Author Page for Dong Wook Lee

1.

U.S. Banks, Crises, and Bailouts: From Mexico to Ltcm

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Citation 44

2

U.S. Banks, Crises, and Bailouts: From Mexico to Ltcm

Number of pages: 26 Posted: 29 Feb 2000

Bong-Chan Kho, Dong Wook Lee and René M. Stulz

Seoul National University, Business School, Korea University and Ohio State University (OSU) - Department of Finance

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Citation 2

Abstract:

U.S. Banks, Crises, and Bailouts: From Mexico to Ltcm

NBER Working Paper No. w7529

Number of pages: 26 Posted: 11 Jun 2000 Last Revised: 15 Oct 2010

Bong-Chan Kho, Dong Wook Lee and René M. Stulz

Seoul National University, Business School, Korea University and Ohio State University (OSU) - Department of Finance

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Citation 3

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2.

Why Does Shareholder Wealth Increase When Non-U.S. Firms Announce Their Listing in the U.S.?

Number of pages: 54 Posted: 29 Jul 2003

Dong Wook Lee

Korea University

Downloads 633 (44,807)

Citation 10

Abstract:

3.

Does More Information in Stock Price Lead to Greater or Smaller Idiosyncratic Return Volatility?

Journal of Banking and Finance, Forthcoming

Number of pages: 61 Posted: 25 Mar 2008 Last Revised: 14 Nov 2010

Dong Wook Lee and Mark H. Liu

Korea University and University of Kentucky - Gatton College of Business and Economics

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Citation 3

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4.

Why Does Capital No Longer Flow More to the Industries with the Best Growth Opportunities?

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2

Why Does Capital No Longer Flow More to the Industries with the Best Growth Opportunities?

Fisher College of Business Working Paper No. 2016-03-15, Charles A. Dice Center Working Paper No. 2016-15

Number of pages: 55 Posted: 16 Sep 2016 Last Revised: 05 Dec 2016

Dong Wook Lee, Hyun-Han Shin and René M. Stulz

Korea University, Yonsei University and Ohio State University (OSU) - Department of Finance

Downloads 490 (61,454)

Abstract:

Why Does Capital No Longer Flow More to the Industries with the Best Growth Opportunities?

NBER Working Paper No. w22924

Number of pages: 55 Posted: 12 Dec 2016

Dong Wook Lee, Hyun-Han Shin and René Stulz

Korea University, Yonsei University and Ohio State University (OSU) - Fisher College of Business

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5.

Does Institutional Activism Increase Shareholder Wealth?: Evidence from Spillovers on Non-Target Companies

Journal of Corporate Finance, pp. 488-504, 2009

Number of pages: 43 Posted: 16 Jul 2007 Last Revised: 24 May 2011

Dong Wook Lee and Kyung Suh Park

Korea University and Korea University - Department of Finance

Downloads 336 (96,877)

Citation 1

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6.

Does a Firm's Takeover Vulnerability Cause its Stock Price to Deviate from Random Walks?

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2

Does a Firm's Takeover Vulnerability Cause its Stock Price to Deviate from Random Walks?

Number of pages: 41 Posted: 28 Sep 2005 Last Revised: 13 Apr 2013

Joon Chae, Dong Wook Lee and Shu-Feng Wang

Seoul National University, Korea University and National Central University, Department of Finance

Downloads 233 (141,929)

Abstract:

Does a Firm's Takeover Vulnerability Cause Its Stock Price to Deviate from Random Walks?

Number of pages: 41 Posted: 14 Mar 2011

Joon Chae, Dong Wook Lee and Shu-Feng Wang

Seoul National University, Korea University and National Central University, Department of Finance

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7.

Comovement after Joining an Index: Spillovers of Nonfundamental Effects

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Citation 14

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Comovement after Joining an Index: Spillovers of Nonfundamental Effects

Number of pages: 49 Posted: 17 Jun 2004

Brent W. Ambrose, Dong Wook Lee and Joe Peek

Pennsylvania State University, Korea University and Federal Reserve Banks - Federal Reserve Bank of Boston

Downloads 230 (143,762)

Citation 2

Abstract:

Comovement after Joining an Index: Spillovers of Nonfundamental Effects

Real Estate Economics, Vol. 35, No. 1, pp. 57-90, Spring 2007

Number of pages: 34 Posted: 16 Feb 2007

Brent W. Ambrose, Dong Wook Lee and Joe Peek

Pennsylvania State University, Korea University and Federal Reserve Banks - Federal Reserve Bank of Boston

Downloads 33 (500,779)

Citation 1

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8.

Does Capital Flow More to High Tobin's Q Industries?

Fisher College of Business Working Paper No. 2018-03-008, Charles A. Dice Center Working Paper No. 2018-8

Number of pages: 51 Posted: 09 May 2018

Dong Wook Lee, Hyun-Han Shin and René M. Stulz

Korea University, Yonsei University and Ohio State University (OSU) - Department of Finance

Downloads 242 (137,294)

Citation 3

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9.

Can Investor Heterogeneity be Used to Explain the Cross-Section of Average Stock Returns in Emerging Markets?

Number of pages: 48 Posted: 04 Feb 2010

Chan Shik Jung, Dong Wook Lee and Kyung Suh Park

Dong-A University Business School, Korea University and Korea University - Department of Finance

Downloads 142 (221,173)

Citation 4

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10.

Why Does Equity Capital Flow Out of High Tobin’s q Industries?

