29
H index
38
i10 index
6814
Citations
Stanford University (50% share) | 29 H index 38 i10 index 6814 Citations RESEARCH PRODUCTION: 45 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
|---|---|
| Journal of Finance | 7 |
| Journal of Financial Economics | 6 |
| Journal of Accounting and Economics | 5 |
| The Review of Financial Studies | 4 |
| Journal of Accounting Research | 3 |
| Nature | 3 |
| Financial Analysts Journal | 2 |
| Journal of Corporate Finance | 2 |
| Contemporary Accounting Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Research Papers / Stanford University, Graduate School of Business | 20 |
| Working Papers / Cornell University, Department of Applied Economics and Management | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | An Empirical Validation of a Behavioral Finance Model: The 52-week High as a Benchmark for an Index. (2025). Wong, Wing-Keung ; Pan, Shin-Hung ; Boutabba, Islem. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2025:i:4:p:74-91. Full description at Econpapers || Download paper | |
| 2025 | Trend-Breaks and the Persistence of Closed-End Fund Discounts. (2025). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-02. Full description at Econpapers || Download paper | |
| 2026 | Creating Optimal Risk-Return Portfolios With Arbitrage Mechanism Using Exchange Traded Funds. (2026). Koy, Ayben ; Sobati, Pegah. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:41:y:2026:i:125:p:1-26. Full description at Econpapers || Download paper | |
| 2025 | Bloated Disclosures: Can ChatGPT Help Investors Process Information?. (2025). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224. Full description at Econpapers || Download paper | |
| 2024 | Anomalous diffusion and price impact in the fluid-limit of an order book. (2024). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079. Full description at Econpapers || Download paper | |
| 2024 | Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions. (2024). Ardia, David ; Cenesizoglu, Tolga ; Aymard, Cl'Ement. In: Papers. RePEc:arx:papers:2403.17095. Full description at Econpapers || Download paper | |
| 2024 | Distributional Reference Class Forecasting of Corporate Sales Growth With Multiple Reference Variables. (2024). Theising, Etienne. In: Papers. RePEc:arx:papers:2405.03402. Full description at Econpapers || Download paper | |
| 2025 | Data-driven measures of high-frequency trading. (2025). Rzayev, K ; Ibikunle, G ; Moews, B. In: Papers. RePEc:arx:papers:2405.08101. Full description at Econpapers || Download paper | |
| 2024 | Machine Learning-based Relative Valuation of Municipal Bonds. (2024). Chauhan, Rishab ; Saha, Preetha ; Sommer, Philip ; Lyu, Jingrao ; Jeyapaulraj, Jerinsh ; Desai, Dhruv ; Mehta, Dhagash. In: Papers. RePEc:arx:papers:2408.02273. Full description at Econpapers || Download paper | |
| 2024 | Forecasting High Frequency Order Flow Imbalance. (2024). Jain, Shashi ; Anantha, Aditya Nittur. In: Papers. RePEc:arx:papers:2408.03594. Full description at Econpapers || Download paper | |
| 2025 | Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497. Full description at Econpapers || Download paper | |
| 2024 | Can an unsupervised clustering algorithm reproduce a categorization system?. (2024). Pasquali, Stefano ; Frank, Sebastian ; Castellanos, Nathalia ; Desai, Dhruv ; Mehta, Dhagash. In: Papers. RePEc:arx:papers:2408.10340. Full description at Econpapers || Download paper | |
| 2024 | Extracting Alpha from Financial Analyst Networks. (2024). Zohren, Stefan ; Dong, Xiaowen ; Kong, Yaxuan ; Gorduza, Dragos. In: Papers. RePEc:arx:papers:2410.20597. Full description at Econpapers || Download paper | |
| 2026 | Bitcoin and Shadow Exchange Rates. (2024). Kantorovitch, Ilja ; Niu, Yanan. In: Papers. RePEc:arx:papers:2410.22443. Full description at Econpapers || Download paper | |
| 2024 | Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180. Full description at Econpapers || Download paper | |
| 2025 | The Value of Information from Sell-side Analysts. (2024). Lv, Linying. In: Papers. RePEc:arx:papers:2411.13813. Full description at Econpapers || Download paper | |
| 2025 | Growing the Efficient Frontier on Panel Trees. (2025). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730. Full description at Econpapers || Download paper | |
| 2025 | Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach. (2025). Luwang, SR ; Petroni, F ; Nurujjaman, MD ; Rai, A. In: Papers. RePEc:arx:papers:2502.07625. Full description at Econpapers || Download paper | |
| 2025 | What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles. (2025). Janischewski, Anja ; Baumann, Michael Heinrich. In: Papers. RePEc:arx:papers:2502.10101. Full description at Econpapers || Download paper | |
