26
H index
29
i10 index
5417
Citations
Stanford University | 26 H index 29 i10 index 5417 Citations RESEARCH PRODUCTION: 29 Articles 23 Papers RESEARCH ACTIVITY: 29 years (1990 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ple349 |
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 Financial Economics | 4 |
Journal of Accounting and Economics | 4 |
The Review of Financial Studies | 3 |
Journal of Accounting Research | 3 |
Contemporary Accounting Research | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Research Papers / Stanford University, Graduate School of Business | 17 |
Working Papers / Cornell University, Department of Applied Economics and Management | 2 |
Year | Title of citing document | |
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2023 | Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03. Full description at Econpapers || Download paper | |
2023 | Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08. Full description at Econpapers || Download paper | |
2023 | Does higher capital maintenance drive up banks cost of equity? Evidence from Bangladesh. (2023). , Mir ; Naoaj, Md Shah. In: Papers. RePEc:arx:papers:2302.02762. Full description at Econpapers || Download paper | |
2023 | Stock and market index prediction using Informer network. (2023). Guo, Qiwen ; Zhang, Hailong ; Lu, Yuze. In: Papers. RePEc:arx:papers:2305.14382. Full description at Econpapers || Download paper | |
2023 | Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets. (2023). Eddine, Henchiri Jamel ; Mounira, Chniguir. In: Papers. RePEc:arx:papers:2305.16632. Full description at Econpapers || Download paper | |
2024 | Bloated Disclosures: Can ChatGPT Help Investors Process Financial Information?. (2023). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224. Full description at Econpapers || Download paper | |
2023 | The Impact of Customer Online Satisfaction on Stock Returns: Evidence from the E-commerce Reviews in China. (2023). Yin, Libo ; Wu, Junran ; Zhou, Zhenkun ; Su, Zhi. In: Papers. RePEc:arx:papers:2306.12119. Full description at Econpapers || Download paper | |
2023 | Company2Vec -- German Company Embeddings based on Corporate Websites. (2023). Gerling, Christopher. In: Papers. RePEc:arx:papers:2307.09332. Full description at Econpapers || Download paper | |
2023 | Company Similarity using Large Language Models. (2023). Pasquali, Stefano ; Mehta, Dhagash ; Desai, Dhruv ; Bhagat, Snigdha ; Vamvourellis, Dimitrios. In: Papers. RePEc:arx:papers:2308.08031. Full description at Econpapers || Download paper | |
2023 | Network Momentum across Asset Classes. (2023). Zohren, Stefan ; Dong, Xiaowen ; Roberts, Stephen ; Pu, Xingyue. In: Papers. RePEc:arx:papers:2308.11294. Full description at Econpapers || Download paper | |
2023 | Learning to Learn Financial Networks for Optimising Momentum Strategies. (2023). Dong, Xiaowen ; Roberts, Stephen ; Zohren, Stefan ; Pu, Xingyue. In: Papers. RePEc:arx:papers:2308.12212. Full description at Econpapers || Download paper | |
2024 | Anomalous diffusion and price impact in the fluid-limit of an order book. (2023). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079. 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 | |
2024 | Can machine learning unlock new insights into high-frequency trading?. (2024). Rzayev, K ; Moews, B ; Ibikunle, G. In: Papers. RePEc:arx:papers:2405.08101. Full description at Econpapers || Download paper | |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper | |
2023 | Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145. Full description at Econpapers || Download paper | |
2023 | Multiple Large Shareholders and Financial Reporting Quality: Evidence from China. (2023). Chen, Zhanliao ; Han, Yadong ; Yuan, Rongli. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:197-229. Full description at Econpapers || Download paper | |
2023 | Chief Audit Executive as Supervisory Board Member and Executive Compensation Contracts. (2023). Wang, Bing ; Sun, Xiaojie Christine ; Lyu, Meng. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:258-299. Full description at Econpapers || Download paper | |
2023 | Does Earnings Quality Influence Corporate Social Responsibility Performance? Empirical Evidence of the Causal Link. (2023). Yu, Chuan ; Bose, Sudipta. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:2:p:493-540. Full description at Econpapers || Download paper | |
2023 | Disentangling Sentiment from Cyclicality in Firm Capital Structure. (2023). Lambe, Brendan J ; Almaghyereh, Aktham I ; O'Sullivan, Jennifer A ; Alzoubi, Haitham A. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:2:p:570-605. Full description at Econpapers || Download paper | |
2023 | Why Do Analysts use a Zero Forecast for Other Comprehensive Income?. (2023). Wallis, Mark. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:4:p:1074-1115. Full description at Econpapers || Download paper | |
2023 | Toward understanding shortâ€selling activity: demand and supply. (2020). , Harry ; Kot, Hung Wan . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2203-2230. Full description at Econpapers || Download paper | |
