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Charles M.C. Lee · Study
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Author
Charles M.C. Lee
61 works
· latest 2024
· 6 institutions
cluster: provisional
ORCID 0000-0002-9978-6044
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61
Citations
25,578
Works here
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Most cited in this library
Inferring Trade Direction from Intraday Data
1991 · 3,150 citations
Toward an Implied Cost of Capital
2001 · 2,004 citations
Tunneling through intercorporate loans: The China experience☆
2010 · 1,600 citations
Price Momentum and Trading Volume
2000 · 1,593 citations
Investor Sentiment and the Closed-End Fund Puzzle
1991 · 1,508 citations
Works
60 shown
Production complementarity and information transmission across industries
Journal of Financial Economics
·
2024
·
4 authors
·
Open access
36
citations
Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets
European Finance Review
·
2022
·
3 authors
·
Open access
37
citations
A frog in every pan: Information discreteness and the lead-lag returns puzzle
Journal of Financial Economics
·
2021
·
4 authors
56
citations
Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
Review of Financial Studies
·
2020
·
3 authors
·
Open access
112
citations
Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery?
The Accounting Review
·
2020
·
2 authors
98
citations
Financing Entrepreneurship and Innovation in China
Foundations and Trends® in Entrepreneurship
·
2020
·
3 authors
28
citations
Shall We Talk? The Role of Interactive Investor Platforms in Corporate Communication
Journal of Accounting and Economics
·
2020
·
2 authors
·
Open access
239
citations
Going public in China: Reverse mergers versus IPOs
Journal of Corporate Finance
·
2019
·
3 authors
·
Open access
50
citations
Is there a dark side to exchange traded funds? An information perspective
Review of Accounting Studies
·
2017
·
3 authors
·
Open access
311
citations
Technological Links and Predictable Returns
Journal of Financial Economics
·
2017
·
4 authors
·
Open access
237
citations
Uncovering Expected Returns: Information in Analyst Coverage Proxies
Journal of Financial Economics
·
2016
·
2 authors
·
Open access
165
citations
Alphanomics: The Informational Underpinnings of Market Efficiency
Foundations and Trends® in Accounting
·
2015
·
2 authors
55
citations
In short supply: Short-sellers and stock returns
Journal of Accounting and Economics
·
2015
·
3 authors
·
Open access
188
citations
Search-based peer firms: Aggregating investor perceptions through internet co-searches
Journal of Financial Economics
·
2015
·
3 authors
286
citations
Shell Games: The Long-Term Performance of Chinese Reverse-Merger Firms
The Accounting Review
·
2014
·
3 authors
77
citations
Aggregate Investment and Investor Sentiment
Review of Financial Studies
·
2014
·
2 authors
206
citations
Earnings Manipulation and Expected Returns
Financial Analysts Journal
·
2013
·
3 authors
·
Open access
157
citations
Fraud Detection and Expected Returns
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
95
citations
Shell Games: Are Chinese Reverse Merger Firms Inherently Toxic?
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
27
citations
Evaluating Implied Cost of Capital Estimates
SSRN Electronic Journal
·
2011
·
3 authors
·
preprint
·
Open access
76
citations
Tunneling through intercorporate loans: The China experience☆
Journal of Financial Economics
·
2010
·
3 authors
1,600
citations
Testing International Asset Pricing Models Using Implied Costs of Capital
Journal of Financial and Quantitative Analysis
·
2009
·
3 authors
·
Open access
203
citations
Retail Investor Sentiment and Return Comovements
The Journal of Finance
·
2006
·
2 authors
·
Open access
1,490
citations
Capital market governance: How do security laws affect market performance?
Journal of Corporate Finance
·
2005
·
3 authors
110
citations
Information Uncertainty and Expected Returns
Review of Accounting Studies
·
2005
·
2 authors
·
Open access
560
citations
Tunneling in China: The Surprisingly Pervasive Use of Corporate Loans to Extract Funds from Chinese Listed Companies
SSRN Electronic Journal
·
2005
·
3 authors
·
preprint
·
Open access
41
citations
Capital Market Governance: How Do Security Laws Affect Market Performance?
