Publications
by alumni of
Cornell University → SC Johnson College of Business
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |
Working papers
2023
- Ben S. Meiselman & Stefan Nagel & Amiyatosh Purnanandam, 2023, "Judging Banks’ Risk by the Profits They Report," NBER Working Papers, National Bureau of Economic Research, Inc, number 31635, Aug.
2022
- Daniel Ferrés & Gaurav Kankanhalli & Pradeep Muthukrishnan, 2022, "Anti-Poaching Agreements, Corporate Hiring, and Innovation: Evidence from the Technology Industry," Documentos de Trabajo/Working Papers, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo., number 2205.
- Murillo Campello & Gaurav Kankanhalli, 2022, "Corporate Decision-Making under Uncertainty: Review and Future Research Directions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30733, Dec.
- Murillo Campello & Gaurav Kankanhalli, 2024, "Corporate decision-making under uncertainty: review and future research directions," Chapters, Edward Elgar Publishing, chapter 15, in: David J. Denis, "Handbook of Corporate Finance".
2021
- Murillo Campello & Gaurav Kankanhalli & Hyunseob Kim, 2021, "Delayed Creative Destruction: How Uncertainty Shapes Corporate Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 28971, Jun.
- Campello, Murillo & Kankanhalli, Gaurav & Kim, Hyunseob, 2024, "Delayed creative destruction: How uncertainty shapes corporate assets," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2024.103786.
- Lin William Cong & Charles M. C. Lee & Yuanyu Qu & Tao Shen, 2021, "Financing Entrepreneurship and Innovation in China," Papers, arXiv.org, number 2108.10982, Aug.
- Cong, Lin William & Lee, Charles M.C. & Qu, Yuanyu & Tao, Shen, 2020, "Financing Entrepreneurship and Innovation in China," Foundations and Trends(R) in Entrepreneurship, now publishers, volume 16, issue 1, pages 1-64, January, DOI: 10.1561/0300000095.
2020
- Murillo Campello & Gustavo S. Cortes & Fabricio d'Almeida & Gaurav Kankanhalli, 2020, "Exporting Uncertainty: The Impact of Brexit on Corporate America," NBER Working Papers, National Bureau of Economic Research, Inc, number 26714, Jan.
- Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022, "Exporting Uncertainty: The Impact of Brexit on Corporate America," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 8, pages 3178-3222, December.
- Murillo Campello & Gaurav Kankanhalli & Pradeep Muthukrishnan, 2020, "Corporate Hiring under COVID-19: Labor Market Concentration, Downskilling, and Income Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 27208, May.
2019
- Stefan Nagel & Amiyatosh Purnanandam, 2019, "Bank risk dynamics and distance to default," CESifo Working Paper Series, CESifo, number 7637.
- Stefan Nagel & Amiyatosh Purnanandam, 2020, "Banks’ Risk Dynamics and Distance to Default," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 6, pages 2421-2467.
- Nagel, Stefan & Purnanandam, Amiyatosh, 2019, "Bank Risk Dynamics and Distance to Default," CEPR Discussion Papers, Centre for Economic Policy Research, number 13715, May.
- Stefan Nagel & Amiyatosh Purnanandam, 2019, "Bank Risk Dynamics and Distance to Default," NBER Working Papers, National Bureau of Economic Research, Inc, number 25807, May.
- James Alm & William D. Schulze & Carrie Von Bose & Jubo Yan, 2019, "Appeals to Social Norms and Taxpayer Compliance," Working Papers, Tulane University, Department of Economics, number 1902, Apr.
- James Alm & William D. Schulze & Carrie von Bose & Jubo Yan, 2019, "Appeals to Social Norms and Taxpayer Compliance," Southern Economic Journal, John Wiley & Sons, volume 86, issue 2, pages 638-666, October, DOI: 10.1002/soej.12374.
2018
- Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao, 2018, "Going Public in China: Reverse Mergers versus IPOs," Research Papers, Stanford University, Graduate School of Business, number 3655, Mar.
- Lee, Charles M.C. & Qu, Yuanyu & Shen, Tao, 2019, "Going public in China: Reverse mergers versus IPOs," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 92-111, DOI: 10.1016/j.jcorpfin.2019.04.003.
- Lee, Charles M. C. & Watts, Edward M., 2018, "Tick Size Tolls: Can a Trading Slowdown Improve Price Discovery?," Research Papers, Stanford University, Graduate School of Business, number 3732, Oct.
- Cong, Lin William & Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao, 2018, "Financing Entrepreneurship and Innovation in China: A Public Policy Perspective," Research Papers, Stanford University, Graduate School of Business, number 3733, Aug.
2017
- Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C., 2017, "Mutual Funds and Short-Sellers: Why Does Short-Sale Volume Predict Stock Returns?," Research Papers, Stanford University, Graduate School of Business, number 3162, Feb.
- Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C., 2015, "Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades," Research Papers, Stanford University, Graduate School of Business, number 3427, May.
- Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y., 2017, "Evaluating Firm-Level Expected-Return Proxies," Research Papers, Stanford University, Graduate School of Business, number 3188, Jun.
- Lee, Charles M. C. & Li, Ken, 2017, "Sexy or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns?," Research Papers, Stanford University, Graduate School of Business, number 3505, Feb.
- Lee, Charles M. C. & Li, Ken, 2017, "Salient or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns?," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3505, Oct.
- Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao, 2017, "Reverse Mergers, Shell Value, and Regulation Risk in Chinese Equity Markets," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3604, Sep.
- Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017, "Technological Links and Predictable Returns," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3605, Oct.
- Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019, "Technological links and predictable returns," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 76-96, DOI: 10.1016/j.jfineco.2018.11.008.
- Lee, Charles M. C. Lee & Zhu, Christina, 2017, "Mutual Fund Response to Earnings News: Evidence from Trade-Level Data," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3606, Oct.
2016
- Lee, Charles M. C. & So, Eric C., 2016, "Uncovering Expected Returns: Information in Analyst Coverage Proxies," Research Papers, Stanford University, Graduate School of Business, number 3367, Jan.