| 2025 | Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy. (2025). Haboub, Ahmad ; Kartsaklas, Aris ; Sarafidis, Vasilis. In: Papers. RePEc:arx:papers:2506.00206. Full description at Econpapers || Download paper | |
| 2025 | Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering. (2025). Johnson, Grant ; Wang, Bingyang ; Balch, Tucker ; Hybinette, Maria. In: Papers. RePEc:arx:papers:2509.01590. Full description at Econpapers || Download paper | |
| 2026 | ESG Integration into Corporate Strategy Value Realization. (2025). Xiao, LI. In: Papers. RePEc:arx:papers:2512.13023. Full description at Econpapers || Download paper | |
| 2025 | GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market. (2025). Hirshleifer, David ; Teoh, Siew Hong ; Wu, Shijia ; Gu, Ming. In: Papers. RePEc:arx:papers:2512.20027. Full description at Econpapers || Download paper | |
| 2026 | When the Rules Change: Adaptive Signal Extraction via Kalman Filtering and Markov-Switching Regimes. (2026). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2601.05716. Full description at Econpapers || Download paper | |
| 2026 | Fact or friction: Jumps at ultra high frequency. (2026). Podolskij, Mark ; Christensen, Kim. In: Papers. RePEc:arx:papers:2602.10925. Full description at Econpapers || Download paper | |
| 2026 | Stochastic Discount Factors with Cross-Asset Spillovers. (2026). He, Xin ; Avramov, Doron. In: Papers. RePEc:arx:papers:2602.20856. Full description at Econpapers || Download paper | |
| 2026 | Political Shocks and Price Discovery in Prediction Markets: Evidence from the 2024 U.S. Presidential Election. (2026). Yang, Zichao ; Tsang, Kwok Ping. In: Papers. RePEc:arx:papers:2603.03152. Full description at Econpapers || Download paper | |
| 2026 | The Co-Pricing Factor Zoo. (2026). Mueller, Philippe ; Julliard, Christian ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.04430. Full description at Econpapers || Download paper | |
| 2026 | Cross-Stock Predictability via LLM-Augmented Semantic Networks. (2026). Ye, Yifan ; Hu, Kaiqi ; Fan, Zheqi ; Huang, Yikuan. In: Papers. RePEc:arx:papers:2604.19476. Full description at Econpapers || Download paper | |
| 2026 | ChatGPT as a Time Capsule: The Limits of Price Discovery. (2026). Lopez-Lira, Alejandro ; Lehner, Sebastian. In: Papers. RePEc:arx:papers:2604.21433. Full description at Econpapers || Download paper | |
| 2026 | The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book. (2026). Dubach, Philipp D. In: Papers. RePEc:arx:papers:2604.24366. Full description at Econpapers || Download paper | |
| 2026 | The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions. (2026). Nechepurenko, Maksym. In: Papers. RePEc:arx:papers:2604.27041. Full description at Econpapers || Download paper | |
| 2026 | ForesightFlow: An Information Leakage Score Framework for Prediction Markets. (2026). Nechepurenko, Maksym. In: Papers. RePEc:arx:papers:2605.00493. Full description at Econpapers || Download paper | |
| 2025 | Beyond Fundamentals: How Investor Overconfidence Shapes Firm Valuation in India. (2025). Kumari, Jyoti. In: International Journal of Finance. RePEc:bhx:ojtijf:v:10:y:2025:i:6:p:12-35:id:3041. Full description at Econpapers || Download paper | |
| 2025 | Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions. (2025). Talavera, Oleksandr ; Nikolsko-Rzhevskyy, Alex ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:25-02. Full description at Econpapers || Download paper | |
| 2024 | Do Investors Undervalue Female Directors Due to Gender Role Stereotypes? Evidence from the United States. (2024). Ranjeeni, Kumari ; Naidu, Dharmendra. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:492-538. Full description at Econpapers || Download paper | |
| 2024 | Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust. (2024). faff, robert ; Xiao, Yuchao ; Shao, Pei ; Huang, Jianning ; Zhou, Fuzhao. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:627-664. Full description at Econpapers || Download paper | |
| 2025 | Do Carbon Assurance Providers Play a Strategic Role in Moderating the Relationship Between Carbon Emissions and Firms’ Cost of Equity?. (2025). Datt, Rina ; Segara, Reuben ; Yang, Jin Young. In: Abacus. RePEc:bla:abacus:v:61:y:2025:i:3:p:786-818. Full description at Econpapers || Download paper | |
| 2026 | The Signalling Effect of Corporate Social Responsibility Reporting: Evidence From Short Selling. (2026). Alam, Nurul ; Chen, Xiaomeng Charlene ; Liang, Xiao. In: Abacus. RePEc:bla:abacus:v:62:y:2026:i:1:p:273-309. Full description at Econpapers || Download paper | |