2023 | Effects of anti?takeover provisions on the corporate cost of debt: evidence from China. (2021). Xie, Qian ; Wang, Congcong ; Huang, Haozhi ; Feng, Yumei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4119-4145. Full description at Econpapers || Download paper | |
2023 | Share?loan pledging and relaxation of share?repurchase restrictions in China. (2021). Zhang, Jie ; Li, Mingyang ; Kryzanowski, Lawrence ; Guo, QI. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:5925-5964. Full description at Econpapers || Download paper | |
2023 | How does independent directors’ reputation influence pay?for?performance? Evidence from China. (2022). Qu, Xin ; Yao, Daifei ; Yang, Haiyan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:959-1007. Full description at Econpapers || Download paper | |
2023 | Shorting costs and profitability of long–short strategies. (2023). Lee, Byeungjoo ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316. Full description at Econpapers || Download paper | |
2023 | Dividend imputation taxes and the curious case of a price premium between BHP and Billiton American depositary receipts. (2023). Walter, Terry ; Hu, Hansi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:691-717. Full description at Econpapers || Download paper | |
2024 | Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185. Full description at Econpapers || Download paper | |
2023 | Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381. Full description at Econpapers || Download paper | |
2023 | Does information asymmetry predict audit fees?. (2023). Rosati, Pierangelo ; Palumbo, Riccardo ; Frino, Alex. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2597-2619. Full description at Econpapers || Download paper | |
2023 | Love thy neighbour: Evidence from capital structure decisions. (2023). Cheung, Adrian Waikong ; Li, Bin ; Omura, Akihiro ; Lin, Yuen ; Su, Xiufen ; Chu, Chien Chi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2907-2933. Full description at Econpapers || Download paper | |
2023 | Institutional investors corporate site visits and firm management earnings forecasts. (2023). Zhang, Renyun ; Wang, Manya ; Gao, Kaijuan. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4479-4504. Full description at Econpapers || Download paper | |
2023 | Institutional investors corporate site visits and resource extraction: Evidence from China. (2023). Wang, Yunyi ; Deng, Minhang ; Tang, Yuyan ; Xu, Bozhi ; Tian, Gaoliang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5211-5243. Full description at Econpapers || Download paper | |
2023 | Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445. Full description at Econpapers || Download paper | |
2024 | Supply chain concentration and cost of capital. (2024). Wei, Chao ; Upson, James E. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:607-634. Full description at Econpapers || Download paper | |
2023 | Bayesian Investor Belief Updating Speed and Market Underreaction to Earnings Announcements. (2023). Wang, Peipei ; Tian, Gloria Y ; Cui, Xin ; Han, Yan. In: Australian Accounting Review. RePEc:bla:ausact:v:33:y:2023:i:1:p:66-85. Full description at Econpapers || Download paper | |
2023 | What happens in Vegas stays in Vegas? Firsthand experience and EDGAR search activity in Las Vegas casino hotels. (2023). Souther, Matthew E ; Lee, Choonsik ; Flugum, Ryan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:409-432. Full description at Econpapers || Download paper | |
2023 | “I just like the stock”: The role of Reddit sentiment in the GameStop share rally. (2023). Yarovaya, Larisa ; Xie, Ying ; Lucey, Brian ; Long, Suwan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:19-37. Full description at Econpapers || Download paper | |
2024 | COVID?19 intensity across U.S. states and the liquidity of U.S. equity markets. (2023). Griffith, Todd ; Delisle, Ronald Jared ; Berkowitz, Jason ; Baig, Ahmed. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:235-259. Full description at Econpapers || Download paper | |
2023 | Trading under uncertainty about other market participants. (2023). Papadimitriou, Dimitris. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:343-367. Full description at Econpapers || Download paper | |
2023 | An empirical evaluation of dynamic approaches for estimating firms’ expected cost of equity capital. (2023). Suprano, Francesco ; Kempkes, Jan A ; Wompener, Andreas. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:859-886. 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 | |
2023 | Topic tones of analyst reports and stock returns: A deep learning approach. (2023). Tu, Jun ; Chen, Ying ; Iwasaki, Hitoshi. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:4:p:831-858. Full description at Econpapers || Download paper | |
2024 | Relationship Between Analyst Forecast Properties and Equity Bidâ€Ask Spreads and Depths Around Quarterly Earnings Announcements. (2005). Kanagaretnam, Kiridaran ; Whalen, Dennis J ; Lobo, Gerald J. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:32:y:2005:i:9-10:p:1773-1799. Full description at Econpapers || Download paper | |
