Author Page for Charles M.C. Lee

Indiana University - Kelley School of Business - Department of Accounting, Foster School of Business, University of Washington and affiliation not provided to SSRN

Downloads 4,628 (2,773)

Citation 16

Abstract:

5.

Market Efficiency and Accounting Research: A Discussion of 'Capital Market Research in Accounting' by S.P. Kothari

Downloads 4,122 ( 3,385)

Citation 22

2

Market Efficiency and Accounting Research: A Discussion of 'Capital Market Research in Accounting' by S.P. Kothari

Number of pages: 31 Posted: 02 Feb 2001

Charles M.C. Lee

Foster School of Business, University of Washington

Downloads 4,122 (3,326)

Citation 22

Abstract:

Market Efficiency and Accounting Research: A Discussion of 'Capital Market Research in Accounting' by S.P. Kothari

Posted: 26 Nov 2001

Charles M.C. Lee

Foster School of Business, University of Washington

Abstract:

6.

Analyzing the Analysts: When Do Recommendations Add Value?

Number of pages: 55 Posted: 22 Nov 2001

Narasimhan Jegadeesh, Joonghyuk Kim, Susan D. Krische and Charles M.C. Lee

Emory University - Department of Finance, Case Western Reserve University - Department of Banking & Finance, affiliation not provided to SSRN and Foster School of Business, University of Washington

Downloads 3,902 (3,706)

Citation 106

Abstract:

7.

Toward an Implied Cost of Capital

Downloads 3,653 ( 4,118)

2

Toward an Implied Cost of Capital

Parker Center for Investment Research Working Paper

Number of pages: 78 Posted: 27 Dec 2000

William R. Gebhardt, Charles M.C. Lee and Bhaskaran Swaminathan

affiliation not provided to SSRN, Foster School of Business, University of Washington and LSV Asset Management

Downloads 3,653 (4,042)

Citation 111

Abstract:

Toward an Implied Cost of Capital

Posted: 21 Feb 2001

William R. Gebhardt, Charles M.C. Lee and Bhaskaran Swaminathan

affiliation not provided to SSRN, Foster School of Business, University of Washington and LSV Asset Management

Abstract:

8.

Toward an Ex Ante Cost-of-Capital

Number of pages: 47 Posted: 25 Jan 1999

William R. Gebhardt, Charles M.C. Lee and Bhaskaran Swaminathan

affiliation not provided to SSRN, Foster School of Business, University of Washington and LSV Asset Management

Downloads 2,595 (7,331)

Citation 18

Abstract:

9.

What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research

Number of pages: 38 Posted: 31 Dec 2002

Sanjeev Bhojraj, Charles M.C. Lee and Derek Oler

Cornell University - Samuel Curtis Johnson Graduate School of Management, Foster School of Business, University of Washington and Texas Tech University - Rawls College of Business

Downloads 2,588 (7,375)

Citation 65

Abstract:

10.

The Information Content of Analyst Stock Recommendations

Parker Center for Investment Research Working Papers

Number of pages: 40 Posted: 18 Feb 2001

Susan D. Krische and Charles M.C. Lee

affiliation not provided to SSRN and Foster School of Business, University of Washington

Downloads 2,551 (7,531)

Citation 19

Abstract:

11.

Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects

Harvard Business School Accounting & Management Unit Working Paper No. 15-022, Rock Center for Corporate Governance at Stanford University Working Paper No. 197, Stanford University Graduate School of Business Research Paper No. 15-57, The Review of Financial Studies (RFS), Forthcoming

Number of pages: 79 Posted: 06 Aug 2010 Last Revised: 03 Mar 2021

Charles M.C. Lee, Eric C. So and Charles C. Y. Wang

Foster School of Business, University of Washington, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School (HBS)

Downloads 2,239 (9,221)

Citation 40

Abstract:

12.

To Catch a Thief: Can Forensic Accounting Help Predict Stock Returns?

Number of pages: 36 Posted: 02 Aug 2011 Last Revised: 12 May 2014

Messod D. Beneish, Craig Nichols and Charles M.C. Lee

Indiana University - Kelley School of Business - Department of Accounting, Syracuse University and Foster School of Business, University of Washington

Downloads 2,073 (10,509)

Citation 2

Abstract:

13.