- Lee, Charles M.C. & So, Eric C., 2017, "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 331-348, DOI: 10.1016/j.jfineco.2017.01.007.
2015
- Israeli, Doron & Lee, Charles M. C. & Sridharan, Suhas A., 2015, "Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective," Research Papers, Stanford University, Graduate School of Business, number 3322, Jul.
2014
- Arif, Salman & Lee, Charles M. C., 2014, "Aggregate Investment and Investor Sentiment," Research Papers, Stanford University, Graduate School of Business, number 3061, May.
- Salman Arif & Charles M. C. Lee, 2014, "Aggregate Investment and Investor Sentiment," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 11, pages 3241-3279.
- Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014, "Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches," Research Papers, Stanford University, Graduate School of Business, number 3062, May.
- Lee, Charles M.C. & Ma, Paul & Wang, Charles C.Y., 2015, "Search-based peer firms: Aggregating investor perceptions through internet co-searches," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 410-431, DOI: 10.1016/j.jfineco.2015.02.003.
- Lee, Charles M. C. & Li, Kevin K. & Zhang, Ran, 2014, "Shell Games: Are Chinese Reverse Merger Firms Inherently Toxic?," Research Papers, Stanford University, Graduate School of Business, number 3063, Mar.
- Beneish, M. D. & Lee, C. M. C. & Nichols, D. C., 2014, "In Short Supply: Short-Sellers and Stock Returns," Research Papers, Stanford University, Graduate School of Business, number 3064, Oct.
- Beneish, M.D. & Lee, C.M.C. & Nichols, D.C., 2015, "In short supply: Short-sellers and stock returns," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 33-57, DOI: 10.1016/j.jacceco.2015.08.001.
- Lee, Charles M. C., 2014, "Performance Measurement: An Investor's Perspective," Research Papers, Stanford University, Graduate School of Business, number 3065, Mar.
- Charles M.C. Lee, 2014, "Performance measurement: an investor's perspective," Accounting and Business Research, Taylor & Francis Journals, volume 44, issue 4, pages 383-406, August, DOI: 10.1080/00014788.2014.910376.
- Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014, "The Search for Benchmarks: When Do Crowds Provide Wisdom?," Research Papers, Stanford University, Graduate School of Business, number 3249, Oct.
- Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2015, "The Search for Benchmarks: When Do Crowds Provide Wisdom?," Research Papers, Stanford University, Graduate School of Business, number 3373, May.
- Verteramo Chiu, Leslie J. & Gómez, Miguel I. & Kaiser, Harry M. & Yan, Jubo, 2014, "Socially-Responsible Certification Schemes for Smallholder Coffee Farmers: Economics of Giving and Consumer Utility," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170551, DOI: 10.22004/ag.econ.170551.
2013
- Rickard, Bradley J. & Richards, Timothy J. & Yan, Jubo, 2013, "University Licensing of Patents for Varietal Innovations in Agriculture," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150204, Jun, DOI: 10.22004/ag.econ.150204.
- Bradley J. Rickard & Timothy J. Richards & Jubo Yan, 2016, "University licensing of patents for varietal innovations in agriculture," Agricultural Economics, International Association of Agricultural Economists, volume 47, issue 1, pages 3-14, January.
2010
- Kent D. Messer & Jordan F. Suter & Jubo Yan, 2010, "Context effects in a negative externality experiment," Working Papers, University of Delaware, Department of Economics, number 10-09.
2008
- Jose M. Berrospide & Amiyatosh Purnanandam & Uday Rajan, 2008, "Corporate hedging, investment and value," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-16.
- François DEGEORGE & François DERRIEN & Kent L. WOMACK, 2008, "Auctioned IPOs: The U.S. Evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-38, Nov.
- Degeorge, François & Derrien, François & Womack, Kent L., 2010, "Auctioned IPOs: The US evidence," Journal of Financial Economics, Elsevier, volume 98, issue 2, pages 177-194, November.
- François Derrien & François Degeorge, 2009, "Auctioned IPOs: the U.S. Evidence," Post-Print, HAL, number hal-00495575.
- François Derrien & François Degeorge & Kent L. Womack, 2010, "Auctioned IPOs: The U.S. Evidence," Post-Print, HAL, number hal-00537076, Nov, DOI: 10.1016/j.jfineco.2010.05.005.
- François Derrien & François Degeorge, 2010, "Auctioned IPOs: the U.S. Evidence," Post-Print, HAL, number hal-00553974, Apr.
- Degeorge, F. & Derrien, F. & Womack, K.L., 2009, "Auctioned IPOs : The U.S. Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-37 S.
- Degeorge, F. & Derrien, F. & Womack, K.L., 2009, "Auctioned IPOs : The U.S. Evidence," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6cd8cf41-8648-462e-bc6d-9.
2007
- François Derrien & François Degeorge & K. Womack, 2007, "Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding," Post-Print, HAL, number hal-00480839, Jul, DOI: 10.1093/rfs/hhm010.
- Francois Degeorge & Francois Derrien & Kent L. Womack, 2007, "Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 4, pages 1021-1058.
2006
- Sudheer Chava & Amiyatosh Purnanandam, 2006, "The effect of a banking crisis on bank-dependent borrowers," Proceedings, Federal Reserve Bank of Chicago, number 1030.
- Chava, Sudheer & Purnanandam, Amiyatosh, 2011, "The effect of banking crisis on bank-dependent borrowers," Journal of Financial Economics, Elsevier, volume 99, issue 1, pages 116-135, January.
2005
- Daouk, Hazem & Lee, Charles M.C. & Ng, David T.C., 2005, "Capital Market Governance: How Do Security Laws Affect Market Performance?," Working Papers, Cornell University, Department of Applied Economics and Management, number 127078, DOI: 10.22004/ag.econ.127078.
- Daouk, Hazem & Lee, Charles M.C. & Ng, David, 2006, "Capital market governance: How do security laws affect market performance?," Journal of Corporate Finance, Elsevier, volume 12, issue 3, pages 560-593, June.
