Charles M. C. Lee
Personal Details
First Name: | Charles |
Middle Name: | M. C. |
Last Name: | Lee |
Suffix: | |
RePEc Short-ID: | ple349 |
[This author has chosen not to make the email address public] | |
http://www.professorlee.com | |
Affiliation
Graduate School of Business
Stanford University
Stanford, California (United States)http://www.gsb.stanford.edu/
RePEc:edi:gsstaus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Lee, Charles M. C. & Watts, Edward M., 2018. "Tick Size Tolls: Can a Trading Slowdown Improve Price Discovery?," Research Papers 3732, Stanford University, Graduate School of Business.
- Cong, Lin William & Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao, 2018. "Financing Entrepreneurship and Innovation in China: A Public Policy Perspective," Research Papers 3733, Stanford University, Graduate School of Business.
- Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017.
"Technological Links and Predictable Returns,"
Research Papers
repec:ecl:stabus:3605, Stanford University, Graduate School of Business.
- Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019. "Technological links and predictable returns," Journal of Financial Economics, Elsevier, vol. 132(3), pages 76-96.
- Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao, 2017. "Reverse Mergers, Shell Value, and Regulation Risk in Chinese Equity Markets," Research Papers repec:ecl:stabus:3604, Stanford University, Graduate School of Business.
- Lee, Charles M. C. & Li, Ken, 2017. "Sexy or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns?," Research Papers 3505, Stanford University, Graduate School of Business.
- Lee, Charles M. C. Lee & Zhu, Christina, 2017. "Mutual Fund Response to Earnings News: Evidence from Trade-Level Data," Research Papers repec:ecl:stabus:3606, Stanford University, Graduate School of Business.
- Lee, Charles M. C. & Li, Ken, 2017. "Salient or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns?," Research Papers repec:ecl:stabus:3505, Stanford University, Graduate School of Business.
- Lee, Charles M. C. & So, Eric C., 2016.
"Uncovering Expected Returns: Information in Analyst Coverage Proxies,"
Research Papers
3367, Stanford University, Graduate School of Business.
- Lee, Charles M.C. & So, Eric C., 2017. "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, vol. 124(2), pages 331-348.
- Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C., 2015. "Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades," Research Papers 3427, Stanford University, Graduate School of Business.
- 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 3322, Stanford University, Graduate School of Business.
- Lee, Charles M. C., 2014.
"Performance Measurement: An Investor's Perspective,"
Research Papers
3065, Stanford University, Graduate School of Business.
- Charles M.C. Lee, 2014. "Performance measurement: an investor's perspective," Accounting and Business Research, Taylor & Francis Journals, vol. 44(4), pages 383-406, August.
- Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014.
"Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches,"
Research Papers
3062, Stanford University, Graduate School of Business.
- 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, vol. 116(2), pages 410-431.
- Lee, Charles M. C. & Li, Kevin K. & Zhang, Ran, 2014. "Shell Games: Are Chinese Reverse Merger Firms Inherently Toxic?," Research Papers 3063, Stanford University, Graduate School of Business.
- Arif, Salman & Lee, Charles M. C., 2014.
"Aggregate Investment and Investor Sentiment,"
Research Papers
3061, Stanford University, Graduate School of Business.
- Salman Arif & Charles M. C. Lee, 2014. "Aggregate Investment and Investor Sentiment," The Review of Financial Studies, Society for Financial Studies, vol. 27(11), pages 3241-3279.
- Beneish, M. D. & Lee, C. M. C. & Nichols, D. C., 2014.
"In Short Supply: Short-Sellers and Stock Returns,"
Research Papers
3064, Stanford University, Graduate School of Business.
- 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, vol. 60(2), pages 33-57.
- Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014.
"The Search for Benchmarks: When Do Crowds Provide Wisdom?,"
Research Papers
3249, Stanford University, Graduate School of Business.
- Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2015. "The Search for Benchmarks: When Do Crowds Provide Wisdom?," Research Papers 3373, Stanford University, Graduate School of Business.
- Daouk, Hazem & Lee, Charles M.C. & Ng, David T.C., 2005.
