Charles M. C. Lee

Names

Identifer

Contact

Affiliations

• Stanford University / Graduate School of Business (weight: 50%)
  • EDIRC entry
  • location:
• University of Washington / Michael G. Foster School of Business (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Closed-End Mutual Funds (RePEc:aea:jecper:v:4:y:1990:i:4:p:153-64)
  by Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H
• Capital Market Governance: How Do Security Laws Affect Market Performance? (RePEc:ags:cudawp:127078)
  by Daouk, Hazem & Lee, Charles M.C. & Ng, David T.C.
• Corruption and International Valuation: Does Virtue Pay? (RePEc:ags:cudawp:127288)
  by Lee, Charles M.C. & Ng, David T.C.
• Financing Entrepreneurship and Innovation in China (RePEc:arx:papers:2108.10982)
  by Lin William Cong & Charles M. C. Lee & Yuanyu Qu & Tao Shen
• Investor Sentiment and the Closed-End Fund Puzzle (RePEc:bla:jfinan:v:46:y:1991:i:1:p:75-109)
  by Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H
• Inferring Trade Direction from Intraday Data (RePEc:bla:jfinan:v:46:y:1991:i:2:p:733-46)
  by Lee, Charles M C & Ready, Mark J
• Market Integration and Price Execution for NYSE-Listed Securities (RePEc:bla:jfinan:v:48:y:1993:i:3:p:1009-38)
  by Lee, Charles M C
• Volume, Volatility, and New York Stock Exchange Trading Halts (RePEc:bla:jfinan:v:49:y:1994:i:1:p:183-214)
  by Lee, Charles M C & Ready, Mark J & Seguin, Paul J
• What is the Intrinsic Value of the Dow? (RePEc:bla:jfinan:v:54:y:1999:i:5:p:1693-1741)
  by Charles M. C. Lee & James Myers & Bhaskaran Swaminathan
• Price Momentum and Trading Volume (RePEc:bla:jfinan:v:55:y:2000:i:5:p:2017-2069)
  by Charles M.C. Lee & Bhaskaran Swaminathan
• Retail Investor Sentiment and Return Comovements (RePEc:bla:jfinan:v:61:y:2006:i:5:p:2451-2486)
  by Alok Kumar & Charles M.C. Lee
• Toward an Implied Cost of Capital (RePEc:bla:joares:v:39:y:2001:i:1:p:135-176)
  by William R. Gebhardt & Charles M. C. Lee & Bhaskaran Swaminathan
• Who Is My Peer? A Valuation‐Based Approach to the Selection of Comparable Firms (RePEc:bla:joares:v:40:y:2002:i:2:p:407-439)
  by Sanjeev Bhojraj & Charles M. C. Lee
• What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research (RePEc:bla:joares:v:41:y:2003:i:5:p:745-774)
  by Sanjeev Bhojraj & Charles M. C. Lee & Derek K. Oler
• Testing International Asset Pricing Models Using Implied Costs of Capital (RePEc:cup:jfinqa:v:44:y:2009:i:02:p:307-335_09)
  by Lee, Charles & Ng, David & Swaminathan, Bhaskaran
• Aggregate Investment and Investor Sentiment (RePEc:ecl:stabus:3061)
  by Arif, Salman & Lee, Charles M. C.
• Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches (RePEc:ecl:stabus:3062)
  by Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y.
• Shell Games: Are Chinese Reverse Merger Firms Inherently Toxic? (RePEc:ecl:stabus:3063)
  by Lee, Charles M. C. & Li, Kevin K. & Zhang, Ran
• In Short Supply: Short-Sellers and Stock Returns (RePEc:ecl:stabus:3064)
  by Beneish, M. D. & Lee, C. M. C. & Nichols, D. C.
• Performance Measurement: An Investor's Perspective (RePEc:ecl:stabus:3065)
  by Lee, Charles M. C.
• Mutual Funds and Short-Sellers: Why Does Short-Sale Volume Predict Stock Returns? (RePEc:ecl:stabus:3162)
  by Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C.
• Evaluating Firm-Level Expected-Return Proxies (RePEc:ecl:stabus:3188)
  by Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y.
• The Search for Benchmarks: When Do Crowds Provide Wisdom? (RePEc:ecl:stabus:3249)
  by Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y.
• Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective (RePEc:ecl:stabus:3322)
  by Israeli, Doron & Lee, Charles M. C. & Sridharan, Suhas A.