2004
- Degeorge, François & Derrien, Francois & Womack, Kent L, 2004, "Quid Pro Quo in IPOs: Why Book-Building is Dominating Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 4462, Jun.
- François Degeorge & François Derrien & Kent L. Womack, 2004, "Quid Pro Quo in IPOs: Why Book-building is Dominating Auctions," Working Papers, Fondazione Eni Enrico Mattei, number 2004.150, Dec.
2003
- François Derrien & Kent L. Womack, 2003, "Auctions vs. Book-building and the Control of Underpricing in Hot IPO Markets," Post-Print, HAL, number hal-00480242, DOI: 10.1093/rfs/16.1.31.
- FranÁois Derrien & Kent L. Womack, 2003, "Auctions vs. Bookbuilding and the Control of Underpricing in Hot IPO Markets," The Review of Financial Studies, Society for Financial Studies, volume 16, issue 1, pages 31-61.
2002
- Lee, Charles M.C. & Ng, David T.C., 2002, "Corruption and International Valuation: Does Virtue Pay?," Working Papers, Cornell University, Department of Applied Economics and Management, number 127288, Jun, DOI: 10.22004/ag.econ.127288.
- Charles, Lee & David, Ng, 2002, "Corruption and International Valuation: Does Virtue Pay?," MPRA Paper, University Library of Munich, Germany, number 590, Nov, revised Oct 2006.
- Leslie Boni & Kent L. Womack, 2002, "Wall Street’s Credibility Problem: Misaligned Incentives and Dubious Fixes?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-04, Feb.
1995
- Kathleen Weiss Hanley & Charles Lee & Paul Seguin, 1995, "The Marketing of Closed-End Fund IPOs," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 94-21, Nov.
1994
- Roni Michaely & Richard H. Thaler & Kent Womack, 1994, "Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," NBER Working Papers, National Bureau of Economic Research, Inc, number 4778, Jun.
- Michaely, Roni & Thaler, Richard H & Womack, Kent L, 1995, "Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," Journal of Finance, American Finance Association, volume 50, issue 2, pages 573-608, June.
1991
- Lee, Charles & Shleifer, Andrei & Thaler, Richard H., 1991, "Investor Sentiment and the Closed-End Fund Puzzle," Scholarly Articles, Harvard University Department of Economics, number 27693394.
- Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H, 1991, "Investor Sentiment and the Closed-End Fund Puzzle," Journal of Finance, American Finance Association, volume 46, issue 1, pages 75-109, March.
- Charles Lee & Andrei Shleifer & Richard Thaler, 1990, "Investor Sentiment and the Closed-End Fund Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 3465, Oct.
Journal articles
2026
- Zhou, Yexin & Chen, Siwei & Yan, Jubo, 2026, "Does democratic decision-making process enhance cooperation among children and adolescents? A large-scale lab-in-the-field experiment with students," Journal of Economic Behavior & Organization, Elsevier, volume 243, issue C, DOI: 10.1016/j.jebo.2026.107432.
2025
- He, Rui & Dai, Yuhang & Jin, Jianjun & Yan, Jubo & Liu, Dan, 2025, "The effects of time preferences on farmers’ energy-saving and emission-reducing behavior of agricultural machinery in a gain-loss dual context: Evidence from rural China," Energy, Elsevier, volume 341, issue C, DOI: 10.1016/j.energy.2025.139325.
- Han Yang & Xuefeng Li & Jubo Yan, 2025, "The impact of energy poverty on subjective well-being: evidence from China," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-11, December, DOI: 10.1057/s41599-025-04709-y.
2024
- Gaurav Kankanhalli & Alan Kwan & Kenneth Merkley, 2024, "The Paradox of Innovation Nondisclosure: Evidence from Licensing Contracts," American Economic Journal: Applied Economics, American Economic Association, volume 16, issue 4, pages 220-256, October, DOI: 10.1257/app.20230046.
- Campello, Murillo & Kankanhalli, Gaurav & Muthukrishnan, Pradeep, 2024, "Corporate Hiring Under COVID-19: Financial Constraints and the Nature of New Jobs," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 4, pages 1541-1585, June.
- Campello, Murillo & Kankanhalli, Gaurav & Kim, Hyunseob, 2024, "Delayed creative destruction: How uncertainty shapes corporate assets," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2024.103786.
- Murillo Campello & Gaurav Kankanhalli & Hyunseob Kim, 2021, "Delayed Creative Destruction: How Uncertainty Shapes Corporate Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 28971, Jun.
- Gaurav Kankanhalli & Alan Kwan, 2024, "Bargaining power in the market for intellectual property: Evidence from licensing contract terms," Journal of Empirical Legal Studies, John Wiley & Sons, volume 21, issue 1, pages 109-173, March, DOI: 10.1111/jels.12374.
- Lee, Charles M.C. & Shi, Terrence Tianshuo & Sun, Stephen Teng & Zhang, Ran, 2024, "Production complementarity and information transmission across industries," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103812.
- Taylor A. Begley & Umit G. Gurun & Amiyatosh Purnanandam & Daniel Weagley, 2024, "Disaster Lending: “Fair” Prices but “Unfair” Access," Management Science, INFORMS, volume 70, issue 12, pages 8484-8505, December, DOI: 10.1287/mnsc.2021.03199.
- Jubo Yan, 2024, "BOOK REVIEW — Risk and Resilience in the Era of Climate Change," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 03, pages 1307-1312, June, DOI: 10.1142/S0217590824800018.
2023
- Sergei Grishunin & Alesya Bukreeva & Svetlana Suloeva & Ekaterina Burova, 2023, "Analysis of Yields and Their Determinants in the European Corporate Green Bond Market," Risks, MDPI, volume 11, issue 1, pages 1-19, January.
- Charles M C Lee & Ken Li & Jeffrey Pontiff, 2023, "Why Do Predicted Stock Issuers Earn Low Returns?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 1, pages 181-221.
