Inferring trade direction from intraday data CMC Lee, MJ Ready The Journal of Finance 46 (2), 733-746, 1991 | 4290 | 1991 |
Investor sentiment and the closed‐end fund puzzle CMC Lee, A Shleifer, RH Thaler The journal of finance 46 (1), 75-109, 1991 | 3286 | 1991 |
Toward an implied cost of capital WR Gebhardt, CMC Lee, B Swaminathan Journal of accounting research 39 (1), 135-176, 2001 | 2858 | 2001 |
Price momentum and trading volume CMC Lee, B Swaminathan the Journal of Finance 55 (5), 2017-2069, 2000 | 2425 | 2000 |
Retail investor sentiment and return comovements A Kumar, CMC Lee The Journal of Finance 61 (5), 2451-2486, 2006 | 2055 | 2006 |
Accounting valuation, market expectation, and cross-sectional stock returns R Frankel, CMC Lee Journal of Accounting and economics 25 (3), 283-319, 1998 | 1853 | 1998 |
Tunneling through intercorporate loans: The China experience G Jiang, CMC Lee, H Yue Journal of financial economics 98 (1), 1-20, 2010 | 1842 | 2010 |
Spreads, depths, and the impact of earnings information: An intraday analysis CMC Lee, B Mucklow, MJ Ready The Review of Financial Studies 6 (2), 345-374, 1993 | 1510 | 1993 |
Analyzing the analysts: When do recommendations add value? N Jegadeesh, J Kim, SD Krische, CMC Lee The journal of finance 59 (3), 1083-1124, 2004 | 1466 | 2004 |
Analyst forecast revisions and market price discovery CA Gleason, CMC Lee The Accounting Review 78 (1), 193-225, 2003 | 1063 | 2003 |
What is the Intrinsic Value of the Dow? CMC Lee, J Myers, B Swaminathan The Journal of Finance 54 (5), 1693-1741, 1999 | 1048 | 1999 |
What's my line? A comparison of industry classification schemes for capital market research S Bhojraj, CMC Lee, DK Oler Journal of accounting research 41 (5), 745-774, 2003 | 898 | 2003 |
Earnings news and small traders: An intraday analysis CMC Lee Journal of Accounting and Economics 15 (2-3), 265-302, 1992 | 748 | 1992 |
Information uncertainty and expected returns G Jiang, CMC Lee, Y Zhang Review of Accounting Studies 10, 185-221, 2005 | 735 | 2005 |
Who is my peer? A valuation‐based approach to the selection of comparable firms S Bhojraj, CMC Lee Journal of accounting research 40 (2), 407-439, 2002 | 658 | 2002 |
Inferring investor behavior: Evidence from TORQ data CMC Lee, B Radhakrishna Journal of Financial Markets 3 (2), 83-111, 2000 | 652 | 2000 |
Earnings Manipulation and Expected Returns MD Beneish, CMC Lee, DC Nichols Financial Analysts Journal 69 (2), 57-82, 2013 | 536* | 2013 |
Market efficiency and accounting research: a discussion of ‘capital market research in accounting’by SP Kothari CMC Lee Journal of Accounting and Economics 31 (1-3), 233-253, 2001 | 496 | 2001 |
Closed-end country funds and US market sentiment JN Bodurtha Jr, DS Kim, CMC Lee The Review of Financial Studies 8 (3), 879-918, 1995 | 494 | 1995 |
Volume, volatility, and New York stock exchange trading halts CMC Lee, MJ Ready, PJ Seguin The Journal of Finance 49 (1), 183-214, 1994 | 453 | 1994 |