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Charles M. C. Lee

Global rank #2966 96%

Institution: Stanford University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.professorlee.com

First Publication: 1991

Most Recent: 2024

RePEc ID: ple349 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.51 1.34 0.00 4.36
Last 10 Years 0.00 3.02 2.01 0.00 8.04
All Time 0.00 13.74 4.02 0.00 31.50

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 17.84

Publications (23)

Year Article Journal Tier Authors
2024 Production complementarity and information transmission across industries Journal of Financial Economics A 4
2023 Why Do Predicted Stock Issuers Earn Low Returns? Review of Asset Pricing Studies B 3
2023 Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets* Review of Finance B 3
2022 A frog in every pan: Information discreteness and the lead-lag returns puzzle Journal of Financial Economics A 4
2021 Is information risk priced? Evidence from abnormal idiosyncratic volatility The Review of Financial Studies A 4
2019 Going public in China: Reverse mergers versus IPOs Journal of Corporate Finance B 3
2019 Technological links and predictable returns Journal of Financial Economics A 4
2017 Uncovering expected returns: Information in analyst coverage proxies Journal of Financial Economics A 2
2015 Search-based peer firms: Aggregating investor perceptions through internet co-searches Journal of Financial Economics A 3
2014 Aggregate Investment and Investor Sentiment The Review of Financial Studies A 2
2010 Tunneling through intercorporate loans: The China experience Journal of Financial Economics A 3
2009 Testing International Asset Pricing Models Using Implied Costs of Capital Journal of Financial and Quantitative Analysis B 3
2006 Retail Investor Sentiment and Return Comovements Journal of Finance A 2
2006 Capital market governance: How do security laws affect market performance? Journal of Corporate Finance B 3
2000 Price Momentum and Trading Volume Journal of Finance A 2
1999 What is the Intrinsic Value of the Dow? Journal of Finance A 3
1996 The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data Journal of Financial Intermediation B 3
1995 Closed-End Country Funds and U.S. Market Sentiment. The Review of Financial Studies A 3
1994 Volume, Volatility, and New York Stock Exchange Trading Halts. Journal of Finance A 3
1993 Market Integration and Price Execution for NYSE-Listed Securities. Journal of Finance A 1
1993 Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis. The Review of Financial Studies A 3
1991 Investor Sentiment and the Closed-End Fund Puzzle. Journal of Finance A 3
1991 Inferring Trade Direction from Intraday Data. Journal of Finance A 2