2024 | Economic Benefits of Adopting IFRS or USâ€GAAP – Have the Expected Cost of Equity Capital Really Decreased?. (2006). Daske, Holger. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:33:y:2006:i:3-4:p:329-373. Full description at Econpapers || Download paper | |
2023 | Effects of appointing new independent directors who are professionally affiliated with their predecessors: Evidence from China. (2023). Wang, Xin ; Tian, Gary Gang ; Li, Yanlin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:267-307. Full description at Econpapers || Download paper | |
2023 | The consequences of earnings management for the acquisition premium in friendly takeovers. (2023). Spadetti, Cedric ; Missonierpiera, Franck. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:308-334. Full description at Econpapers || Download paper | |
2023 | Corporate investment and stock market valuation. (2023). Errico, Marco ; Liao, Shushu. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:795-819. Full description at Econpapers || Download paper | |
2023 | Do Majority?of?Minority Shareholder Voting Rights Reduce Expropriation? Evidence from Related Party Transactions. (2021). Li, Nan. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:4:p:1385-1423. Full description at Econpapers || Download paper | |
2023 | Renewable Governance: Good for the Environment?. (2023). Wagner, Hannes ; Towner, Mitch ; Roth, Lukas ; Lins, Karl V ; Dyck, Alexander. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:1:p:279-327. Full description at Econpapers || Download paper | |
2023 | Relative Valuation with Machine Learning. (2023). Lu, Helen ; Geertsema, Paul. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:1:p:329-376. Full description at Econpapers || Download paper | |
2023 | Differences between NZ and U.S. individual investor sentiment: More noise or more information?. (2023). Wei, Xiaopeng ; Wagner, Moritz ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:23/11. Full description at Econpapers || Download paper | |
2023 | When it pays to be a friend: Investigating nonprofessional investors judgments toward CSR companies following an accounting restatement. (2023). Warne, Rick C ; Mintchik, Natalia ; Boyle, Erik S. In: Advances in accounting. RePEc:eee:advacc:v:60:y:2023:i:c:s0882611022000578. Full description at Econpapers || Download paper | |
2023 | Accruals and firm life cycle: Improving regulatory earnings management detection. (2023). Dickinson, Victoria ; Cantrell, Brett ; Almand, Andrew. In: Advances in accounting. RePEc:eee:advacc:v:60:y:2023:i:c:s0882611023000019. Full description at Econpapers || Download paper | |
2023 | Shadow banking activities of non-financial companies and the information content of stock prices. (2023). Li, Jianjun ; Feng, Yue ; Han, Xun. In: Journal of Asian Economics. RePEc:eee:asieco:v:85:y:2023:i:c:s1049007823000143. Full description at Econpapers || Download paper | |
2023 | Regional financial technology and shadow banking activities of non-financial firms: Evidence from China. (2023). Que, Jiangjing ; Zhang, Qiuyue ; Qin, Xiuting. In: Journal of Asian Economics. RePEc:eee:asieco:v:86:y:2023:i:c:s104900782300026x. Full description at Econpapers || Download paper | |
2023 | Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. (2023). Makridis, Christos ; Schloetzer, Jason D. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200051x. Full description at Econpapers || Download paper | |
2023 | Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011. Full description at Econpapers || Download paper | |
2023 | Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345. Full description at Econpapers || Download paper | |
2023 | The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400. Full description at Econpapers || Download paper | |
2024 | Can a machine learn from behavioral biases? Evidence from stock return predictability of deep learning models. (2024). Kim, Da-Hea ; Cho, Sangheum ; Byun, Suk-Joon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000953. Full description at Econpapers || Download paper | |
2023 | Does the threat of enforcement of financial regulations affect the cost of equity in weak institutional environments?. (2023). Tian, Gary ; Pan, Zheyao ; Xu, Jing. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:6:s089083892300080x. Full description at Econpapers || Download paper | |
2024 | Auditor choice in reverse mergers: Evidence from China. (2024). Xin, Qingquan ; Wong, Sonia ; Xia, Yanchun. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:2:s0890838923000902. Full description at Econpapers || Download paper | |
2024 | Financial statement comparability and analysts’ optimism for accruals. (2024). Lee, Jay Junghun. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:3:s0890838923001658. Full description at Econpapers || Download paper | |
2023 | Financing constraints and share pledges: Evidence from the share pledge reform in China. (2023). Liu, Ruiming ; Shi, Yang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001808. Full description at Econpapers || Download paper | |
