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Lee Charles M.C.

Обновлено: 09-12-2010
Образование бакалавр: Math [University of Waterloo, 1981]
магистр: Business Administratio [Cornell University, 1989]
PhD: Finance [Cornell University, 1990]
Место работы Johnson Graduate School of Management, Cornell University / professor

Профессиональные интересы:
Professor Lee's research interests encompass behavioural finance, fundamental analysis, equity valuation, and market microstructure. Much of his work has explored the effect of human cognitive constraints on market participants, and the information efficiency of stock markets.

"Summary Annual Reports" (with Dale Morse), Accounting Horizons, March 1990, 39-50.

"Investor Sentiment and the Closed-end Fund Puzzle" (with Andrei Shleifer and Richard Thaler), Journal of Finance, 46, March 1991, 75-109. "Anomalies: Closed-end Mutual Funds" (with Andrei Shleifer and Richard Thaler), Journal of Economic Perspectives, 4, Fall 1990, 153-164.

"Earnings News and Small Traders: An Intraday Analysis", Journal of Accounting and Economics, 15, 1992, 265-302.

"Inferring Trade Direction Using Intraday Data" (with Mark Ready), Journal of Finance, 46, June 1991, 733-746.

“Corporate Disclosure and Price Discovery Associated with NYSE Temporary Trading Halts: A Discussion”, Contemporary Accounting Research, 8, 1992, 532-539.

"Yes, closed-end fund discounts are a sentiment index", (with Navin Chopra, Andrei Shleifer and Richard Thaler), Journal of Finance, 48, June 1993, 801-808.

"Summing Up", (with Navin Chopra, Andrei Shleifer and Richard Thaler), Journal of Finance, 48, June 1993, 811-812.

"Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis", (with Belinda Mucklow and Mark Ready), Review of Financial Studies, 6, 1993, 345-374.

"Market Integration and Price Execution for NYSE-listed Securities", Journal of Finance, 48, July 1993, 1009-1038.

"Volume, Volatility, and NYSE Trading Halts", (with Mark Ready and Paul Seguin), Journal of Finance, 49, March 1994, 183-214.

"Closed-end Country Funds and U.S. Market Sentiment", (with Jim Bodurtha and Dong-Soon Kim), Review of Financial Studies, 8, 1995, 879-918.

“Measuring Wealth”, The CA Magazine, April 1996, 32-37.

"The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data", (with Paul Seguin and Kathleen W. Hanley), Journal of Financial Intermediation, 5, 1996, 127-159.

“Option Trading and Earnings News Dissemination” (with Kaushik Amin), Contemporary Accounting Research, 14, Summer 1997, 153-192.

“Accounting Information and Bid-Ask Spreads” (with C. M. Callahan and T. L. Yohn), Accounting Horizons, 11, December 1997, 50-60.

“Accounting Valuation, Market Expectation, and Cross-sectional Stock Returns” (with Richard Frankel), Journal of Accounting and Economics, 25, June 1998, 283-320.

“What is the Intrinsic Value of the Dow?” (with J. Myers and B. Swaminathan), Journal of Finance, 54, October 1999, 1693-1741.

“Valuing the Dow: a bottom-up approach,” (with Bhaskaran Swaminathan), Financial Analysts Journal, 55, Sept./Oct. 1999, 4-23.

“Accounting-based Valuation: Impact on Business Practices and Research,” Accounting Horizons, December 1999, 413-425.

“Price Momentum and Trading Volume” (with Bhaskaran Swaminathan), Journal of Finance 55, October 2000, 2017-2070.

“Inferring Trader Behavior: Evidence from TORQ data” (with Balkrishna Radhakrishna), Journal of Financial Markets, 2000, Volume 3, 83-112.

“Toward an implied cost-of-capital” (with Bill Gebhardt and Bhaskaran Swaminathan), Journal of Accounting Research, 39, 2001, 135-176.

“Market efficiency and Accounting Research,” Journal of Accounting and Economics, 31, 2001, 233-253.

“Contextual fundamental analysis through the prediction of extreme returns” (with D. Beneish and R. Tarpley), Review of Accounting Studies, 6, 2001, 165-189.

“Who is my peer? A valuation-based approach to the selection of comparable firms” (with Sanjeev Bhojraj), Journal of Accounting Research, 40, 2002, 407-439.

“Analyst forecast revisions and market price discovery” (with Cristi Gleason), The Account Review, 78, 2003, 193-225.

“What’s my line? A comparison of industry classification schemes for capital market research” (with Sanjeev Bhojraj and Derek Oler), Journal of Accounting Research, 41, 2003, 745-774.

“The Magic of Markets”, China Accounting Review, 1, 2003, 219-240.

“Analyzing the analysts: When do recommendations add value?” (with N. Jegadeesh, J. Kim, and S. Krische), Journal of Finance, 59, 2004, 1083-1124.

“Information uncertainty and expected returns” (with Guohua Jiang and Grace Zhang). Review of Accounting Studies, 10, 2005, 185-221.

“Capital market governance: How do security laws affect market performance?” (with David Ng and Hazem Daouk). Journal of Corporate Finance, 12, 2006, 560-593.

“Retail Investor Sentiment and Return Comovements” (with Alok Kumar). Journal of Finance, 61, 2006, 2451 - 2486.

“Testing international asset pricing models using implied costs of capital” (with David Ng and Bhaskaran Swaminathan). Winner of 2004 PricewaterhouseCoopers Global Competency Center Grant. August 2007. Forthcoming, the Journal of Financial and Quantitative Analysis.

Публикации на портале:
Домашняя страница http://professorlee.com/
E-mail cl86@cornell.edu
Телефон 607-255-6255
Адрес 319 Sage Hall Ithaca , NY 14853 United States
Ключевые слова

См. также:
Fisher Black
Journal of Finance. 1986.  Vol. 21. P. 529-543. 
Franklin Allen
[Учебная программа]
Sunil Poshakwale
Finance India. 1996.  Vol. X. No. 3. P. 605-616. 
Catherine Bonser-Neal, Greggory Brauer, Robert Neal, Simon Wheatley
Journal of Finance. 1990.  Vol. 45. No. 2. P. 523-547. 
Bradford DeLong, Andrei Shleifer, Lawrence H. Summers, Robert Waldmann
University of Chicago Press. 1990.  Vol. 98. No. 4. P. 703-738.