| 2024 | Supply chain concentration and cost of capital. (2024). Upson, James E ; Wei, Chao. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:607-634. Full description at Econpapers || Download paper | |
| 2024 | Pricing cloud stocks: Evidence from China. (2024). Cheung, Adrian (Wai-Kong) ; Lin, Lichao. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:811-832. Full description at Econpapers || Download paper | |
| 2024 | Why does operating profitability predict returns? New evidence on risk versus mispricing explanations. (2024). Neel, Michael ; Safdar, Irfan ; Ahmed, Anwer. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:2:p:1243-1276. Full description at Econpapers || Download paper | |
| 2024 | Corporate sexual orientation equality and carbon emission. (2024). Cooper, Tom ; Islam, Majidul ; Hossain, Ashrafee Tanvir. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:2:p:1491-1524. Full description at Econpapers || Download paper | |
| 2024 | Does corporate ESG disclosure enhance investor relationship management? Evidence from China. (2024). Liang, Xinye ; Cao, Peng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:2:p:2011-2035. Full description at Econpapers || Download paper | |
| 2024 | The capital market consequences of stock market liberalisation: Evidence from Mainland‐Hong Kong Stock Connect Programs in China. (2024). Gao, Fang ; Fu, Renhui ; Zhao, YI. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3275-3299. Full description at Econpapers || Download paper | |
| 2024 | Corporate inversion, cost of equity and ineffective tax reform. (2024). Hong, Liu ; Zhou, Tianpeng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3595-3622. Full description at Econpapers || Download paper | |
| 2024 | Win by defence: The impact of defensive trademarks on corporate innovation. (2024). Li, Xuechao ; Wu, Dejun. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3823-3840. Full description at Econpapers || Download paper | |
| 2024 | The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972. Full description at Econpapers || Download paper | |
| 2024 | Keju tradition and major litigation cases: The persistent impact of Confucian norm standard. (2024). Hu, Xuefeng ; Wang, Wenlan ; Xu, Rong ; Xiao, Fulong. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:5:p:4647-4673. Full description at Econpapers || Download paper | |
| 2024 | Blockchain technology, social media sentiment and stock price. (2024). Mengjie, Rong ; Jun, NI ; Wenyi, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:s1:p:4885-4913. Full description at Econpapers || Download paper | |
| 2024 | Media coverage and disclosure of short‐termism tone: Evidence from China. (2024). Ni, Yingzhao. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:s1:p:5107-5131. Full description at Econpapers || Download paper | |
| 2025 | The financial resource curse: Interest rate deregulation and firms shadow banking activities. (2025). Wang, Zhiyuan ; Xu, SI ; Cao, Chunfang. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:191-217. Full description at Econpapers || Download paper | |
| 2025 | Holding cash for corruption? Evidence from Chinas anti‐corruption campaign. (2025). Wang, Changyun ; Chen, Yulin ; Yi, Yang ; Zeng, Jianyu. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:581-619. Full description at Econpapers || Download paper | |
| 2025 | Broker and institutional investor short selling. (2025). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Zhu, Jennifer ; Marshall, Ben R. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:621-645. Full description at Econpapers || Download paper | |
| 2025 | Ambiguity or specificity: The influence of merchant guild culture on managers disclosure strategy. (2025). Zhuang, Zixuan ; Zhang, Tingting ; Yin, Haozhou. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:913-934. Full description at Econpapers || Download paper | |
| 2025 | The dark side of close proximity to supply chain partners: Evidence from auditing practices in China. (2025). Jiang, Zhiqian ; Xiao, Min ; Wen, Hai. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:2:p:1399-1427. Full description at Econpapers || Download paper | |
| 2025 | Do changes in MD&A tone predict financial restatements? Evidence from Chinese listed companies. (2025). Du, LI ; Tu, Chengmin. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2420-2453. Full description at Econpapers || Download paper | |
| 2025 | Does Regulatory Attention Towards Trading Manipulation Curb Stock Price Volatility?. (2025). Wang, Yuxin ; Luo, Yilin ; Hong, Jianqiao ; Ni, Chenkai. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2626-2648. Full description at Econpapers || Download paper | |