"Capital Market Governance: How Do Security Laws Affect Market Performance?,"
Working Papers
127078, Cornell University, Department of Applied Economics and Management.
- Daouk, Hazem & Lee, Charles M.C. & Ng, David, 2006. "Capital market governance: How do security laws affect market performance?," Journal of Corporate Finance, Elsevier, vol. 12(3), pages 560-593, June.
- Lee, Charles M.C. & Ng, David T.C., 2002.
"Corruption and International Valuation: Does Virtue Pay?,"
Working Papers
127288, Cornell University, Department of Applied Economics and Management.
- Charles, Lee & David, Ng, 2002. "Corruption and International Valuation: Does Virtue Pay?," MPRA Paper 590, University Library of Munich, Germany, revised Oct 2006.
- Kathleen Weiss Hanley & Charles Lee & Paul Seguin, 1995. "The Marketing of Closed-End Fund IPOs," Center for Financial Institutions Working Papers 94-21, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Lee, Charles & Shleifer, Andrei & Thaler, Richard H., 1991.
"Investor Sentiment and the Closed-End Fund Puzzle,"
Scholarly Articles
27693394, Harvard University Department of Economics.
- Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H, 1991. "Investor Sentiment and the Closed-End Fund Puzzle," Journal of Finance, American Finance Association, vol. 46(1), pages 75-109, March.
- Charles Lee & Andrei Shleifer & Richard Thaler, 1990. "Investor Sentiment and the Closed-End Fund Puzzle," NBER Working Papers 3465, National Bureau of Economic Research, Inc.
Articles
- Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019.
"Technological links and predictable returns,"
Journal of Financial Economics, Elsevier, vol. 132(3), pages 76-96.
- Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017. "Technological Links and Predictable Returns," Research Papers repec:ecl:stabus:3605, Stanford University, Graduate School of Business.
- Lee, Charles M.C. & So, Eric C., 2017.
"Uncovering expected returns: Information in analyst coverage proxies,"
Journal of Financial Economics, Elsevier, vol. 124(2), pages 331-348.
- Lee, Charles M. C. & So, Eric C., 2016. "Uncovering Expected Returns: Information in Analyst Coverage Proxies," Research Papers 3367, Stanford University, Graduate School of Business.
- 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, vol. 22(3), pages 1048-1083, September.
- 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, vol. 60(2), pages 33-57.
- Beneish, M. D. & Lee, C. M. C. & Nichols, D. C., 2014. "In Short Supply: Short-Sellers and Stock Returns," Research Papers 3064, Stanford University, Graduate School of Business.
- 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, vol. 116(2), pages 410-431.
- Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014. "Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches," Research Papers 3062, Stanford University, Graduate School of Business.
- Lee, Charles M. C. & So, Eric C., 2015. "Alphanomics: The Informational Underpinnings of Market Efficiency," Foundations and Trends(R) in Accounting, now publishers, vol. 9(2-3), pages 59-258, December.
- Charles M.C. Lee, 2014.
"Performance measurement: an investor's perspective,"
Accounting and Business Research, Taylor & Francis Journals, vol. 44(4), pages 383-406, August.
- Lee, Charles M. C., 2014. "Performance Measurement: An Investor's Perspective," Research Papers 3065, Stanford University, Graduate School of Business.
- Salman Arif & Charles M. C. Lee, 2014.
"Aggregate Investment and Investor Sentiment,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(11), pages 3241-3279.
- Arif, Salman & Lee, Charles M. C., 2014. "Aggregate Investment and Investor Sentiment," Research Papers 3061, Stanford University, Graduate School of Business.
- Jiang, Guohua & Lee, Charles M.C. & Yue, Heng, 2010. "Tunneling through intercorporate loans: The China experience," Journal of Financial Economics, Elsevier, vol. 98(1), pages 1-20, October.
- 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, vol. 44(2), pages 307-335, April.
- Alok Kumar & Charles M.C. Lee, 2006. "Retail Investor Sentiment and Return Comovements," Journal of Finance, American Finance Association, vol. 61(5), pages 2451-2486, October.
- Daouk, Hazem & Lee, Charles M.C. & Ng, David, 2006.