SSRN Electronic Journal
·
2005
·
3 authors
·
preprint
·
Open access
36
citations
Analyzing the Analysts: When Do Recommendations Add Value?
The Journal of Finance
·
2004
·
3 authors
·
Open access
982
citations
What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research
Journal of Accounting Research
·
2003
·
3 authors
·
Open access
645
citations
Analyst Forecast Revisions and Market Price Discovery
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
65
citations
Analyst Forecast Revisions and Market Price Discovery
The Accounting Review
·
2003
·
2 authors
772
citations
Earnings Momentum in International Markets
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
66
citations
Who Is My Peer? A Valuation‐Based Approach to the Selection of Comparable Firms
Journal of Accounting Research
·
2002
·
2 authors
·
Open access
355
citations
Market efficiency and accounting research: a discussion of ‘capital market research in accounting’ by S.P. Kothari
Journal of Accounting and Economics
·
2001
·
1 author
·
Open access
312
citations
Toward an Implied Cost of Capital
Journal of Accounting Research
·
2001
·
3 authors
·
Open access
2,004
citations
Contextual Fundamental Analysis Through the Prediction of Extreme Returns
Review of Accounting Studies
·
2001
·
3 authors
132
citations
Analyzing the Analysts: When Do Recommendations Add Value?
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
109
citations
The Information Content of Analyst Stock Recommendations
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
34
citations
Price Momentum and Trading Volume
The Journal of Finance
·
2000
·
2 authors
·
Open access
1,593
citations
Inferring investor behavior: Evidence from TORQ data
Journal of Financial Markets
·
2000
·
2 authors
491
citations
Accounting-Based Valuation: Impact on Business Practices and Research
Accounting Horizons
·
1999
·
1 author
161
citations
What is the Intrinsic Value of the Dow?
The Journal of Finance
·
1999
·
3 authors
·
Open access
716
citations
Valuing the Dow: A Bottom-Up Approach
Financial Analysts Journal
·
1999
·
2 authors
39
citations
Toward an Ex Ante Cost-of-Capital
SSRN Electronic Journal
·
1999
·
3 authors
·
preprint
·
Open access
32
citations
Accounting Valuation, Market Expectation, and the Book-to-Market Effect
SSRN Electronic Journal
·
1998
·
2 authors
·
preprint
·
Open access
53
citations
Accounting valuation, market expectation, and cross-sectional stock returns
Journal of Accounting and Economics
·
1998
·
2 authors
·
Open access
1,083
citations
Option Trading, Price Discovery, and Earnings News Dissemination*
Contemporary Accounting Research
·
1997
·
2 authors
·
Open access
245
citations
The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data
Journal of Financial Intermediation
·
1996
·
2 authors
123
citations
Accounting Diversity and International Valuation
SSRN Electronic Journal
·
1996
·
2 authors
·
preprint
·
Open access
84
citations
Closed-end Country Funds and U.S. Market Sentiment
Review of Financial Studies
·
1995
·
3 authors
358
citations
Volume, Volatility, and New York Stock Exchange Trading Halts
The Journal of Finance
·
1994
·
2 authors
208
citations
Volume, Volatility, and New York Stock Exchange Trading Halts
The Journal of Finance
·
1994
·
3 authors
178
citations
Market Integration and Price Execution for NYSE-Listed Securities
The Journal of Finance
·
1993
·
1 author
246
citations
Yes, Discounts on Closed-End Funds Are a Sentiment Index
The Journal of Finance
·
1993
·
4 authors
172
citations
Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis
Review of Financial Studies
·
1993
·
3 authors
979
citations
Earnings news and small traders
Journal of Accounting and Economics
·
1992
·
1 author
480
citations
Inferring Trade Direction from Intraday Data
The Journal of Finance
·
1991
·
2 authors
·
Open access
3,150
citations
Investor Sentiment and the Closed-End Fund Puzzle
The Journal of Finance
·
1991
·
3 authors
·
Open access
1,508
citations
Investor Sentiment and the Closed‐End Fund Puzzle
The Journal of Finance
·
1991
·
3 authors
·
Open access
1,284
citations
Anomalies: Closed-End Mutual Funds
The Journal of Economic Perspectives
·
1990
·
3 authors
·
Open access
224
citations