| 2025 | Agnostic Fundamental Analysis via Machine Learning. (2025). Long, Zhen ; Li, Bin. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2678-2700. Full description at Econpapers || Download paper | |
| 2025 | Grabbing or Compensating? Evidence From Private Investment in Public Equity in China. (2025). Zhu, Yanjian ; Xu, Jiajing ; Yu, Fan. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2842-2865. Full description at Econpapers || Download paper | |
| 2025 | Business Group Affiliation and Investment Efficiency: International Evidence. (2025). Fu, Siwen ; Kim, Jeongbon. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:3004-3023. Full description at Econpapers || Download paper | |
| 2025 | The Effect of a Politically Connected Supervisory Board and Disclosure of Ultimate Shareholders Identity on the Principal–Principal Conflict. (2025). Harianto, Sandy ; Haman, Janto ; Prajogo, Daniel ; Adrian, Christofer. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:3379-3397. Full description at Econpapers || Download paper | |
| 2025 | Customers Pessimistic Disclosure and Corporate Innovation: The Role of Government‐Background Principal Customers. (2025). Sun, Yuan ; Di, Lulu ; Hua, Chen. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:3472-3500. Full description at Econpapers || Download paper | |
| 2025 | Retail Investors Environmental Attention and Green Innovation—Evidence From Interactive Platforms. (2025). Li, Shijie ; Xie, EN. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:3605-3617. Full description at Econpapers || Download paper | |
| 2025 | Does Rating Consistency Matter? A Micro‐Level Study on the Impact of Corporate ESG Rating Divergence on Equity Financing Costs. (2025). Hou, Yujie ; Han, Longyan ; Li, Jun ; Tan, Changchun. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:3966-3982. Full description at Econpapers || Download paper | |
| 2025 | Core Competencies and Earnings Management: Evidence From China. (2025). Hao, Enqi ; Sun, Changling ; Wang, Baiqiang. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:4062-4085. Full description at Econpapers || Download paper | |
| 2025 | Motivations Behind Companies Riding the Wave on Interactive Platforms: From the Perspective of Insider Share Reductions. (2025). Li, Yaoyao ; Wang, Tianmei ; Hou, Qianhui ; Tao, Duo. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:5:p:4328-4351. Full description at Econpapers || Download paper | |
| 2026 | Regulatory Price Restrictions, Audit Fees and Audit Outcomes: Evidence From Audit Fee Regulation No. 196 in China. (2026). Zhang, Yixuan ; Liu, Yiye ; Tian, Zhili. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:178-194. Full description at Econpapers || Download paper | |
| 2026 | The Power of Colour: Does the Visual Communication of ESG Disclosure Promote Stock Liquidity?. (2026). Qin, Ping ; Xiao, Qiyong ; Wang, Tingting. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:722-737. Full description at Econpapers || Download paper | |
| 2026 | Accruals Management to Meet or Beat Earnings Performance of Peer Firms. (2026). Yi, Sheng ; Kim, Jung Hoon ; Barua, Abhijit. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:80-105. Full description at Econpapers || Download paper | |
| 2024 | Designated market makers and agricultural futures market quality: Evidence from Chinas Dalian commodity exchange. (2024). Li, Ziran ; Zhang, Wendong ; Xiong, Tao. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:6:p:899-924. Full description at Econpapers || Download paper | |
| 2024 | A bibliometric analysis of state‐owned enterprises’ governance and performance: Trends and perspectives in the field. (2024). Nistor, Razvan Liviu ; Beleiu, Ioana Natalia ; Ciolomic, Ioana Andreea. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:95:y:2024:i:4:p:1251-1275. Full description at Econpapers || Download paper | |
| 2024 | An empirical analysis of corporate sustainability bonds. (2024). Mathew, Sudha ; Sivaprasad, Sheeja. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3299-3316. Full description at Econpapers || Download paper | |
| 2024 | Multiple shareholding institutional investors and green governance of heavy‐polluting industries. (2024). Zhang, Zhiping ; Liu, Zhangxin ; Treepongkaruna, Sirimon ; Fu, Guangxin ; Lyu, Fengguang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3569-3587. Full description at Econpapers || Download paper | |
| 2024 | Strategic choices in going public: ESG performance implications in China. (2024). Cheng, Zijian ; Gao, HE ; Liu, Zhangxin ; Treepongkaruna, Sirimon. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:7708-7728. Full description at Econpapers || Download paper | |