2023 | Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869. Full description at Econpapers || Download paper | |
2023 | Private firms financial constraints and share pledging by controlling shareholders of publicly listed firms: Evidence from China. (2023). Tang, Song ; Ke, Bin ; Guo, Kai. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000421. Full description at Econpapers || Download paper | |
2023 | Corporate socio-political activism and retail investors: Evidence from the Black Lives Matter campaign. (2023). Orujov, Ayan ; Brownen-Trinh, Ruby. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000664. Full description at Econpapers || Download paper | |
2023 | Investor sentiment and firm capital structure. (2023). Liu, Jia ; Hoque, Hafiz. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000755. Full description at Econpapers || Download paper | |
2023 | Asymmetric information and the distribution of trading volume. (2023). Lof, Matthijs ; van Bommel, Jos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:82:y:2023:i:c:s092911992300113x. Full description at Econpapers || Download paper | |
2023 | Trade secret protection and product market dynamics. (2023). Yuan, Xiaojing ; Hu, Dan ; Bradley, Daniel ; Zhang, Chi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001190. Full description at Econpapers || Download paper | |
2023 | Judicial independence and crash risk: Evidence from a natural experiment in China. (2023). Liu, Yurou. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001396. Full description at Econpapers || Download paper | |
2023 | Trademarks and the cost of equity capital. (2023). Gao, Xin ; An, Zhe ; Yang, Bin ; Li, Donghui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001530. Full description at Econpapers || Download paper | |
2024 | Informed options trading before FDA drug advisory meetings. (2024). Golec, Joseph ; Borochin, Paul ; Wu, Zekun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300144x. Full description at Econpapers || Download paper | |
2024 | Do firms manage their share prices to mitigate investor short-termism?. (2024). Mian, Mujtaba G ; Lin, Ji-Chai ; Bostan, Ibrahim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001542. Full description at Econpapers || Download paper | |
2024 | Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748. Full description at Econpapers || Download paper | |
2024 | Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551. Full description at Econpapers || Download paper | |
2023 | Uncertainty of uncertainty and corporate green innovation—Evidence from China. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:634-647. Full description at Econpapers || Download paper | |
2023 | Do board reforms in parent firms boost subsidiaries’ innovation?. (2023). Ye, Yongwei ; Feng, Chen ; Wang, Xueping ; Tao, Yunqing ; Huang, Hua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001712. Full description at Econpapers || Download paper | |
2023 | The economic independence of supervisory boards and corporate innovation: Evidence from China. (2023). Pan, Maomao ; Bai, Min. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002936. Full description at Econpapers || Download paper | |
2024 | How informative is question-and-answer similarity to financial analysts? Evidence from Chinese earnings communication conferences. (2024). Wang, Junyi ; Chi, Wenqiang ; Liu, Qigui. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000567. Full description at Econpapers || Download paper | |
2023 | Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments. (2023). Su, Zhihao ; Zhu, Yingke ; Huang, Xiaoru ; Deng, Shangkun ; Shimada, Tatsuro ; Fu, Zhe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001838. Full description at Econpapers || Download paper | |
2023 | The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market. (2023). Zhang, Jie ; Gao, Zhenbin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000384. Full description at Econpapers || Download paper | |
2023 | Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438. Full description at Econpapers || Download paper | |
2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper | |
2024 | Regional market uncertainty and corporate investment. (2024). Zhang, Fan ; Song, Jeongseop. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001365. Full description at Econpapers || Download paper | |
2024 | Small but salient: Minority shareholders’ innovation attention in interactive online platforms and corporate innovation. (2024). Liu, Baohua ; Jiang, Chunzi ; Zhang, Qianqian ; Chan, Kam C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001614. Full description at Econpapers || Download paper | |
2024 | The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Bataineh, Hassan ; Gider, Zeynullah ; Hassan, Kabir M ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081. Full description at Econpapers || Download paper | |
2023 | Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775. Full description at Econpapers || Download paper | |
