance?.(2006) In: Journal of Corporate Finance.
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This paper has another version. Agregated cites: 45
article
2002Corruption and International Valuation: Does Virtue Pay? In: Working Papers.
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paper11
2006Corruption and International Valuation: Does Virtue Pay?.(2006) In: MPRA Paper.
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This paper has another version. Agregated cites: 11
paper
1991 Investor Sentiment and the Closed-End Fund Puzzle. In: Journal of Finance.
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article516
1991Investor Sentiment and the Closed-End Fund Puzzle.(1991) In: Scholarly Articles.
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This paper has another version. Agregated cites: 516
paper
1990Investor Sentiment and the Closed-End Fund Puzzle.(1990) In: NBER Working Papers.
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This paper has another version. Agregated cites: 516
paper
1991 Inferring Trade Direction from Intraday Data. In: Journal of Finance.
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article967
1993 Market Integration and Price Execution for NYSE-Listed Securities. In: Journal of Finance.
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article40
1994 Volume, Volatility, and New York Stock Exchange Trading Halts. In: Journal of Finance.
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article81
2006Retail Investor Sentiment and Return Comovements In: Journal of Finance.
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article307
2001Toward an Implied Cost of Capital In: Journal of Accounting Research.
[Full Text][Citation analysis]
article256
2002Who Is My Peer? A Valuation‐Based Approach to the Selection of Comparable Firms In: Journal of Accounting Research.
[Full Text][Citation analysis]
article61
2003Whats My Line? A Comparison of Industry Classification Schemes for Capital Market Research In: Journal of Accounting Research.
[Full Text][Citation analysis]
article67
2009Testing International Asset Pricing Models Using Implied Costs of Capital In: Journal of Financial and Quantitative Analysis.
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article38
2014Aggregate Investment and Investor Sentiment In: Research Papers.
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paper26
2014Aggregate Investment and Investor Sentiment.(2014) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 26
article
2014Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches In: Research Papers.
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paper18
2015Search-based peer firms: Aggregating investor perceptions through internet co-searches.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 18
article
2014Shell Games: Are Chinese Reverse Merger Firms Inherently Toxic? In: Research Papers.
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paper1
2014In Short Supply: Short-Sellers and Stock Returns In: Research Papers.
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paper11
2015In short supply: Short-sellers and stock returns.(2015) In: Journal of Accounting and Economics.
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This paper has another version. Agregated cites: 11
article
2014Performance Measurement: An Investors Perspective In: Research Papers.
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paper2
2014Performance measurement: an investors perspective.(2014) In: Accounting and Business Research.
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This paper has another version. Agregated cites: 2
article
2014The Search for Benchmarks: When Do Crowds Provide Wisdom? In: Research Papers.
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paper1
2015The Search for Benchmarks: When Do Crowds Provide Wisdom?.(2015) In: Research Papers.
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This paper has another version. Agregated cites: 1
paper
2015Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective In: Research Papers.
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paper3
2016Uncovering Expected Returns: Information in Analyst Coverage Proxies In: Research Papers.
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paper15
2017Uncovering expected returns: Information in analyst coverage proxies.(2017) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 15
article
2015Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades In: Research Papers.
[Full Text][Citation analysis]
paper0
2017Sexy or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns? In: Research Papers.
[Full Text][Citation analysis]
paper0
2018Tick Size Tolls: Can a Trading Slowdown Improve Price Discovery? In: Research Papers.
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paper4
2018Financing Entrepreneurship and Innovation in China: A Public Policy Perspective In: Research Papers.
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paper1
2017Salient or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns? In: Research Papers.
[Full Text][Citation analysis]
paper0
2017Reverse Mergers, Shell Value, and Regulation Risk in Chinese Equity Markets In: Research Papers.
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paper1
2017Technological Links and Predictable Returns In: Research Papers.
[Full Text][Citation analysis]
paper9
2019Technological links and predictable returns.(2019) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2017Mutual Fund Response to Earnings News: Evidence from Trade-Level Data In: Research Papers.
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paper0
2000Inferring investor behavior: Evidence from TORQ data In: Journal of Financial Markets.
[Full Text][Citation analysis]
article133
1992Earnings news and small traders : An intraday analysis In: Journal of Accounting and Economics.
[Full Text][Citation analysis]
article125
1998Accounting valuation, market expectation, and cross-sectional stock returns In: Journal of Accounting and Economics.
[Full Text][Citation analysis]
article188
2001Market 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]
article19
2010Tunneling through intercorporate loans: The China experience In: Journal of Financial Economics.
[Full Text][Citation analysis]
article242
1996The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article23
2015Alphanomics: The Informational Underpinnings of Market Efficiency In: Foundations and Trends(R) in Accounting.
[Full Text][Citation analysis]
article5
1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis. In: Review of Financial Studies.
[Full Text][Citation analysis]
article297
1995Closed-End Country Funds and U.S. Market Sentiment. In: Review of Financial Studies.
[Full Text][Citation analysis]
article50
2017Is there a dark side to exchange traded funds? An information perspective In: Review of Accounting Studies.
[Full Text][Citation analysis]
article14
1997Option Trading, Price Discovery, and Earnings News Dissemination* In: Contemporary Accounting Research.
[Full Text][Citation analysis]
article29
1992Discussion of “Corporate disclosure and price discovery associated with NYSE temporary trading halts†In: Contemporary Accounting Research.
[Full Text][Citation analysis]
article0
1995The Marketing of Closed-End Fund IPOs In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
paper3

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