• Uncovering Expected Returns: Information in Analyst Coverage Proxies (RePEc:ecl:stabus:3367)
  by Lee, Charles M. C. & So, Eric C.
• The Search for Benchmarks: When Do Crowds Provide Wisdom? (RePEc:ecl:stabus:3373)
  by Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y.
• Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades (RePEc:ecl:stabus:3427)
  by Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C.
• Sexy or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns? (RePEc:ecl:stabus:3505)
  by Lee, Charles M. C. & Li, Ken
• Going Public in China: Reverse Mergers versus IPOs (RePEc:ecl:stabus:3655)
  by Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao
• Tick Size Tolls: Can a Trading Slowdown Improve Price Discovery? (RePEc:ecl:stabus:3732)
  by Lee, Charles M. C. & Watts, Edward M.
• Financing Entrepreneurship and Innovation in China: A Public Policy Perspective (RePEc:ecl:stabus:3733)
  by Cong, Lin William & Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao
• Salient or Safe: Why Do Predicted Stock Issuers (PSIs) Earn Low Returns? (RePEc:ecl:stabus:repec:ecl:stabus:3505)
  by Lee, Charles M. C. & Li, Ken
• Reverse Mergers, Shell Value, and Regulation Risk in Chinese Equity Markets (RePEc:ecl:stabus:repec:ecl:stabus:3604)
  by Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao
• Technological Links and Predictable Returns (RePEc:ecl:stabus:repec:ecl:stabus:3605)
  by Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran
• Mutual Fund Response to Earnings News: Evidence from Trade-Level Data (RePEc:ecl:stabus:repec:ecl:stabus:3606)
  by Lee, Charles M. C. Lee & Zhu, Christina
• Capital market governance: How do security laws affect market performance? (RePEc:eee:corfin:v:12:y:2006:i:3:p:560-593)
  by Daouk, Hazem & Lee, Charles M.C. & Ng, David
• Going public in China: Reverse mergers versus IPOs (RePEc:eee:corfin:v:58:y:2019:i:c:p:92-111)
  by Lee, Charles M.C. & Qu, Yuanyu & Shen, Tao
• Inferring investor behavior: Evidence from TORQ data (RePEc:eee:finmar:v:3:y:2000:i:2:p:83-111)
  by Lee, Charles M. C. & Radhakrishna, Balkrishna
• Earnings news and small traders : An intraday analysis (RePEc:eee:jaecon:v:15:y:1992:i:2-3:p:265-302)
  by Lee, Charles M. C.
• Accounting valuation, market expectation, and cross-sectional stock returns (RePEc:eee:jaecon:v:25:y:1998:i:3:p:283-319)
  by Frankel, Richard & Lee, Charles M. C.
• Market efficiency and accounting research: a discussion of 'capital market research in accounting' by S.P. Kothari (RePEc:eee:jaecon:v:31:y:2001:i:1-3:p:233-253)
  by Lee, Charles M. C.
• In short supply: Short-sellers and stock returns (RePEc:eee:jaecon:v:60:y:2015:i:2:p:33-57)
  by Beneish, M.D. & Lee, C.M.C. & Nichols, D.C.
• Shall we talk? The role of interactive investor platforms in corporate communication (RePEc:eee:jaecon:v:74:y:2022:i:2:s0165410122000477)
  by Lee, Charles M.C. & Zhong, Qinlin
• Search-based peer firms: Aggregating investor perceptions through internet co-searches (RePEc:eee:jfinec:v:116:y:2015:i:2:p:410-431)
  by Lee, Charles M.C. & Ma, Paul & Wang, Charles C.Y.
• Uncovering expected returns: Information in analyst coverage proxies (RePEc:eee:jfinec:v:124:y:2017:i:2:p:331-348)
  by Lee, Charles M.C. & So, Eric C.
• Technological links and predictable returns (RePEc:eee:jfinec:v:132:y:2019:i:3:p:76-96)
  by Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran
• A frog in every pan: Information discreteness and the lead-lag returns puzzle (RePEc:eee:jfinec:v:145:y:2022:i:2:p:83-102)
  by Huang, Shiyang & Lee, Charles M.C. & Song, Yang & Xiang, Hong
• Production complementarity and information transmission across industries (RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000357)
  by Lee, Charles M.C. & Shi, Terrence Tianshuo & Sun, Stephen Teng & Zhang, Ran