2024 | Systematic staleness. (2024). Reno, Roberto ; Pirino, Davide ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385. Full description at Econpapers || Download paper | |
2024 | Nonparametric estimation for high-frequency data incorporating trading information. (2024). Wang, Jiandong ; Hu, Jie ; Cui, Wenhao. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000368. Full description at Econpapers || Download paper | |
2023 | The influence of ownership structure and board independence on the cost of debt in BRIC countries. (2023). Stepanova, Anastasia ; Kopyrina, Olga. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362523000262. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, non-financial enterprises shadow banking activities and stock price crash risk. (2023). An, Ran ; Li, Jianjun ; Hsu, Sara ; Han, Xun. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000080. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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1990 | Closed-End Mutual Funds. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 40 |
2005 | Capital Market Governance: How Do Security Laws Affect Market Performance? In: Working Papers. [Full Text][Citation analysis] | paper | 51 |
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: 51 | 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 | |
1991 | Investor Sentiment and the Closed-End Fund Puzzle. In: Journal of Finance. [Full Text][Citation analysis] | article | 657 |
1991 | Investor Sentiment and the Closed-End Fund Puzzle.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 657 | 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: 657 | paper | |
1991 | Inferring Trade Direction from Intraday Data. In: Journal of Finance. [Full Text][Citation analysis] | article | 1209 |
1993 | Market Integration and Price Execution for NYSE-Listed Securities. In: Journal of Finance. [Full Text][Citation analysis] | article | 91 |
1994 | Volume, Volatility, and New York Stock Exchange Trading Halts. In: Journal of Finance. [Full Text][Citation analysis] | article | 95 |
2006 | Retail Investor Sentiment and Return Comovements In: Journal of Finance. [Full Text][Citation analysis] | article | 511 |
2001 | Toward an Implied Cost of Capital In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 483 |
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 | 95 |
2003 | Whats My Line? A Comparison of Industry Classification Schemes for Capital Market Research In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 117 |
2009 | Testing International Asset Pricing Models Using Implied Costs of Capital In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 54 |
2014 | Aggregate Investment and Investor Sentiment In: Research Papers. [Full Text][Citation analysis] | paper | 66 |
2014 | Aggregate Investment and Investor Sentiment.(2014) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2014 | Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches In: Research Papers. [Full Text][Citation analysis] | paper | 60 |
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: 60 | 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 | 36 |
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: 36 | 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 | 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 | 47 |
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: 47 | article | |
2015 | Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades In: Research Papers. [Full Text][Citation analysis] | paper | 3 |
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 | 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 | 52 |
2019 | Technological links and predictable returns.(2019) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | 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 | 175 |
1992 | Earnings news and small traders : An intraday analysis In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 146 |
1998 | Accounting valuation, market expectation, and cross-sectional stock returns In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 250 |
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 | 50 |
2010 | Tunneling through intercorporate loans: The China experience In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 473 |
1996 | The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 31 |
2015 | Alphanomics: The Informational Underpinnings of Market Efficiency In: Foundations and Trends(R) in Accounting. [Full Text][Citation analysis] | article | 10 |
1993 | Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 347 |
1995 | Closed-End Country Funds and U.S. Market Sentiment. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 81 |
2017 | Is there a dark side to exchange traded funds? An information perspective In: Review of Accounting Studies. [Full Text][Citation analysis] | article | 56 |
1997 | Option Trading, Price Discovery, and Earnings News Dissemination* In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 85 |
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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