Earnings Momentum in International Markets

Number of pages: 39 Posted: 08 Apr 2003

Dong Hong, Charles M.C. Lee and Bhaskaran Swaminathan

Singapore Management University - Lee Kong Chian School of Business, Foster School of Business, University of Washington and LSV Asset Management

Downloads 1,958 (11,567)

Citation 32

Abstract:

14.

Analyst Forecast Revisions and Market Price Formation

Parker Center for Investment Working Paper

Number of pages: 43 Posted: 19 Mar 2002

Cristi A. Gleason and Charles M.C. Lee

University of Iowa - Department of Accounting and Foster School of Business, University of Washington

Downloads 1,719 (14,210)

Citation 4

Abstract:

15.

Information Uncertainty and Expected Returns

Number of pages: 57 Posted: 07 May 2004

Guohua Jiang, Charles M.C. Lee and Grace Yi Zhang

Peking University - Guanghua School of Management, Foster School of Business, University of Washington and Barclays - Barclays Global Investors (BGI)

Downloads 1,591 (16,026)

Citation 81

Abstract:

16.

Technological Links and Predictable Returns

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 71 Posted: 14 Sep 2017 Last Revised: 13 Mar 2018

Charles M.C. Lee, Stephen Teng Sun, Rongfei Wang and Ran Zhang

Foster School of Business, University of Washington, City University of Hong Kong (CityU) - Department of Accountancy, China Investment Corporation (CIC) and Renmin University of China - School of Business

Downloads 1,517 (17,212)

Citation 7

Abstract:

17.

Shell Games: The Long Term Performance of Chinese Reverse Merger Firms

The Accounting Review, Forthcoming

Number of pages: 56 Posted: 04 Oct 2012 Last Revised: 20 Sep 2014

Charles M.C. Lee, Kevin K. Li and Ran Zhang

Foster School of Business, University of Washington, Santa Clara University and Renmin University of China - School of Business

Downloads 1,459 (18,251)

Citation 16

Abstract:

18.

Characteristics of Price Informative Analyst Forecasts

Parker Center for Investment Research Working Papers

Number of pages: 40 Posted: 26 Dec 2000

Cristi A. Gleason and Charles M.C. Lee

University of Iowa - Department of Accounting and Foster School of Business, University of Washington

Downloads 1,429 (18,848)

Citation 5

Abstract:

19.

Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-Searches

Journal of Financial Economics (JFE), Forthcoming, Rock Center for Corporate Governance at Stanford University Working Paper No. 128, Harvard Business School Accounting & Management Unit Working Paper No. 13-048

Number of pages: 58 Posted: 06 Nov 2012 Last Revised: 05 Oct 2014

Charles M.C. Lee, Paul Ma and Charles C. Y. Wang

Foster School of Business, University of Washington, University of Minnesota and Harvard Business School (HBS)

Downloads 1,427 (18,886)

Citation 33

Abstract:

20.

Retail Investor Sentiment and Return Comovements

Number of pages: 48 Posted: 17 Feb 2004

Alok Kumar and Charles M.C. Lee

University of Miami - Miami Herbert Business School and Foster School of Business, University of Washington

Downloads 1,407 (19,272)

Citation 94

Abstract:

21.

The Search for Peer Firms: When Do Crowds Provide Wisdom?

Harvard Business School Accounting & Management Unit Working Paper No. 15-032, Stanford University Graduate School of Business Research Paper No. 14-46, Rock Center for Corporate Governance at Stanford University Working Paper No. 198

Number of pages: 47 Posted: 02 Nov 2014 Last Revised: 07 Nov 2016

Charles M.C. Lee, Paul Ma and Charles C. Y. Wang

Foster School of Business, University of Washington, University of Minnesota and Harvard Business School (HBS)

Downloads 1,388 (19,676)

Citation 2

Abstract:

22.

Aggregate Investment and Investor Sentiment

Review of Financial Studies (RFS), Forthcoming, Rock Center for Corporate Governance at Stanford University Working Paper No. 181, Kelley School of Business Research Paper No. 2014-44

Number of pages: 49 Posted: 02 Jan 2013 Last Revised: 01 Dec 2014

Salman Arif and Charles M.C. Lee

University of Minnesota - Twin Cities - Carlson School of Management and Foster School of Business, University of Washington

Downloads 1,310 (21,440)

Citation 16

Abstract:

23.

