Jason Lee

University of Alberta

Associate Professor of Accounting

Edmonton, Alberta T6G 2R6

Canada

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 48,650

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Top 48,650

in Total Papers Downloads

824

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (20)

1.

Effect of Option Listing on Price Reactions to Earnings Announcements

CAAA 2006 Annual Conference Paper
Number of pages: 28 Posted: 10 Jan 2006
Sunyoung Kim and Jason Lee
University of Alberta - School of Business and University of Alberta
Downloads 234 (130,564)

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2.

Creative Destruction and Firm-Specific Volatility

EFA 2005 Moscow Meetings Paper
Number of pages: 67 Posted: 09 Apr 2005
Sogang University - Department of Economics, University of Alberta - Department of Finance and Statistical Analysis, Seoul National University - Graduate School of Business and University of Alberta
Downloads 234 (130,564)
Citation 1

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Information Technology, Firm-Specific Volatility, Creative Destruction

Heterogeneous Investors and Their Changing Demand and Supply Schedules for Individual Common Stocks

Harvard Institute of Economic Research Discussion Paper No. 2031
Number of pages: 64 Posted: 26 Mar 2004
Jung-Wook Kim, Jason Lee and Randall Morck
Seoul National University - Graduate School of Business, University of Alberta and University of Alberta - Department of Finance and Statistical Analysis
Downloads 169 (176,786)

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Heterogeneous Investors and Their Changing Demand and Supply Schedules for Individual Common Stocks

NBER Working Paper No. w10410
Number of pages: 63 Posted: 19 Apr 2004 Last Revised: 27 Jan 2013
Jung-Wook Kim, Randall Morck and Jason Lee
Seoul National University - Graduate School of Business, University of Alberta - Department of Finance and Statistical Analysis and University of Alberta
Downloads 31 (474,409)

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4.

Investors’ Interacting Demand and Supply Curves for Common Stocks

Review of Finance, Forthcoming, University of Alberta School of Business Research Paper No. 2015-3,507
Number of pages: 47 Posted: 01 Jun 2016
Korea Advanced Institute of Science and Technology (KAIST), Seoul National University - Graduate School of Business, University of Alberta and University of Alberta - Department of Finance and Statistical Analysis
Downloads 63 (347,948)

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Demand and supply curves for individual stocks, heterogeneous private valuations, financial crisis

5.

Patterns of Comovement: The Role of Information Technology in the U.S. Economy

NBER Working Paper No. w10937
Number of pages: 50 Posted: 15 Dec 2004 Last Revised: 20 Feb 2015
Sogang University - Department of Economics, University of Alberta - Department of Finance and Statistical Analysis, Seoul National University - Graduate School of Business and University of Alberta
Downloads 54 (375,124)

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6.

Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks

NBER Working Paper No. w14733
Number of pages: 43 Posted: 21 Feb 2009 Last Revised: 27 Jan 2013
Jung-Wook Kim, Jason Lee and Randall Morck
Seoul National University - Graduate School of Business, University of Alberta and University of Alberta - Department of Finance and Statistical Analysis
Downloads 39 (428,325)

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7.

The Role of Financial Variables in the Pricing of Korean Initial Public Offerings

Pacific-Basin Finance Journal Volume 3, Issue 4, December 1995, Pages 449–464, University of Alberta School of Business Research Paper No. 2013-1064
Posted: 02 Jul 2013
Jason Lee, Jeong-Bon Kim and Itzhak Krinsky
University of Alberta, City University of Hong Kong and Deutsche Bank Alex. Brown

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Initial Public Offerings, Role of financial variables

8.

The Aftermarket Performance of Initial Public Offerings in Korea

University of Alberta School of Business Research Paper No. 2013-1063, Pacific-Basin Finance Journal Volume 3, Issue 4, December 1995, Pages 429–448
Posted: 02 Jul 2013
Jason Lee, Jeong-Bon Kim and Itzhak Krinsky
University of Alberta, City University of Hong Kong and Deutsche Bank Alex. Brown

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Korea, Initial public offerings, Long-run performance, Deregulation

9.

Trading Responses to Analysts' Earnings Forecasts, Transaction Sizes, News Types and Trader Types

University of Alberta School of Business Research Paper No. 2013-1060, Journal of Business Finance & Accounting Volume 23, Issue 7, pages 1043–1058, October 1996
Posted: 02 Jul 2013
Jason Lee, Tae H. Park and Jeong-Bon Kim
University of Alberta, Concordia University, Quebec - Department of Finance and City University of Hong Kong

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10.