- Charles M C Lee & Yuanyu Qu & Tao Shen, 2023, "Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets," Review of Finance, European Finance Association, volume 27, issue 3, pages 809-849.
- Boulland, Romain & Ornthanalai, Chayawat & Womack, Kent L., 2023, "Speed and Expertise in Stock Picking: Older, Slower, and Wiser?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 4, pages 1612-1644, June.
- Keyang Li & Yu Qin & Jing Wu & Jubo Yan, 2023, "Perceived economic prospects during the early stage of COVID‐19 breakout," Contemporary Economic Policy, Western Economic Association International, volume 41, issue 4, pages 696-713, October, DOI: 10.1111/coep.12616.
- Li, Keyang & Wu, Jing & Xing, Jianwei & Yan, Jubo, 2023, "Steering in the housing market: Incentive induced by the tax scheme," Regional Science and Urban Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.regsciurbeco.2023.103953.
- Yatang Lin & Yu Qin & Johan Sulaeman & Jubo Yan & Jialiang Zhang, 2023, "Expanding Footprints: The Impact of Passenger Transportation on Corporate Locations," Review of Finance, European Finance Association, volume 27, issue 3, pages 1119-1154.
2022
- Sergey Grishunin & Svetlana Suloeva & Ekaterina Burova, 2022, "Development of Risk Management Mechanism and the System of Risk Metrics to Evaluate and Enhance the Long-Term Orientation of the Strategies of Non-Financial Companies," Risks, MDPI, volume 10, issue 9, pages 1-16, September.
- Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022, "Exporting Uncertainty: The Impact of Brexit on Corporate America," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 8, pages 3178-3222, December.
- Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022, "Exporting Uncertainty: The Impact of Brexit on Corporate America—CORRIGENDUM," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 8, pages 3313-3313, December.
- Murillo Campello & Gustavo S. Cortes & Fabricio d'Almeida & Gaurav Kankanhalli, 2020, "Exporting Uncertainty: The Impact of Brexit on Corporate America," NBER Working Papers, National Bureau of Economic Research, Inc, number 26714, Jan.
- Campello, Murillo & Connolly, Robert A. & Kankanhalli, Gaurav & Steiner, Eva, 2022, "Do real estate values boost corporate borrowing? Evidence from contract-level data," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 611-644, DOI: 10.1016/j.jfineco.2021.06.021.
- Lee, Charles M.C. & Zhong, Qinlin, 2022, "Shall we talk? The role of interactive investor platforms in corporate communication," Journal of Accounting and Economics, Elsevier, volume 74, issue 2, DOI: 10.1016/j.jacceco.2022.101524.
- Huang, Shiyang & Lee, Charles M.C. & Song, Yang & Xiang, Hong, 2022, "A frog in every pan: Information discreteness and the lead-lag returns puzzle," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 83-102, DOI: 10.1016/j.jfineco.2021.10.011.
- Qin, Yu & Ruan, Jianqing & Wang, Ling & Yan, Jubo, 2022, "Genetic distance and intra-national variation in preferences and behaviours," Journal of Asian Economics, Elsevier, volume 83, issue C, DOI: 10.1016/j.asieco.2022.101535.
- Zou, Wenbo & Wang, Jinjie & Yan, Jubo, 2022, "Online markets and trust," Journal of Economic Behavior & Organization, Elsevier, volume 201, issue C, pages 395-412, DOI: 10.1016/j.jebo.2022.06.038.
2021
- Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang, 2021, "Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
[The cross-section of volatility and expected returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1907-1951. - Begley, Taylor A. & Purnanandam, Amiyatosh, 2021, "Color and credit: Race, regulation, and the quality of financial services," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 48-65, DOI: 10.1016/j.jfineco.2021.03.001.
2020
- Alexander M. Karminsky & Sergei Grishunin & Natalya Dyachkova & Maxim Bisenov, 2020, "The comparison of empirical methods for modeling credit ratings of industrial companies from BRICS countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 2, pages 333-348, June, DOI: 10.1007/s40822-019-00130-4.
- Cong, Lin William & Lee, Charles M.C. & Qu, Yuanyu & Tao, Shen, 2020, "Financing Entrepreneurship and Innovation in China," Foundations and Trends(R) in Entrepreneurship, now publishers, volume 16, issue 1, pages 1-64, January, DOI: 10.1561/0300000095.
- Lin William Cong & Charles M. C. Lee & Yuanyu Qu & Tao Shen, 2021, "Financing Entrepreneurship and Innovation in China," Papers, arXiv.org, number 2108.10982, Aug.
- Stefan Nagel & Amiyatosh Purnanandam, 2020, "Banks’ Risk Dynamics and Distance to Default," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 6, pages 2421-2467.
- Stefan Nagel & Amiyatosh Purnanandam, 2019, "Bank risk dynamics and distance to default," CESifo Working Paper Series, CESifo, number 7637.
- Nagel, Stefan & Purnanandam, Amiyatosh, 2019, "Bank Risk Dynamics and Distance to Default," CEPR Discussion Papers, Centre for Economic Policy Research, number 13715, May.
- Stefan Nagel & Amiyatosh Purnanandam, 2019, "Bank Risk Dynamics and Distance to Default," NBER Working Papers, National Bureau of Economic Research, Inc, number 25807, May.
- Huang, Qingxu & Yin, Dan & He, Chunyang & Yan, Jubo & Liu, Ziwen & Meng, Shiting & Ren, Qiang & Zhao, Rui & Inostroza, Luis, 2020, "Linking ecosystem services and subjective well-being in rapidly urbanizing watersheds: Insights from a multilevel linear model," Ecosystem Services, Elsevier, volume 43, issue C, DOI: 10.1016/j.ecoser.2020.101106.
- Yan, Jubo & Kniffin, Kevin M. & Kunreuther, Howard C. & Schulze, William D., 2020, "The roles of reason and emotion in private and public responses to terrorism," Journal of Economic Behavior & Organization, Elsevier, volume 180, issue C, pages 778-796, DOI: 10.1016/j.jebo.2019.05.024.