"Capital market governance: How do security laws affect market performance?,"
Journal of Corporate Finance, Elsevier, vol. 12(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 127078, Cornell University, Department of Applied Economics and Management.
- 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, Wiley Blackwell, vol. 41(5), pages 745-774, December.
- 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, Wiley Blackwell, vol. 40(2), pages 407-439, May.
- 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, vol. 31(1-3), pages 233-253, September.
- William R. Gebhardt & Charles M. C. Lee & Bhaskaran Swaminathan, 2001. "Toward an Implied Cost of Capital," Journal of Accounting Research, Wiley Blackwell, vol. 39(1), pages 135-176, June.
- Lee, Charles M. C. & Radhakrishna, Balkrishna, 2000. "Inferring investor behavior: Evidence from TORQ data," Journal of Financial Markets, Elsevier, vol. 3(2), pages 83-111, May.
- Frankel, Richard & Lee, Charles M. C., 1998. "Accounting valuation, market expectation, and cross-sectional stock returns," Journal of Accounting and Economics, Elsevier, vol. 25(3), pages 283-319, June.
- Kaushik I. Amin & Charles M. C. Lee, 1997. "Option Trading, Price Discovery, and Earnings News Dissemination," Contemporary Accounting Research, John Wiley & Sons, vol. 14(2), pages 153-192, June.
- 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, vol. 5(2), pages 127-159, April.
- 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, vol. 8(3), pages 879-918.
- 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, vol. 49(1), pages 183-214, March.
- 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, vol. 6(2), pages 345-374.
- Lee, Charles M C, 1993. "Market Integration and Price Execution for NYSE-Listed Securities," Journal of Finance, American Finance Association, vol. 48(3), pages 1009-1038, July.
- Charles M.C. Lee, 1992. "Discussion of “Corporate disclosure and price discovery associated with NYSE temporary trading haltsâ€," Contemporary Accounting Research, John Wiley & Sons, vol. 8(2), pages 532-539, March.
- Lee, Charles M. C., 1992. "Earnings news and small traders : An intraday analysis," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 265-302, August.
- Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H, 1991.
"Investor Sentiment and the Closed-End Fund Puzzle,"
Journal of Finance, American Finance Association, vol. 46(1), pages 75-109, March.
- Lee, Charles & Shleifer, Andrei & Thaler, Richard H., 1991. "Investor Sentiment and the Closed-End Fund Puzzle," Scholarly Articles 27693394, Harvard University Department of Economics.
- Charles Lee & Andrei Shleifer & Richard Thaler, 1990. "Investor Sentiment and the Closed-End Fund Puzzle," NBER Working Papers 3465, National Bureau of Economic Research, Inc.
- Lee, Charles M C & Ready, Mark J, 1991. "Inferring Trade Direction from Intraday Data," Journal of Finance, American Finance Association, vol. 46(2), pages 733-746, June.
- Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H, 1990. "Closed-End Mutual Funds," Journal of Economic Perspectives, American Economic Association, vol. 4(4), pages 153-164, Fall.
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- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MFD: Microfinance (6) 2015-03-05 2015-03-05 2015-03-05 2015-03-05 2015-03-05 2015-03-05. Author is listed
- NEP-MST: Market Microstructure (3) 2016-10-09 2018-06-25 2019-05-06
- NEP-CNA: China (2) 2018-06-25 2019-05-06
- NEP-SBM: Small Business Management (2) 2015-03-05 2019-05-06
- NEP-TRA: Transition Economics (2) 2015-03-05 2019-05-06
- NEP-ACC: Accounting and Auditing (1) 2015-03-05
- NEP-CFN: Corporate Finance (1) 2015-03-05
- NEP-CMP: Computational Economics (1) 2015-03-05
- NEP-EXP: Experimental Economics (1) 2019-05-06
- NEP-FMK: Financial Markets (1) 2015-03-05
- NEP-IFN: International Finance (1) 2015-03-05
- NEP-INO: Innovation (1) 2019-05-06
- NEP-REG: Regulation (1) 2006-12-04
- NEP-RMG: Risk Management (1) 2018-06-25
- NEP-TID: Technology and Industrial Dynamics (1) 2018-06-25
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