| 2024 | Firm information and risk: Evidence from the role of 10‐K report readability. (2024). Cho, Sang Jun ; Chung, Chune Young ; Choi, Chang Hwan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:488-507. Full description at Econpapers || Download paper | |
| 2024 | What drives closed‐end fund discounts? Evidence from COVID‐19. (2024). Ma, Liang. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:119-143. Full description at Econpapers || Download paper | |
| 2024 | Investor attention and stock price efficiency: Evidence from quasi‐natural experiments in China. (2024). Li, Zhibing ; Liu, Xiaoyu ; Wu, Chonglin. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:175-225. Full description at Econpapers || Download paper | |
| 2024 | Foreign institutional investors’ certification and domestic minority shareholders’ mistrust. (2024). Li, Yong ; Liu, Xiaojuan ; Megginson, William L ; Cao, Jerry. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:267-289. Full description at Econpapers || Download paper | |
| 2024 | ETF and corporate reporting. (2024). Kang, Namho ; Ji, IN. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:293-323. Full description at Econpapers || Download paper | |
| 2024 | Sentiment and the cross‐section of expected stock returns. (2024). Lin, Nanying ; Lu, Lei ; Jacoby, Gady ; Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:459-485. Full description at Econpapers || Download paper | |
| 2025 | The price impact of tweets: A high‐frequency study. (2025). Fernandezperez, Adrian ; Yang, NI ; Indriawan, Ivan. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:147-171. Full description at Econpapers || Download paper | |
| 2024 | Do retail investors gamble more during lockdown?. (2024). Zhao, Bin ; Pavabutr, Pantisa. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:572-603. Full description at Econpapers || Download paper | |
| 2024 | Aggregate uncertainty, information acquisition, and analyst stock recommendations. (2024). Welagedara, Venura ; Singh, Harminder. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:604-640. Full description at Econpapers || Download paper | |
| 2024 | The Dark Side of Circuit Breakers. (2024). Xing, Hao ; Wang, Jiang ; Petukhov, Anton ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1405-1455. Full description at Econpapers || Download paper | |
| 2024 | Informed Trading Intensity. (2024). Muravyev, Dmitriy ; Fos, Vyacheslav ; Bogousslavsky, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:903-948. Full description at Econpapers || Download paper | |
| 2024 | Dissecting the Long‐Term Performance of the Chinese Stock Market. (2024). Zhu, Julie Lei ; Shan, Chenyu ; Qian, Jun ; Allen, Franklin. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:993-1054. Full description at Econpapers || Download paper | |
| 2024 | Information Aggregation with Asymmetric Asset Payoffs. (2024). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2715-2758. Full description at Econpapers || Download paper | |
| 2024 | Putting the Price in Asset Pricing. (2024). Polk, Christopher ; Cho, Thummim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3943-3984. Full description at Econpapers || Download paper | |
| 2024 | Interstate migration networks and stock return comovement. (2024). Park, Jung Chul ; Pantzalis, Christos ; Lee, Suin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:89-121. Full description at Econpapers || Download paper | |
| 2024 | CEO–board connections and the cost of equity capital: International evidence. (2024). Javakhadze, David ; Hasan, Md Nazmul. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:317-365. Full description at Econpapers || Download paper | |
| 2024 | Active mutual funds and their passive ETF investments. (2024). Chen, Hsiulang. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:367-399. Full description at Econpapers || Download paper | |
| 2024 | Earnings News and Over‐the‐Counter Markets. (2024). Watts, Edward M ; Kim, Chongho ; Huber, Stefan J. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:701-735. Full description at Econpapers || Download paper | |
| 2024 | Algorithmic Trading and Forward‐Looking MD&A Disclosures. (2024). Wang, Yiding ; Thomas, Wayne B ; Zhang, Ling. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:4:p:1533-1569. Full description at Econpapers || Download paper | |
| 2024 | Reducing Symbolic Compliance: The Presence of Multiple Large Shareholders as an Internal Monitoring Mechanism. (2024). Li, Weiwen ; Zhang, Yan Anthea. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:5:p:1946-1984. Full description at Econpapers || Download paper | |