- Agarwal, Sumit & Li, Keyang & Qin, Yu & Wu, Jing & Yan, Jubo, 2020, "Tax evasion, capital gains taxes, and the housing market," Journal of Public Economics, Elsevier, volume 188, issue C, DOI: 10.1016/j.jpubeco.2020.104222.
2019
- Lee, Charles M.C. & Qu, Yuanyu & Shen, Tao, 2019, "Going public in China: Reverse mergers versus IPOs," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 92-111, DOI: 10.1016/j.jcorpfin.2019.04.003.
- Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao, 2018, "Going Public in China: Reverse Mergers versus IPOs," Research Papers, Stanford University, Graduate School of Business, number 3655, Mar.
- Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019, "Technological links and predictable returns," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 76-96, DOI: 10.1016/j.jfineco.2018.11.008.
- Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017, "Technological Links and Predictable Returns," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3605, Oct.
- Qin, Yu & Wu, Jing & Yan, Jubo, 2019, "Negotiating housing deal on a polluted day: Consequences and possible explanations," Journal of Environmental Economics and Management, Elsevier, volume 94, issue C, pages 161-187, DOI: 10.1016/j.jeem.2019.02.002.
- James Alm & William D. Schulze & Carrie von Bose & Jubo Yan, 2019, "Appeals to Social Norms and Taxpayer Compliance," Southern Economic Journal, John Wiley & Sons, volume 86, issue 2, pages 638-666, October, DOI: 10.1002/soej.12374.
- James Alm & William D. Schulze & Carrie Von Bose & Jubo Yan, 2019, "Appeals to Social Norms and Taxpayer Compliance," Working Papers, Tulane University, Department of Economics, number 1902, Apr.
2018
- Purnanandam, Amiyatosh & Seyhun, H. Nejat, 2018, "Do Short Sellers Trade on Private Information or False Information?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 997-1023, June.
- Amiyatosh Purnanandam & Uday Rajan, 2018, "Growth Option Exercise and Capital Structure
[Illiquidity and stock returns: cross-section and time series effects]," Review of Finance, European Finance Association, volume 22, issue 1, pages 177-206.
2017
- Lee, Charles M.C. & So, Eric C., 2017, "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 331-348, DOI: 10.1016/j.jfineco.2017.01.007.
- Lee, Charles M. C. & So, Eric C., 2016, "Uncovering Expected Returns: Information in Analyst Coverage Proxies," Research Papers, Stanford University, Graduate School of Business, number 3367, Jan.
- Doron Israeli & Charles M. C. Lee & Suhas A. Sridharan, 2017, "Is there a dark side to exchange traded funds? An information perspective," Review of Accounting Studies, Springer, volume 22, issue 3, pages 1048-1083, September, DOI: 10.1007/s11142-017-9400-8.
- Taylor A. Begley & Amiyatosh Purnanandam, 2017, "Design of Financial Securities: Empirical Evidence from Private-Label RMBS Deals," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 120-161.
- Taylor A. Begley & Amiyatosh Purnanandam & Kuncheng Zheng, 2017, "The Strategic Underreporting of Bank Risk," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 10, pages 3376-3415.
- Ambrus Kecskés & Roni Michaely & Kent L. Womack, 2017, "Do Earnings Estimates Add Value to Sell-Side Analysts’ Investment Recommendations?," Management Science, INFORMS, volume 63, issue 6, pages 1855-1871, June, DOI: 10.1287/mnsc.2015.2385.
- Zarghamee, Homa S. & Messer, Kent D. & Fooks, Jacob R. & Schulze, William D. & Wu, Shang & Yan, Jubo, 2017, "Nudging charitable giving: Three field experiments," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 66, issue C, pages 137-149, DOI: 10.1016/j.socec.2016.04.008.
- Ziqiang Han & Xiaoli Lu & Elisa I. Hörhager & Jubo Yan, 2017, "The effects of trust in government on earthquake survivors’ risk perception and preparedness in China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 86, issue 1, pages 437-452, March, DOI: 10.1007/s11069-016-2699-9.
2016
- Amiyatosh Purnanandam & Daniel Weagley, 2016, "Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market," Journal of Finance, American Finance Association, volume 71, issue 1, pages 303-334, February.
- Bradley J. Rickard & Timothy J. Richards & Jubo Yan, 2016, "University licensing of patents for varietal innovations in agriculture," Agricultural Economics, International Association of Agricultural Economists, volume 47, issue 1, pages 3-14, January.
- Rickard, Bradley J. & Richards, Timothy J. & Yan, Jubo, 2013, "University Licensing of Patents for Varietal Innovations in Agriculture," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150204, Jun, DOI: 10.22004/ag.econ.150204.
- Ying (Jessica) Cao & Calum Turvey & Jiujie Ma & Rong Kong & Guangwen He & Jubo Yan, 2016, "Incentive mechanisms, loan decisions and policy rationing," Agricultural Finance Review, Emerald Group Publishing Limited, volume 76, issue 3, pages 326-347, September, DOI: 10.1108/AFR-08-2015-0032.
2015
- Beneish, M.D. & Lee, C.M.C. & Nichols, D.C., 2015, "In short supply: Short-sellers and stock returns," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 33-57, DOI: 10.1016/j.jacceco.2015.08.001.
- Beneish, M. D. & Lee, C. M. C. & Nichols, D. C., 2014, "In Short Supply: Short-Sellers and Stock Returns," Research Papers, Stanford University, Graduate School of Business, number 3064, Oct.
- Lee, Charles M.C. & Ma, Paul & Wang, Charles C.Y., 2015, "Search-based peer firms: Aggregating investor perceptions through internet co-searches," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 410-431, DOI: 10.1016/j.jfineco.2015.02.003.
- Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014, "Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches," Research Papers, Stanford University, Graduate School of Business, number 3062, May.