In Short Supply: Short Sellers and Stock Returns

Rock Center for Corporate Governance at Stanford University Working Paper No. 165

Number of pages: 55 Posted: 04 Dec 2013 Last Revised: 19 Apr 2015

Messod D. Beneish, Charles M.C. Lee and Craig Nichols

Indiana University - Kelley School of Business - Department of Accounting, Foster School of Business, University of Washington and Syracuse University

Downloads 1,299 (21,718)

Citation 30

Abstract:

24.

Testing International Asset Pricing Models Using Implied Costs of Capital

Downloads 1,294 ( 21,860)

Citation 119

2

Testing International Asset Pricing Models Using Implied Costs of Capital

Number of pages: 44 Posted: 17 Mar 2004

Charles M.C. Lee, David T. Ng and Bhaskaran Swaminathan

Foster School of Business, University of Washington, Johnson College of Business and LSV Asset Management

Downloads 954 (33,482)

Abstract:

Testing International Asset Pricing Models Using Implied Costs of Capital

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 43 Posted: 16 Jan 2008

Charles M.C. Lee, David T. Ng and Bhaskaran Swaminathan

Foster School of Business, University of Washington, Johnson College of Business and LSV Asset Management

Downloads 340 (122,990)

Citation 17

Abstract:

25.

Tunneling in China: The Surprisingly Pervasive Use of Corporate Loans to Extract Funds from Chinese Listed Companies

Johnson School Research Paper Series No. 31-06

Number of pages: 41 Posted: 05 Dec 2005

Guohua Jiang, Charles M.C. Lee and Heng Yue

Peking University - Guanghua School of Management, Foster School of Business, University of Washington and Singapore Management University - School of Accountancy

Downloads 1,144 (26,183)

Citation 13

Abstract:

26.

How Do Short Sellers Interact with Other Professional Investors? Evidence from the Daily Trades of Active Fund Managers

Rock Center for Corporate Governance at Stanford University Working Paper No. 195, Finance Down Under 2016 Building on the Best from the Cellars of Finance, Stanford University Graduate School of Business Research Paper No. 14-35

Number of pages: 70 Posted: 17 Sep 2014 Last Revised: 30 Sep 2020

Salman Arif, Azi Ben-Rephael and Charles M.C. Lee

University of Minnesota - Twin Cities - Carlson School of Management, Rutgers Business School - Rutgers University and Foster School of Business, University of Washington

Downloads 955 (33,921)

Citation 5

Abstract:

27.

International Asset Pricing: Evidence from the Cross Section of Implied Cost of Capital

Number of pages: 48 Posted: 15 Jan 2004

Charles M.C. Lee, David T. Ng and Bhaskaran Swaminathan

Foster School of Business, University of Washington, Johnson College of Business and LSV Asset Management

Downloads 838 (40,731)

Citation 8

Abstract:

28.

Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery?

Stanford University Graduate School of Business Research Paper No. 19-1, The Accounting Review, Forthcoming

Number of pages: 59 Posted: 11 Nov 2018 Last Revised: 07 Jul 2020

Charles M.C. Lee and Edward M. Watts

Foster School of Business, University of Washington and Yale School of Management

Downloads 764 (46,068)

Citation 6

Abstract:

29.

Capital Market Governance: How Do Security Laws Affect Market Performance?

Downloads 763 ( 46,145)

2

Capital Market Governance: How Do Security Laws Affect Market Performance?

Number of pages: 53 Posted: 21 Apr 2005

Hazem Daouk, Charles M.C. Lee and David T. Ng

Cornell University - School of Applied Economics and Management, Foster School of Business, University of Washington and Johnson College of Business

Downloads 763 (45,526)

Citation 18

Abstract:

Capital Market Governance: How Do Security Laws Affect Market Performance?

Journal of Corporate Finance, Vol. 12, No. 12, pp. 560-593, June 2006

Posted: 04 Aug 2006

Hazem Daouk, Charles M.C. Lee and David T. Ng

Cornell University - School of Applied Economics and Management, Foster School of Business, University of Washington and Johnson College of Business

Abstract:

30.