Institutional Holding and Trading Volume Reactions to Quarterly Earnings Announcements

University of Alberta School of Business Research Paper No. 2013-1058, Journal of Accounting, Auditing & Finance January 1997 12: 1-14
Posted: 02 Jul 2013
Jason Lee, Jeong-Bon Kim and Itzhak Krinsky
University of Alberta, City University of Hong Kong and Deutsche Bank Alex. Brown

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11.

Evidence on How Companies Choose between Dividends and Open-Market Stock Repurchases

University of Alberta School of Business Research Paper No. 2013-1056, Journal of Applied Corporate Finance Volume 11, Issue 1, pages 89–96, Spring 1998
Posted: 02 Jul 2013
Eli Bartov, Jason Lee and Itzhak Krinsky
NYU Stern School of Business, University of Alberta and Deutsche Bank Alex. Brown

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12.

The Impact of Institutional Characteristics on Return-Earnings Associations in Japan

University of Alberta School of Business Research Paper No. 2013-1055, The International Journal of Accounting Volume 34, Issue 4, October 1999, Pages 571–596
Posted: 02 Jul 2013
Hong Kong Polytechnic University - School of Accounting and Finance, University of Alberta and City University of Hong Kong

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Japan, Return–earnings associations, Earnings response coefficients, Long-window approach, Cross shareholdings, Foreign ownerships, Unrecognized goodwill

13.

The Pricing of Exchange Rate Risk and International Stock Market Segmentation

Review of Quantitative Finance and Accounting, December 1995, Volume 5, Issue 4, pp 393-402, University of Alberta School of Business Research Paper No. 2013-1062
Posted: 02 Jul 2013
McMaster University, McMaster University and University of Alberta

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14.

Disclosure Environment and Listing on Foreign Stock Exchanges

Journal of Banking & Finance, Volume 19, Issue 2, May 1995, Pages 347–362, University of Alberta School of Business Research Paper No. 2013-1061
Posted: 02 Jul 2013
C. Sherman Cheung and Jason Lee
McMaster University and University of Alberta

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Foreign listing, Signalling, Disclosure requirements

15.

Earnings Announcements and the Components of the Bid-Ask Spread

Journal of Finance 02/1996; 51(4):1523-35, University of Alberta School of Business Research Paper No. 2013-1059
Posted: 02 Jul 2013
Jason Lee
University of Alberta

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16.

Ownership Structure and Trading Volume Reaction to Earnings Announcements: Evidence from Japan

Pacific-Basin Finance Journal, Volume 6, Issues 1–2, May 1998, Pages 45–60, University of Alberta School of Business Research Paper No. 2013-1057
Posted: 02 Jul 2013
Dennis Y. Chung and Jason Lee
Simon Fraser University and University of Alberta

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Earnings announcements, Keiretsu, Foreign investors, Trading volume

17.

Trade Size and Information-Motivated Trading in the Options and Stock Markets

Journal of Financial and Quantitative Analysis / Volume 36 / Issue 04 / December 2001, pp 485-501, University of Alberta School of Business Research Paper No. 2013-1053
Posted: 02 Jul 2013
Jason Lee and Cheong H. Yi
University of Alberta and Hong Kong Polytechnic University - School of Accounting and Finance

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18.

Integration vs. Segmentation in the Korean Stock Market

Journal of Business Finance & Accounting, Volume 20, Issue 2, pages 267-273, January 1993, University of Alberta School of Business Research Paper No. 2013-1065
Posted: 02 Jul 2013
C. Sherman Cheung and Jason Lee
McMaster University and University of Alberta

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19.

Intraday Stock Price Reactions to Interim-Quarter Versus Fourth-Quarter Earnings Annoncements

Journal of Business Finance & Accounting, Volume 27, (2000-09) Issue: 7&8 Pages: 1027-1046, 1999, University of Alberta School of Business Research Paper No. 2013-1054
Posted: 02 Jul 2013
Jason Lee and Chul W. Park
University of Alberta and The University of Hong Kong - School of Business

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20.

Motives for Going Public and Underpricing: New Evidence from Korea

Journal of Human Resource Costing & Accounting 09/2008, Vol. 12, No. (3):179-212, University of Alberta School of Business Research Paper No. 2013-1066
Posted: 02 Jul 2013
Jason Lee and Jeong-Bon Kim
University of Alberta and City University of Hong Kong

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