- Alexej Abyzov & Shantao Li & Daniel Rhee Kim & Marghoob Mohiyuddin & Adrian M. Stütz & Nicholas F. Parrish & Xinmeng Jasmine Mu & Wyatt Clark & Ken Chen & Matthew Hurles & Jan O. Korbel & Hugo Y. K. L, 2015, "Erratum: Analysis of deletion breakpoints from 1,092 humans reveals details of mutation mechanisms," Nature Communications, Nature, volume 6, issue 1, pages 1-1, December, DOI: 10.1038/ncomms9389.
- Lee, Charles M. C. & So, Eric C., 2015, "Alphanomics: The Informational Underpinnings of Market Efficiency," Foundations and Trends(R) in Accounting, now publishers, volume 9, issue 2-3, pages 59-258, December, DOI: 10.1561/1400000022.
2014
- Salman Arif & Charles M. C. Lee, 2014, "Aggregate Investment and Investor Sentiment," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 11, pages 3241-3279.
- Arif, Salman & Lee, Charles M. C., 2014, "Aggregate Investment and Investor Sentiment," Research Papers, Stanford University, Graduate School of Business, number 3061, May.
- Charles M.C. Lee, 2014, "Performance measurement: an investor's perspective," Accounting and Business Research, Taylor & Francis Journals, volume 44, issue 4, pages 383-406, August, DOI: 10.1080/00014788.2014.910376.
- Lee, Charles M. C., 2014, "Performance Measurement: An Investor's Perspective," Research Papers, Stanford University, Graduate School of Business, number 3065, Mar.
- E. Han Kim & Amiyatosh Purnanandam, 2014, "Seasoned Equity Offerings, Corporate Governance, and Investments," Review of Finance, European Finance Association, volume 18, issue 3, pages 1023-1057.
- Shawhan, Daniel L. & Taber, John T. & Shi, Di & Zimmerman, Ray D. & Yan, Jubo & Marquet, Charles M. & Qi, Yingying & Mao, Biao & Schuler, Richard E. & Schulze, William D. & Tylavsky, Daniel, 2014, "Does a detailed model of the electricity grid matter? Estimating the impacts of the Regional Greenhouse Gas Initiative," Resource and Energy Economics, Elsevier, volume 36, issue 1, pages 191-207, DOI: 10.1016/j.reseneeco.2013.11.015.
2013
- Messod D. Beneish & Charles M.C. Lee & D. Craig Nichols, 2013, "Earnings Manipulation and Expected Returns," Financial Analysts Journal, Taylor & Francis Journals, volume 69, issue 2, pages 57-82, March, DOI: 10.2469/faj.v69.n2.1.
- Kent Messer & Jordan Suter & Jubo Yan, 2013, "Context Effects in a Negatively Framed Social Dilemma Experiment," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 55, issue 3, pages 387-405, July, DOI: 10.1007/s10640-012-9631-x.
2011
- Chava, Sudheer & Purnanandam, Amiyatosh, 2011, "The effect of banking crisis on bank-dependent borrowers," Journal of Financial Economics, Elsevier, volume 99, issue 1, pages 116-135, January.
- Sudheer Chava & Amiyatosh Purnanandam, 2006, "The effect of a banking crisis on bank-dependent borrowers," Proceedings, Federal Reserve Bank of Chicago, number 1030.
- Amiyatosh Purnanandam, 2011, "Originate-to-distribute Model and the Subprime Mortgage Crisis," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 6, pages 1881-1915.
2010
- Jiang, Guohua & Lee, Charles M.C. & Yue, Heng, 2010, "Tunneling through intercorporate loans: The China experience," Journal of Financial Economics, Elsevier, volume 98, issue 1, pages 1-20, October.
- Chava, Sudheer & Purnanandam, Amiyatosh, 2010, "CEOs versus CFOs: Incentives and corporate policies," Journal of Financial Economics, Elsevier, volume 97, issue 2, pages 263-278, August.
- Sudheer Chava & Amiyatosh Purnanandam, 2010, "Is Default Risk Negatively Related to Stock Returns?," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 6, pages 2523-2559, June.
- Degeorge, François & Derrien, François & Womack, Kent L., 2010, "Auctioned IPOs: The US evidence," Journal of Financial Economics, Elsevier, volume 98, issue 2, pages 177-194, November.
- François DEGEORGE & François DERRIEN & Kent L. WOMACK, 2008, "Auctioned IPOs: The U.S. Evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-38, Nov.
- François Derrien & François Degeorge, 2009, "Auctioned IPOs: the U.S. Evidence," Post-Print, HAL, number hal-00495575.
- François Derrien & François Degeorge & Kent L. Womack, 2010, "Auctioned IPOs: The U.S. Evidence," Post-Print, HAL, number hal-00537076, Nov, DOI: 10.1016/j.jfineco.2010.05.005.
- François Derrien & François Degeorge, 2010, "Auctioned IPOs: the U.S. Evidence," Post-Print, HAL, number hal-00553974, Apr.
- Degeorge, F. & Derrien, F. & Womack, K.L., 2009, "Auctioned IPOs : The U.S. Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-37 S.
- Degeorge, F. & Derrien, F. & Womack, K.L., 2009, "Auctioned IPOs : The U.S. Evidence," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6cd8cf41-8648-462e-bc6d-9.
2009
- Lee, Charles & Ng, David & Swaminathan, Bhaskaran, 2009, "Testing International Asset Pricing Models Using Implied Costs of Capital," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 44, issue 2, pages 307-335, April.
- Sudheer Chava & Dmitry Livdan & Amiyatosh Purnanandam, 2009, "Do Shareholder Rights Affect the Cost of Bank Loans?," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 8, pages 2973-3004, August.
2008
- Purnanandam, Amiyatosh, 2008, "Financial distress and corporate risk management: Theory and evidence," Journal of Financial Economics, Elsevier, volume 87, issue 3, pages 706-739, March.
2007
- Chava, Sudheer & Purnanandam, Amiyatosh, 2007, "Determinants of the floating-to-fixed rate debt structure of firms," Journal of Financial Economics, Elsevier, volume 85, issue 3, pages 755-786, September.