| 2024 | Corporate philanthropy, political connections, and costs of equity capital. (2024). Huang, Chenghao ; Tang, Jing ; Liu, Chuyuan. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:3:p:546-573. Full description at Econpapers || Download paper | |
| 2024 | Performance metrics in strategy research: A new metric and method for assessing dynamic value. (2024). Souder, David ; Shaver, Myles J ; Harris, Jared D ; Alrashdan, Abdullatif. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:1:p:144-167. Full description at Econpapers || Download paper | |
| 2024 | Unraveling the Dividend Puzzle: A Field Experiment. (2024). XIE, Jing ; Wang, Xiaoqiao ; Zhao, Xiaofeng ; Zhang, Bohui. In: Working Papers. RePEc:boa:wpaper:202406. Full description at Econpapers || Download paper | |
| 2024 | Moderation or indulgence? Effects of bank distribution restrictions during stress. (2024). Baruník, Jozef ; Katsoulis, Petros ; Barunik, Jozef ; Acosta-Smith, Jonathan ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:1053. Full description at Econpapers || Download paper | |
| 2025 | Dual Industry Effects and Cross-Stock Predictability. (2025). Li, S ; Ge, S ; Avramov, D ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512. Full description at Econpapers || Download paper | |
| 2025 | Dual Industry Effects and Cross-Stock Predictability. (2025). Linton, O B ; Ge, S ; Avramov, D. In: Janeway Institute Working Papers. RePEc:cam:camjip:2506. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 1990 | Closed-End Mutual Funds. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 41 |
| 2005 | Capital Market Governance: How Do Security Laws Affect Market Performance? In: Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 2006 | Capital market governance: How do security laws affect market performance?.(2006) In: Journal of Corporate Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2002 | Corruption and International Valuation: Does Virtue Pay? In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2006 | Corruption and International Valuation: Does Virtue Pay?.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2021 | Financing Entrepreneurship and Innovation in China In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2020 | Financing Entrepreneurship and Innovation in China.(2020) In: Foundations and Trends(R) in Entrepreneurship. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 1991 | Investor Sentiment and the Closed-End Fund Puzzle. In: Journal of Finance. [Full Text][Citation analysis] | article | 701 |
| 1991 | Investor Sentiment and the Closed-End Fund Puzzle.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 701 | paper | |
| 1990 | Investor Sentiment and the Closed-End Fund Puzzle.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 701 | paper | |
| 1991 | Inferring Trade Direction from Intraday Data. In: Journal of Finance. [Full Text][Citation analysis] | article | 1284 |
| 1993 | Market Integration and Price Execution for NYSE-Listed Securities. In: Journal of Finance. [Full Text][Citation analysis] | article | 94 |
| 1994 | Volume, Volatility, and New York Stock Exchange Trading Halts. In: Journal of Finance. [Full Text][Citation analysis] | article | 104 |
| 1999 | What is the Intrinsic Value of the Dow? In: Journal of Finance. [Full Text][Citation analysis] | article | 143 |
| 2000 | Price Momentum and Trading Volume In: Journal of Finance. [Full Text][Citation analysis] | article | 329 |
| 2006 | Retail Investor Sentiment and Return Comovements In: Journal of Finance. [Full Text][Citation analysis] | article | 586 |
| 2001 | Toward an Implied Cost of Capital In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 587 |
| 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 | 107 |
| 2003 | Whats My Line? A Comparison of Industry Classification Schemes for Capital Market Research In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 143 |
| 2009 | Testing International Asset Pricing Models Using Implied Costs of Capital In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 61 |
| 2014 | Aggregate Investment and Investor Sentiment In: Research Papers. [Full Text][Citation analysis] | paper | 87 |
| 2014 | Aggregate Investment and Investor Sentiment.(2014) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | article | |
| 2014 | Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches In: Research Papers. [Full Text][Citation analysis] | paper | 80 |
| 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 nother version. Agregated cites: 80 | 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 | 49 |