• Tunneling through intercorporate loans: The China experience (RePEc:eee:jfinec:v:98:y:2010:i:1:p:1-20)
  by Jiang, Guohua & Lee, Charles M.C. & Yue, Heng
• The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data (RePEc:eee:jfinin:v:5:y:1996:i:2:p:127-159)
  by Handley, Kathleen Weiss & Lee, Charles M. C. & Seguin, Paul L.
• Investor Sentiment and the Closed-End Fund Puzzle (RePEc:hrv:faseco:27693394)
  by Lee, Charles & Shleifer, Andrei & Thaler, Richard H.
• Erratum: Analysis of deletion breakpoints from 1,092 humans reveals details of mutation mechanisms (RePEc:nat:natcom:v:6:y:2015:i:1:d:10.1038_ncomms9389)
  by 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
• Integrative genomic analyses identify MITF as a lineage survival oncogene amplified in malignant melanoma (RePEc:nat:nature:v:436:y:2005:i:7047:d:10.1038_nature03664)
  by 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
• Copies count (RePEc:nat:nature:v:439:y:2006:i:7078:d:10.1038_439798a)
  by Joseph H. Nadeau & Charles Lee
• Global variation in copy number in the human genome (RePEc:nat:nature:v:444:y:2006:i:7118:d:10.1038_nature05329)
  by 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
• Investor Sentiment and the Closed-End Fund Puzzle (RePEc:nbr:nberwo:3465)
  by Charles Lee & Andrei Shleifer & Richard Thaler
• Alphanomics: The Informational Underpinnings of Market Efficiency (RePEc:now:fntacc:1400000022)
  by Lee, Charles M. C. & So, Eric C.
• Financing Entrepreneurship and Innovation in China (RePEc:now:fntent:0300000095)
  by Cong, Lin William & Lee, Charles M.C. & Qu, Yuanyu & Tao, Shen
• Why Do Predicted Stock Issuers Earn Low Returns? (RePEc:oup:rasset:v:13:y:2023:i:1:p:181-221.)
  by Charles M C Lee & Ken Li & Jeffrey Pontiff
• Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets (RePEc:oup:revfin:v:27:y:2023:i:3:p:809-849.)
  by Charles M C Lee & Yuanyu Qu & Tao Shen
• Aggregate Investment and Investor Sentiment (RePEc:oup:rfinst:v:27:y:2014:i:11:p:3241-3279.)
  by Salman Arif & Charles M. C. Lee
• Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
  [The cross-section of volatility and expected returns] (RePEc:oup:rfinst:v:34:y:2021:i:4:p:1907-1951.)
  by Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang
• Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (RePEc:oup:rfinst:v:6:y:1993:i:2:p:345-74)
  by Lee, Charles M C & Mucklow, Belinda & Ready, Mark J
• Closed-End Country Funds and U.S. Market Sentiment (RePEc:oup:rfinst:v:8:y:1995:i:3:p:879-918)
  by Bodurtha, James N, Jr & Kim, Dong-Soon & Lee, Charles M C
• Corruption and International Valuation: Does Virtue Pay? (RePEc:pra:mprapa:590)
  by Charles, Lee & David, Ng
• Is there a dark side to exchange traded funds? An information perspective (RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9400-8)
  by Doron Israeli & Charles M. C. Lee & Suhas A. Sridharan
• Performance measurement: an investor's perspective (RePEc:taf:acctbr:v:44:y:2014:i:4:p:383-406)
  by Charles M.C. Lee
• Valuing the Dow: A Bottom-Up Approach (RePEc:taf:ufajxx:v:55:y:1999:i:5:p:4-23)
  by Charles M.C. Lee & Bhaskaran Swaminathan
• Earnings Manipulation and Expected Returns (RePEc:taf:ufajxx:v:69:y:2013:i:2:p:57-82)
  by Messod D. Beneish & Charles M.C. Lee & D. Craig Nichols
• Option Trading, Price Discovery, and Earnings News Dissemination (RePEc:wly:coacre:v:14:y:1997:i:2:p:153-192)
  by Kaushik I. Amin & Charles M. C. Lee
• Discussion of “Corporate disclosure and price discovery associated with NYSE temporary trading halts†(RePEc:wly:coacre:v:8:y:1992:i:2:p:532-539)
  by Charles M.C. Lee
• The Marketing of Closed-End Fund IPOs (RePEc:wop:pennin:94-21)
  by Kathleen Weiss Hanley & Charles Lee & Paul Seguin