Charles M. C. Lee
39 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-9978-6044
Foster School of Business, University of Washington, Seattle, Washington 98195
Publications
- Local-Thinking Bias — The Accounting Review 2025
- ELPR: A New Measure of Capital Adequacy for Commercial Banks — The Accounting Review 2024
- Production complementarity and information transmission across industries✰ — Journal of Financial Economics 2024
- Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets — Review of Finance 2023
- Shall we talk? The role of interactive investor platforms in corporate communication☆ — Journal of Accounting and Economics 2022
- A frog in every pan: Information discreteness and the lead-lag returns puzzle — Journal of Financial Economics 2022
- Active Funds and Bundled News — The Accounting Review 2022
- Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects — The Review of Financial Studies 2021
- Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery? — The Accounting Review 2021
- Technological links and predictable returns — Journal of Financial Economics 2019
- Uncovering expected returns: Information in analyst coverage proxies — Journal of Financial Economics 2017
- Is there a dark side to exchange traded funds? An information perspective — Review of Accounting Studies 2017
- Search-based peer firms: Aggregating investor perceptions through internet co-searches — Journal of Financial Economics 2015
- Shell Games: The Long-Term Performance of Chinese Reverse-Merger Firms — The Accounting Review 2015
- Aggregate Investment and Investor Sentiment — The Review of Financial Studies 2014
- Tunneling through intercorporate loans: The China experience — Journal of Financial Economics 2010
- Retail Investor Sentiment and Return Comovements — The Journal of Finance 2006
- Information Uncertainty and Expected Returns — Review of Accounting Studies 2005
- Analyzing the Analysts: When Do Recommendations Add Value? — The Journal of Finance 2004
- What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research — Journal of Accounting Research 2003
- Who Is My Peer? A Valuation-Based Approach to the Selection of Comparable Firms — Journal of Accounting Research 2002
- Toward an Implied Cost of Capital — Journal of Accounting Research 2001
- Contextual Fundamental Analysis Through the Prediction of Extreme Returns — Review of Accounting Studies 2001
- Market efficiency and accounting research: a discussion of ‘capital market research in accounting’ by S.P. Kothari☆ — Journal of Accounting and Economics 2001
- Price Momentum and Trading Volume — The Journal of Finance 2000
- What is the Intrinsic Value of the Dow? — The Journal of Finance 1999
- Accounting valuation, market expectation, and cross-sectional stock returns — Journal of Accounting and Economics 1998
- Option Trading, Price Discovery, and Earnings News Dissemination* — Contemporary Accounting Research 1997
- Closed-end Country Funds and U.S. Market Sentiment — The Review of Financial Studies 1995
- Volume, Volatility, and New York Stock Exchange Trading Halts — The Journal of Finance 1994
- Yes, Discounts on Closed-End Funds Are a Sentiment Index — The Journal of Finance 1993
- Market Integration and Price Execution for NYSE-Listed Securities — The Journal of Finance 1993
- Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis — The Review of Financial Studies 1993
- Summing Up — The Journal of Finance 1993
- Earnings news and small traders: An intraday analysis☆ — Journal of Accounting and Economics 1992
- Discussion of “Corporate disclosure and price discovery associated with NYSE temporary trading halts” — Contemporary Accounting Research 1991
- Inferring Trade Direction from Intraday Data — The Journal of Finance 1991
- Investor Sentiment and the Closed-End Fund Puzzle — The Journal of Finance 1991
- Exchange-Traded Funds and the Wash Sale Loophole — Management Science