| 2015 | In short supply: Short-sellers and stock returns.(2015) In: Journal of Accounting and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | 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 nother version. Agregated cites: 2 | article | |
| 2014 | Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades In: Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades.(2015) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2017 | Evaluating Firm-Level Expected-Return Proxies In: Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | The Search for Benchmarks: When Do Crowds Provide Wisdom? In: Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | The Search for Benchmarks: When Do Crowds Provide Wisdom?.(2015) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 | 67 |
| 2017 | Uncovering expected returns: Information in analyst coverage proxies.(2017) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
| 2017 | Sexy or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns? In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Going Public in China: Reverse Mergers versus IPOs In: Research Papers. [Full Text][Citation analysis] | paper | 21 |
| 2019 | Going public in China: Reverse mergers versus IPOs.(2019) In: Journal of Corporate Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2018 | Tick Size Tolls: Can a Trading Slowdown Improve Price Discovery? In: Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 2018 | Financing Entrepreneurship and Innovation in China: A Public Policy Perspective In: Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 | 10 |
| 2017 | Technological Links and Predictable Returns In: Research Papers. [Full Text][Citation analysis] | paper | 79 |
| 2019 | Technological links and predictable returns.(2019) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | 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 | 190 |
| 1992 | Earnings news and small traders : An intraday analysis In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 157 |
| 1998 | Accounting valuation, market expectation, and cross-sectional stock returns In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 285 |
| 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 | 54 |
| 2022 | Shall we talk? The role of interactive investor platforms in corporate communication In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 76 |
| 2022 | A frog in every pan: Information discreteness and the lead-lag returns puzzle In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 16 |
| 2024 | Production complementarity and information transmission across industries In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2010 | Tunneling through intercorporate loans: The China experience In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 626 |
| 1996 | The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 31 |
| 2015 | Erratum: Analysis of deletion breakpoints from 1,092 humans reveals details of mutation mechanisms In: Nature Communications. [Full Text][Citation analysis] | article | 1 |
| 2005 | Integrative genomic analyses identify MITF as a lineage survival oncogene amplified in malignant melanoma In: Nature. [Full Text][Citation analysis] | article | 9 |
| 2006 | Copies count In: Nature. [Full Text][Citation analysis] | article | 0 |
| 2006 | Global variation in copy number in the human genome In: Nature. [Full Text][Citation analysis] | article | 22 |
| 2015 | Alphanomics: The Informational Underpinnings of Market Efficiency In: Foundations and Trends(R) in Accounting. [Full Text][Citation analysis] | article | 13 |
| 2023 | Why Do Predicted Stock Issuers Earn Low Returns? In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 |
| 2023 | Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets* In: Review of Finance. [Full Text][Citation analysis] | article | 6 |
| 2021 | Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 13 |
| 1993 | Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 360 |
| 1995 | Closed-End Country Funds and U.S. Market Sentiment. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 83 |
| 2017 | Is there a dark side to exchange traded funds? An information perspective In: Review of Accounting Studies. [Full Text][Citation analysis] | article | 78 |
| 1999 | Valuing the Dow: A Bottom-Up Approach In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 4 |
| 2013 | Earnings Manipulation and Expected Returns In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 10 |
| 1997 | Option Trading, Price Discovery, and Earnings News Dissemination* In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 91 |
| 1992 | Discussion of €œCorporate 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team