- Purnanandam, Amiyatosh, 2007, "Interest rate derivatives at commercial banks: An empirical investigation," Journal of Monetary Economics, Elsevier, volume 54, issue 6, pages 1769-1808, September.
- R. Jarrow & A. Purnanandam, 2007, "The valuation of a firm’s investment opportunities: a reduced form credit risk perspective," Review of Derivatives Research, Springer, volume 10, issue 1, pages 39-58, January, DOI: 10.1007/s11147-007-9012-8.
- Francois Degeorge & Francois Derrien & Kent L. Womack, 2007, "Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 4, pages 1021-1058.
- François Derrien & François Degeorge & K. Womack, 2007, "Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding," Post-Print, HAL, number hal-00480839, Jul, DOI: 10.1093/rfs/hhm010.
2006
- Alok Kumar & Charles M.C. Lee, 2006, "Retail Investor Sentiment and Return Comovements," Journal of Finance, American Finance Association, volume 61, issue 5, pages 2451-2486, October, DOI: 10.1111/j.1540-6261.2006.01063.x.
- Daouk, Hazem & Lee, Charles M.C. & Ng, David, 2006, "Capital market governance: How do security laws affect market performance?," Journal of Corporate Finance, Elsevier, volume 12, issue 3, pages 560-593, June.
- Daouk, Hazem & Lee, Charles M.C. & Ng, David T.C., 2005, "Capital Market Governance: How Do Security Laws Affect Market Performance?," Working Papers, Cornell University, Department of Applied Economics and Management, number 127078, DOI: 10.22004/ag.econ.127078.
- Joseph H. Nadeau & Charles Lee, 2006, "Copies count," Nature, Nature, volume 439, issue 7078, pages 798-799, February, DOI: 10.1038/439798a.
- Richard Redon & Shumpei Ishikawa & Karen R. Fitch & Lars Feuk & George H. Perry & T. Daniel Andrews & Heike Fiegler & Michael H. Shapero & Andrew R. Carson & Wenwei Chen & Eun Kyung Cho & Stephanie Da, 2006, "Global variation in copy number in the human genome," Nature, Nature, volume 444, issue 7118, pages 444-454, November, DOI: 10.1038/nature05329.
- Boni, Leslie & Womack, Kent L., 2006, "Analysts, Industries, and Price Momentum," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 41, issue 1, pages 85-109, March.
2005
- Levi A. Garraway & Hans R. Widlund & Mark A. Rubin & Gad Getz & Aaron J. Berger & Sridhar Ramaswamy & Rameen Beroukhim & Danny A. Milner & Scott R. Granter & Jinyan Du & Charles Lee & Stephan N. Wagne, 2005, "Integrative genomic analyses identify MITF as a lineage survival oncogene amplified in malignant melanoma," Nature, Nature, volume 436, issue 7047, pages 117-122, July, DOI: 10.1038/nature03664.
- Jarrow, Robert A. & Purnanandam, Amiyatosh K., 2005, "A generalized coherent risk measure: The firm's perspective," Finance Research Letters, Elsevier, volume 2, issue 1, pages 23-29, March.
2004
- Amiyatosh K. Purnanandam, 2004, "Are IPOs Really Underpriced?," The Review of Financial Studies, Society for Financial Studies, volume 17, issue 3, pages 811-848.
2003
- Sanjeev Bhojraj & Charles M. C. Lee & Derek K. Oler, 2003, "What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 41, issue 5, pages 745-774, December, DOI: 10.1046/j.1475-679X.2003.00122.x.
- Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2003, "Market Pricing of Deposit Insurance," Journal of Financial Services Research, Springer;Western Finance Association, volume 24, issue 2, pages 93-119, October, DOI: 10.1023/B:FINA.0000003319.53270.73.
- Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2008, "Market Pricing of Deposit Insurance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
- FranÁois Derrien & Kent L. Womack, 2003, "Auctions vs. Bookbuilding and the Control of Underpricing in Hot IPO Markets," The Review of Financial Studies, Society for Financial Studies, volume 16, issue 1, pages 31-61.
- François Derrien & Kent L. Womack, 2003, "Auctions vs. Book-building and the Control of Underpricing in Hot IPO Markets," Post-Print, HAL, number hal-00480242, DOI: 10.1093/rfs/16.1.31.
- Leslie Boni & Kent L. Womack, 2003, "Wall Street Research: Will New Rules Change Its Usefulness?," Financial Analysts Journal, Taylor & Francis Journals, volume 59, issue 3, pages 25-29, May, DOI: 10.2469/faj.v59.n3.2528.
2002
- Sanjeev Bhojraj & Charles M. C. Lee, 2002, "Who Is My Peer? A Valuation‐Based Approach to the Selection of Comparable Firms," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 40, issue 2, pages 407-439, May, DOI: 10.1111/1475-679X.00054.
- Aggarwal, Rajesh K. & Krigman, Laurie & Womack, Kent L., 2002, "Strategic IPO underpricing, information momentum, and lockup expiration selling," Journal of Financial Economics, Elsevier, volume 66, issue 1, pages 105-137, October.
2001
- William R. Gebhardt & Charles M. C. Lee & Bhaskaran Swaminathan, 2001, "Toward an Implied Cost of Capital," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 39, issue 1, pages 135-176, June, DOI: 10.1111/1475-679X.00007.
- Lee, Charles M. C., 2001, "Market efficiency and accounting research: a discussion of 'capital market research in accounting' by S.P. Kothari," Journal of Accounting and Economics, Elsevier, volume 31, issue 1-3, pages 233-253, September.
- Krigman, Laurie & Shaw, Wayne H. & Womack, Kent L., 2001, "Why do firms switch underwriters?," Journal of Financial Economics, Elsevier, volume 60, issue 2-3, pages 245-284, May.
2000
- Charles M.C. Lee & Bhaskaran Swaminathan, 2000, "Price Momentum and Trading Volume," Journal of Finance, American Finance Association, volume 55, issue 5, pages 2017-2069, October, DOI: 10.1111/0022-1082.00280.
