“ETFs and the Wash Sale Loophole”
Dambra, M. J., Glover, A., Lee, C., & Quinn, P. J., (forthcoming). Management Science.
“Local-Thinking Bias”
Dehaan, E., Lee, C., & Loh, W. T., (forthcoming). The Accounting Review.
“Production Complementarity and Information Transmission Across Industries”
Lee, C., Shi, T., Sun, S., & Zhang, R., (2024). Journal of Financial Economics.
“ELPR: A New Measure of Capital Adequacy for Commercial Banks”
Lee, C., Wang, Y., & Zhong, Q., (2024). The Accounting Review.
“Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets”
Lee, C., Qu, Y., & Shen, T., (2023). Review of Finance.
“Why Do Predicted Stock Issuers Earn Low Returns?”
Lee, C., & Li, K., (2023). Review of Asset Pricing Studies.
“Shall We Talk? The Role of Interactive Investor Platforms in Corporate Communication”
Lee, C., & Zhong, Q., (2022). Journal of Accounting and Economics.
“Active Funds and Bundled News”
Lee, C., & Zhu, C., (2022). The Accounting Review, Vol. 97(1), pp. 315–339.
“A Frog in Every Pan: Information Discreteness and the Lead–Lag Returns Puzzle”
Huang, S., Lee, C., Xiang, H., & Song, Y., (2022). Journal of Financial Economics, Vol. 145, pp. 83–102.
“Tick Size Tolls: Can a Trading Slowdown Improve Price Discovery of Earnings News?”
Lee, C., & Watts, E., (2021). The Accounting Review, Vol. 96(3), pp. 373–401.
“Evaluating Firm-Level Expected Return Proxies: Implications for Estimating Treatment Effects”
Lee, C., So, E., & Wang, C., (2021). Review of Financial Studies, Vol. 34(4), pp. 1907–1951.
“Technological Links and Return Predictability”
Lee, C., Sun, S., Wang, R., & Zhang, R., (2019). Journal of Financial Economics, Vol. 132, pp. 76–96.
“Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective”
Israeli, D., Lee, C., & Sridharan, S., (2017). Review of Accounting Studies, Vol. 22, pp. 1048–1083.
“Uncovering Expected Returns: Information in Analyst Coverage Proxies”
Lee, C., & So, E., (2017). Journal of Financial Economics, Vol. 124, pp. 331–348.
“In Short Supply: Short-Sellers and Stock Returns”
Beneish, D., Lee, C., & Nichols, C., (2015). Journal of Accounting and Economics, Vol. 60, pp. 33–57.
“Shell Games: The Long-Term Performance of Chinese Reverse Merger Firms”
Lee, C., Li, K., & Zhang, R., (2015). The Accounting Review, Vol. 90(4), pp. 1547–1589.
“Search-Based Peer Firms: Aggregating Investor Perception Through Internet Co-Searches”
Lee, C., Ma, P., & Wang, C., (2015). Journal of Financial Economics, Vol. 116(2), pp. 410–431.