Tunneling in China: The Remarkable Case of Inter-Corporate Loans

Number of pages: 53 Posted: 02 Jul 2008

Guohua Jiang, Charles M.C. Lee and Heng Yue

Peking University - Guanghua School of Management, Foster School of Business, University of Washington and Singapore Management University - School of Accountancy

Downloads 727 (49,255)

Citation 22

Abstract:

31.

Financing Entrepreneurship and Innovation in China: A Public Policy Perspective

Stanford University Graduate School of Business Research Paper No. 18-46

Number of pages: 55 Posted: 25 Sep 2018

Lin William Cong, Charles M.C. Lee, Yuanyu Qu and Tao Shen

Cornell University - Samuel Curtis Johnson Graduate School of Management, Foster School of Business, University of Washington, University of International Business and Economics (UIBE) - School of Banking and Finance and Tsinghua University

Downloads 715 (50,332)

Citation 3

Abstract:

32.

Uncovering Expected Returns: Information in Analyst Coverage Proxies

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 43 Posted: 27 Jan 2016 Last Revised: 16 Jun 2016

Charles M.C. Lee and Eric C. So

Foster School of Business, University of Washington and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 677 (54,135)

Abstract:

33.

ELPR: A New Approach to Measuring the Capital Adequacy of Commercial Banks

Number of pages: 57 Posted: 28 Jun 2019 Last Revised: 20 Oct 2020

Charles M.C. Lee, Yanruo Wang and Qinlin Zhong

Foster School of Business, University of Washington, Nipun Capital and Fudan University-the School of Management

Downloads 671 (54,729)

Abstract:

34.

Reverse Mergers, Shell Value, and Regulation Risk in Chinese Equity Markets

Stanford University Graduate School of Business Research Paper No. 17-63

Number of pages: 68 Posted: 19 Sep 2017 Last Revised: 19 Oct 2017

Charles M.C. Lee, Yuanyu Qu and Tao Shen

Foster School of Business, University of Washington, University of International Business and Economics (UIBE) - School of Banking and Finance and Tsinghua University

Downloads 664 (55,493)

Citation 10

Abstract:

35.

Why do Predicted Stock Issuers Earn Low Returns?

Number of pages: 69 Posted: 18 Nov 2016 Last Revised: 09 Mar 2022

Charles M.C. Lee and Ken Li

Foster School of Business, University of Washington and McMaster University - Michael G. DeGroote School of Business

Downloads 553 (69,988)

Citation 1

Abstract:

36.

A Frog in Every Pan: Information Discreteness and the Lead-lag Returns Puzzle

Number of pages: 79 Posted: 04 Nov 2020 Last Revised: 10 Jun 2021

Charles M.C. Lee, Shiyang Huang, Yang Song and Hong Xiang

Foster School of Business, University of Washington, The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The University of Hong Kong

Downloads 521 (75,362)

Abstract:

37.

Active Funds and Bundled News

Stanford University Graduate School of Business Research Paper No. 18-35, 29th Annual Conference on Financial Economics & Accounting 2018, https://doi.org/10.2308/TAR-2018-0380

Number of pages: 52 Posted: 27 Jul 2018 Last Revised: 22 Feb 2021

Charles M.C. Lee and Christina Zhu

Foster School of Business, University of Washington and University of Pennsylvania - The Wharton School

Downloads 498 (79,650)

Citation 6

Abstract:

38.

Shall We Talk? The Role of Interactive Investor Platforms in Corporate Communication

Number of pages: 54 Posted: 04 Nov 2020 Last Revised: 31 May 2022

Charles M.C. Lee and Qinlin Zhong

Foster School of Business, University of Washington and Fudan University-the School of Management

Downloads 476 (84,132)

Citation 1

Abstract:

39.

Going Public in China: Reverse Mergers versus IPOs

Stanford University Graduate School of Business Research Paper No. 18-15

Number of pages: 61 Posted: 14 Mar 2018 Last Revised: 08 Apr 2019

Charles M.C. Lee, Yuanyu Qu and Tao Shen

Foster School of Business, University of Washington, University of International Business and Economics (UIBE) - School of Banking and Finance and Tsinghua University

Downloads 344 (122,004)

Citation 2

Abstract:

40.

Corruption and International Valuation: Does Virtue Pay?

Downloads 288 (147,260)

Citation 13

2

Corruption and International Valuation: Does Virtue Pay?