- Lee, Charles M. C. & Radhakrishna, Balkrishna, 2000, "Inferring investor behavior: Evidence from TORQ data," Journal of Financial Markets, Elsevier, volume 3, issue 2, pages 83-111, May.
1999
- Charles M. C. Lee & James Myers & Bhaskaran Swaminathan, 1999, "What is the Intrinsic Value of the Dow?," Journal of Finance, American Finance Association, volume 54, issue 5, pages 1693-1741, October, DOI: 10.1111/0022-1082.00164.
- Charles M.C. Lee & Bhaskaran Swaminathan, 1999, "Valuing the Dow: A Bottom-Up Approach," Financial Analysts Journal, Taylor & Francis Journals, volume 55, issue 5, pages 4-23, September, DOI: 10.2469/faj.v55.n5.2295.
- Laurie Krigman & Wayne H. Shaw & Kent L. Womack, 1999, "The Persistence of IPO Mispricing and the Predictive Power of Flipping," Journal of Finance, American Finance Association, volume 54, issue 3, pages 1015-1044, June, DOI: 10.1111/0022-1082.00135.
- Michaely, Roni & Womack, Kent L, 1999, "Conflict of Interest and the Credibility of Underwriter Analyst Recommendations," The Review of Financial Studies, Society for Financial Studies, volume 12, issue 4, pages 653-686.
1998
- Frankel, Richard & Lee, Charles M. C., 1998, "Accounting valuation, market expectation, and cross-sectional stock returns," Journal of Accounting and Economics, Elsevier, volume 25, issue 3, pages 283-319, June.
1997
- Kaushik I. Amin & Charles M. C. Lee, 1997, "Option Trading, Price Discovery, and Earnings News Dissemination," Contemporary Accounting Research, John Wiley & Sons, volume 14, issue 2, pages 153-192, June, DOI: 10.1111/j.1911-3846.1997.tb00531.x.
1996
- Handley, Kathleen Weiss & Lee, Charles M. C. & Seguin, Paul L., 1996, "The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data," Journal of Financial Intermediation, Elsevier, volume 5, issue 2, pages 127-159, April.
- Womack, Kent L, 1996, "Do Brokerage Analysts' Recommendations Have Investment Value?," Journal of Finance, American Finance Association, volume 51, issue 1, pages 137-167, March.
1995
- Bodurtha, James N, Jr & Kim, Dong-Soon & Lee, Charles M C, 1995, "Closed-End Country Funds and U.S. Market Sentiment," The Review of Financial Studies, Society for Financial Studies, volume 8, issue 3, pages 879-918.
- Michaely, Roni & Thaler, Richard H & Womack, Kent L, 1995, "Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," Journal of Finance, American Finance Association, volume 50, issue 2, pages 573-608, June.
- Roni Michaely & Richard H. Thaler & Kent Womack, 1994, "Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," NBER Working Papers, National Bureau of Economic Research, Inc, number 4778, Jun.
1994
- Lee, Charles M C & Ready, Mark J & Seguin, Paul J, 1994, "Volume, Volatility, and New York Stock Exchange Trading Halts," Journal of Finance, American Finance Association, volume 49, issue 1, pages 183-214, March.
1993
- Lee, Charles M C, 1993, "Market Integration and Price Execution for NYSE-Listed Securities," Journal of Finance, American Finance Association, volume 48, issue 3, pages 1009-1038, July.
- Lee, Charles M C & Mucklow, Belinda & Ready, Mark J, 1993, "Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis," The Review of Financial Studies, Society for Financial Studies, volume 6, issue 2, pages 345-374.
1992
- Lee, Charles M. C., 1992, "Earnings news and small traders : An intraday analysis," Journal of Accounting and Economics, Elsevier, volume 15, issue 2-3, pages 265-302, August.
- Charles M.C. Lee, 1992, "Discussion of “Corporate disclosure and price discovery associated with NYSE temporary trading haltsâ€," Contemporary Accounting Research, John Wiley & Sons, volume 8, issue 2, pages 532-539, March, DOI: 10.1111/j.1911-3846.1992.tb00859.x.
1991
- Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H, 1991, "Investor Sentiment and the Closed-End Fund Puzzle," Journal of Finance, American Finance Association, volume 46, issue 1, pages 75-109, March.
- Lee, Charles & Shleifer, Andrei & Thaler, Richard H., 1991, "Investor Sentiment and the Closed-End Fund Puzzle," Scholarly Articles, Harvard University Department of Economics, number 27693394.
- Charles Lee & Andrei Shleifer & Richard Thaler, 1990, "Investor Sentiment and the Closed-End Fund Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 3465, Oct.
- Lee, Charles M C & Ready, Mark J, 1991, "Inferring Trade Direction from Intraday Data," Journal of Finance, American Finance Association, volume 46, issue 2, pages 733-746, June.
1990
- Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H, 1990, "Closed-End Mutual Funds," Journal of Economic Perspectives, American Economic Association, volume 4, issue 4, pages 153-164, Fall.
Chapters
2024
- Murillo Campello & Gaurav Kankanhalli, 2024, "Corporate decision-making under uncertainty: review and future research directions," Chapters, Edward Elgar Publishing, chapter 15, in: David J. Denis, "Handbook of Corporate Finance".
- Murillo Campello & Gaurav Kankanhalli, 2022, "Corporate Decision-Making under Uncertainty: Review and Future Research Directions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30733, Dec.
2021
- Keyang Li & Yu Qin & Jing Wu & Jubo Yan, 2021, "Containing the Virus or Reviving the Economy? Survey from China Provides an Answer," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Sumit Agarwal & Zhiguo He & Bernard Yeung, "Impact of COVID-19 on Asian Economies and Policy Responses".
2008
- Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2008, "Market Pricing of Deposit Insurance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
- Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2003, "Market Pricing of Deposit Insurance," Journal of Financial Services Research, Springer;Western Finance Association, volume 24, issue 2, pages 93-119, October, DOI: 10.1023/B:FINA.0000003319.53270.73.
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