Fisher College of Business Working Paper No. 2020-03-002, Charles A. Dice Center Working Paper No. 2020-02

Number of pages: 58 Posted: 12 Feb 2020

Dong Wook Lee, Hyun-Han Shin and René M. Stulz

Korea University, Yonsei University and Ohio State University (OSU) - Department of Finance

Downloads 94 (298,035)

Abstract:

11.

Dollar-Weighted Return on Aggregate Corporate Sector: How is it Distributed Across Countries?

31st Australasian Finance and Banking Conference 2018

Number of pages: 42 Posted: 30 Jul 2018 Last Revised: 10 Sep 2018

Lingxia Sun and Dong Wook Lee

Nankai University - Business School and Korea University

Downloads 69 (357,950)

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12.

Do Non-Executive Employees Have Private Information that is Relevant to Outside Investors?

Number of pages: 39 Posted: 26 Aug 2005

Dong Wook Lee

Korea University

Downloads 64 (372,298)

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13.

Indirect Benefits of Financial Globalization: Evidence from Small Firms’ Growth Opportunities

Number of pages: 48 Posted: 02 Feb 2016 Last Revised: 30 Jan 2017

Dong Wook Lee and Lingxia Sun

Korea University and Nankai University - Business School

Downloads 45 (437,062)

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14.

The Role of the Temporary Component in Spot Prices in the Revision of Expected Future Spot Prices: Evidence from Index Futures Quotes

The Journal of Futures Markets, Vol. 32, No. 3, 230–251 (2012)

Posted: 28 Jan 2016

Hyung Cheol Kang, Dong Wook Lee, Eun Jung Lee and Kyung Suh Park

University of Seoul, College of Business Administration, Korea University, Hanyang University and Korea University - Department of Finance

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15.

The Role of Trading Volume in the 'Volatility Puzzle'

Asia-Pacific Journal of Financial Studies (2015) 44, 783–809

Posted: 27 Jan 2016

Dong Wook Lee

Korea University

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16.

Factor Exposures of Foreign Equity Capital in a Domestic Stock Market: Evidence from Korea

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2

Factor Exposures of Foreign Equity Capital in a Domestic Stock Market: Evidence from Korea

International Review of Finance, Vol. 17, Issue 4, pp. 561-596, 2017

Number of pages: 36 Posted: 07 Dec 2017

Lingxia Sun and Dong Wook Lee

Nankai University - Business School and Korea University

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Abstract:

Factor Exposures of Foreign Equity Capital in a Domestic Stock Market: Evidence from Korea

International Review of Finance, 2016

Posted: 10 Jan 2015 Last Revised: 16 Aug 2017

Lingxia Sun and Dong Wook Lee

Nankai University - Business School and Korea University

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17.

Stock Return Commonality within Business Groups: Fundamentals or Sentiment?

Pacific-Basin Finance Journal, Volume 35, Part A, November 2015, Pages 198-224

Posted: 30 Jan 2014 Last Revised: 29 Sep 2016

Min-Su Kim, Woojin Kim and Dong Wook Lee

Korea University, Seoul National University - Business School and Korea University

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18.

Takeover Vulnerability and the Behavior of Short-Term Stock Returns

Journal of Corporate Finance, Forthcoming

Posted: 14 Apr 2013

Joon Chae, Dong Wook Lee and Shu-Feng Wang

Seoul National University, Korea University and National Central University, Department of Finance

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19.

Short Selling by Individual Investors: Destabilizing or Price Discovering?

Pacific-Basin Finance Journal, Vol. 21, No. 1, 2013

Posted: 08 Apr 2013

Chan Shik Jung, Woojin Kim and Dong Wook Lee

Dong-A University Business School, Seoul National University - Business School and Korea University

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20.

Does Institutional Activism Increase Shareholder Wealth? Evidence from Spillovers on Non-Target Companies

Journal of Corporate Finance, Vol. 15, No. 4, 2009

Posted: 07 Feb 2010 Last Revised: 22 Feb 2010

Kyung Suh Park and Dong Wook Lee

Korea University - Department of Finance and Korea University

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21.

How Do Employees View Their Underwater Stock Options? Evidence from the Stock Option Exchange Program

Journal of Financial Services Research, Vol. 35, No. 3, 2009

Posted: 07 Feb 2010 Last Revised: 20 Feb 2010

Dong Wook Lee

Korea University

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22.

Can Investor Heterogeneity Be Used to Explain the Cross-Section of Average Stock Returns in Emerging Markets

Journal of International Money and Finance, Vol. 28, No. 4, 2009

Posted: 05 Feb 2010

Chan Shik Jung, Dong Wook Lee and Kyung Suh Park

Dong-A University Business School, Korea University and Korea University - Department of Finance

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23.

Does the Difference in Valuation Between Domestic and Foreign Investors Help Explain Their Distinct Holdings of Domestic Stocks (formerly, Do Different Interpretations of the Same Information Help Explain the Home Bias)

Journal of Banking and Finance, Forthcoming

Posted: 19 Jan 2009 Last Revised: 14 Feb 2010

Hyung Cheol Kang, Dong Wook Lee and Kyung Suh Park

University of Seoul, College of Business Administration, Korea University and Korea University - Department of Finance

Dong Wook Lee

Korea University

Associate Professor of Finance

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Comovement after Joining an Index: Spillovers of Nonfundamental Effects

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Factor Exposures of Foreign Equity Capital in a Domestic Stock Market: Evidence from Korea

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