Eunju Lee

University of Massachusetts Lowell

Assistant Professor

1 University Ave

Lowell, MA 01854

United States

SCHOLARLY PAPERS

7

DOWNLOADS

514

CITATIONS

2

Scholarly Papers (7)

1.

High Accruals Momentum

Accounting and Finance, Forthcoming
Number of pages: 49 Posted: 07 Jun 2018 Last Revised: 29 Mar 2019
Xiaoting Hao, Juwon Jang and Eunju Lee
University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business, Texas A&M University and University of Massachusetts Lowell
Downloads 178 (167,750)

Abstract:

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Discretionary accruals, high accruals momentum, earnings management, growth anomaly, earnings momentum

2.

Capital Market Frictions and Human Capital Investment: Evidence from Workplace Safety around Regulation SHO

Number of pages: 50 Posted: 06 Jun 2018 Last Revised: 17 Jun 2018
John (Jianqiu) Bai, Eunju Lee and Chi Zhang
Northeastern University - D'Amore-McKim School of Business, University of Massachusetts Lowell and University of Massachusetts Lowell
Downloads 113 (241,962)
Citation 1

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Short Selling, Reg SHO, Workplace Safety

3.

Short Selling Around the 52-Week and Historical Highs

Journal of Financial Markets 33, 75-101, 2017
Number of pages: 61 Posted: 03 Apr 2016 Last Revised: 31 May 2018
Eunju Lee and Natalia Scotto Piqueira
University of Massachusetts Lowell and University of Houston - C.T. Bauer College of Business
Downloads 108 (249,875)
Citation 1

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Short selling, anchoring bias, 52-week high, historical high, overreaction, underreaction

4.

Short Selling and Market Mispricing

Review of Quantitative Finance and Accounting 47 (2016), 797-833.
Number of pages: 58 Posted: 16 Sep 2012 Last Revised: 22 Oct 2017
Eunju Lee
University of Massachusetts Lowell
Downloads 52 (379,356)

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Short selling, mispricing, fundamental value, market quality

5.

CEO Confidence Matters: The Real Effects of Short Sale Constraints Revisited

Number of pages: 50 Posted: 01 May 2019
Juwon Jang and Eunju Lee
Texas A&M University and University of Massachusetts Lowell
Downloads 42 (414,260)

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CEO confidence; Regulation SHO; short sale constraints; corporate investments; earnings management; corporate social responsibility; employee relations

6.

Behavioral Biases of Informed Traders: Evidence from Insider Trading on the 52-Week High

Journal of Empirical Finance, Forthcoming
Number of pages: 45 Posted: 23 Oct 2017 Last Revised: 03 Mar 2019
Eunju Lee and Natalia Scotto Piqueira
University of Massachusetts Lowell and University of Houston - C.T. Bauer College of Business
Downloads 21 (512,982)

Abstract:

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Insider trading, 52-week high, anchoring bias, opportunistic insiders

7.

Short Sales and Put Options: Where is the Bad News First Traded?

Journal of Financial Markets 16 (2013) 308-330
Posted: 16 Sep 2012 Last Revised: 31 May 2018
University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business, University of Massachusetts Lowell and University of Houston - C.T. Bauer College of Business

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put option, short sales, informed trading, earnings announcements