Johnson School Research Paper No. 41-06

Number of pages: 34 Posted: 20 Nov 2006

Charles M.C. Lee and David T. Ng

Foster School of Business, University of Washington and Johnson College of Business

Downloads 288 (146,545)

Citation 13

Abstract:

Corruption and International Valuation: Does Virtue Pay?

https://doi.org/10.3905/JOI.2009.18.4.023

Posted: 22 May 2019

Charles M.C. Lee and David T. Ng

Foster School of Business, University of Washington and Johnson College of Business

Abstract:

41.

Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets

Number of pages: 58 Posted: 28 Nov 2021 Last Revised: 13 Jun 2022

Charles M.C. Lee, Yuanyu Qu and Tao Shen

Foster School of Business, University of Washington, University of International Business and Economics (UIBE) - School of Banking and Finance and Tsinghua University

Downloads 61 (478,713)

Abstract:

42.

Earnings Manipulation and Expected Returns

Financial Analysts Journal, Vol. 69, No. 2, 2013

Posted: 31 Mar 2013

Messod D. Beneish, Charles M.C. Lee and Craig Nichols

Indiana University - Kelley School of Business - Department of Accounting, Foster School of Business, University of Washington and Syracuse University

Abstract:

43.

The Marketing of Closed-End Fund IPOs: Evidence from Transactions Data

Journal of Financial Intermediation, Vol. 5, pp. 127-159, 1996

Posted: 14 Feb 2008

Kathleen Weiss Hanley, Charles M.C. Lee and Paul J. Sequin

Lehigh University - College of Business, Foster School of Business, University of Washington and affiliation not provided to SSRN

Abstract:

44.

Analyst Forecast Revisions and Market Price Discovery

Posted: 17 Apr 2003

Cristi A. Gleason and Charles M.C. Lee

University of Iowa - Department of Accounting and Foster School of Business, University of Washington

Abstract:

45.

Option Trading and Earnings News Dissemination

Posted: 10 Sep 1999

Charles M.C. Lee and Kaushik I. Amin

Foster School of Business, University of Washington and Lehman Brothers

Abstract:

46.

Closed-End Country Funds and U.S. Market Sentiment, Mitsui Life Financial Research Center

Working Paper No. 93-13

Posted: 09 Aug 1999

James N. Bodurtha, Dong-Soon Kim and Charles M.C. Lee

Georgetown University - Department of Finance, Chung-Ang University and Foster School of Business, University of Washington

Abstract:

47.

Closed-End Country Funds and U.S. Market Sentiment

THE REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 3

Posted: 25 Jul 1998

James N. Bodurtha, Dong-Soon Kim and Charles M.C. Lee

Georgetown University - Department of Finance, Chung-Ang University and Foster School of Business, University of Washington

Abstract:

48.

Accounting Standards and the Valuation of International Securities

Posted: 15 Jul 1998

Richard M. Frankel and Charles M.C. Lee

Washington University in Saint Louis - Olin Business School and Foster School of Business, University of Washington

Abstract:

49.

Accounting Valuation, Market Expectation, and the Book-to-Market Effect

Downloads 0 (892,524)

2

Accounting Valuation, Market Expectation, and the Book-to-Market Effect

Posted: 25 Aug 1998

Richard M. Frankel and Charles M.C. Lee

Washington University in Saint Louis - Olin Business School and Foster School of Business, University of Washington

Abstract:

Accounting Valuation, Market Expectation, and the Book-to-Market Effect

Posted: 08 Jul 1998

Richard M. Frankel and Charles M.C. Lee

Washington University in Saint Louis - Olin Business School and Foster School of Business, University of Washington

Abstract:

50.

Accounting Diversity and International Valuation

Posted: 21 May 1998

Richard M. Frankel and Charles M.C. Lee

Washington University in Saint Louis - Olin Business School and Foster School of Business, University of Washington

Abstract:

51.

Option Trading, Price Discovery, and Earnings News Dissemination

Posted: 19 Feb 1997

Kaushik I. Amin and Charles M.C. Lee

Lehman Brothers and Foster School of Business, University of Washington

Charles M.C. Lee

Foster School of Business, University of Washington

Hanson Professor of Accounting

Stanford University - Graduate School of Business

Moghadam Family Professor, Emeritus

51

Top 303

74,300

Top 1,072

700

406

Scholarly Papers (51)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: