介绍北大光华会计系的特聘教授查尔斯。李
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1楼
Charles LEE
主要研究成果:
PUBLICATIONS
I. Articles in Refereed Journals
"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.
-Smith Breeden Award Nominee for Best Paper in 1991; Reprinted in Quasi-Rational Economics, 1991; Reprinted in Advances in Behavioral Finance, 1993.
"Anomalies: Closed-end Mutual Funds" (with Andrei Shleifer and Richard Thaler), Journal of Economic Perspectives, 4, Fall 1990, 153-164.
-Reprinted in The Winner's Curse: Paradoxes and Anomalies of Economic Life, 1991.
"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.
- Reprinted in Microstructure: The Organization of Trading and Short Term Price Behavior, edited by Hans R. Stoll, 1998.
Coorporate 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.
-Reprinted in Microstructure: The Organization of Trading and Short Term Price Behavior, edited by Hans R. Stoll, 1998.
I. Articles in Refereed Journals (continued)
Volume, Volatility, and NYSE Trading Halts", (with Mark Ready and Paul Seguin), Journal of Finance, 49, March 1994, 183-214.
- Smith Breeden Award Nominee, 1994; Translated by Prof. Keiichi Omura, and published in the Investment Journal of the Osaka Securities Exchange, August, 1994.
"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.
.- Winner of the Notable Contribution to Accounting Literature Award, 2003. For relevance to accounting theory, practice, or instruction; potential interest; originality; clarity; soundness of methodology; and contribution to knowledge. Selected among work published in the five calendar years preceding the award.
Charles LEE
主要研究成果:
PUBLICATIONS
I. Articles in Refereed Journals
"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.
-Smith Breeden Award Nominee for Best Paper in 1991; Reprinted in Quasi-Rational Economics, 1991; Reprinted in Advances in Behavioral Finance, 1993.
"Anomalies: Closed-end Mutual Funds" (with Andrei Shleifer and Richard Thaler), Journal of Economic Perspectives, 4, Fall 1990, 153-164.
-Reprinted in The Winner's Curse: Paradoxes and Anomalies of Economic Life, 1991.
"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.
- Reprinted in Microstructure: The Organization of Trading and Short Term Price Behavior, edited by Hans R. Stoll, 1998.
Coorporate 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.
-Reprinted in Microstructure: The Organization of Trading and Short Term Price Behavior, edited by Hans R. Stoll, 1998.
I. Articles in Refereed Journals (continued)
Volume, Volatility, and NYSE Trading Halts", (with Mark Ready and Paul Seguin), Journal of Finance, 49, March 1994, 183-214.
- Smith Breeden Award Nominee, 1994; Translated by Prof. Keiichi Omura, and published in the Investment Journal of the Osaka Securities Exchange, August, 1994.
"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.
.- Winner of the Notable Contribution to Accounting Literature Award, 2003. For relevance to accounting theory, practice, or instruction; potential interest; originality; clarity; soundness of methodology; and contribution to knowledge. Selected among work published in the five calendar years preceding the award.
2012/3/23 23:09:38
2楼
What is the Intrinsic value of the Dow??(with J. Myers and B. Swaminathan), Journal of Finance, 54, October 1999, 1693-1741.
.- Brattle Prize Nominee, 1999, for best paper in Corporate Finance; Reprinted in Behavioral Finance, 2000, edited by Harold M. Shefrin.
Valuing the Dow: a bottom-up approach,?(with Bhaskaran Swaminathan), Financial Analysts Journal, 55, Sept./Oct. 1999, 4-23.
.-Winner of Graham and Dodd Award of Excellence, 1999.
Accounting-based Valuation: Impact on Business Practices and Research,?Accounting Horizons, December 1999, 413-425.
I. Articles in Refereed Journals (continued)
Price Momentum and Trading Volume?(with Bhaskaran Swaminathan), Journal of Finance 55, October 2000, 2017-2070.
.-Smith Breeden Award Nominee for best paper, 2000.
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.
.-Smith Breeden Award Nominee for best paper, 2004.
Capital market governance: How do security laws affect market performance??(with David Ng and Hazem Daouk). Journal of Corporate Finance, 2005, forthcoming.
Information uncertainty and expected returns?(with Guohua Jiang and Grace Zhang). Review of Accounting Studies, 2005, forthcoming.
I. Journal Articles (continued)
Retail Investor Sentiment and Stock Return Comovements?(with Alok Kumar). Journal of Finance, 2006, forthcoming.
II. Other Publications
"Purchase of Order Flows and Favorable Executions: An Intermarket Comparison", Proceedings: The Seminar on the Analysis of Security Prices, 37, May 1992, 171-206.
"Accounting Valuation, Market Expectation, and the Book-to-Market Effect", (with R. Frankel), Proceedings: The Seminar on the Analysis of Security Prices, 40, November 1995.
"Interim Financial Reporting - A CICA Research Study: Book Review", Contemporary Accounting Research, 1995.
"Response to the FASB Exposure Draft, 'Consolidated Financial Statements: Policy and Procedures', " (as a member of the AAA Financial Accounting Standards Committee), Accounting Horizons, September 1996.
"Response to the FASB Exposure Draft, 'Accounting for Transfers and Servicing of Financial Assets and Extinguishment of Liabilities'," (as a member of the AAA Financial Accounting Standards Committee), Accounting Horizons, September 1996.
Choosing the Right Valuation Approach.?Equity Valuation in a Global Context. AIMR Conference Proceedings Issue, 5-6, November 2002, 1-14.
Fusion Investing: Integrating Behavioral Finance and Fundamental Analysis.?AIMR Conference Proceedings Issue, 5-6, November 2002, 15-23.
Current Research
Behavioral finance, fundamental analysis, equity valuation, and market microstructure.
Broadly speaking, I am interested in the effect of human cognitive constraints on market participants, as well as the dynamic process by which markets incorporate information into prices.
What is the Intrinsic value of the Dow??(with J. Myers and B. Swaminathan), Journal of Finance, 54, October 1999, 1693-1741.
.- Brattle Prize Nominee, 1999, for best paper in Corporate Finance; Reprinted in Behavioral Finance, 2000, edited by Harold M. Shefrin.
Valuing the Dow: a bottom-up approach,?(with Bhaskaran Swaminathan), Financial Analysts Journal, 55, Sept./Oct. 1999, 4-23.
.-Winner of Graham and Dodd Award of Excellence, 1999.
Accounting-based Valuation: Impact on Business Practices and Research,?Accounting Horizons, December 1999, 413-425.
I. Articles in Refereed Journals (continued)
Price Momentum and Trading Volume?(with Bhaskaran Swaminathan), Journal of Finance 55, October 2000, 2017-2070.
.-Smith Breeden Award Nominee for best paper, 2000.
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.
.-Smith Breeden Award Nominee for best paper, 2004.
Capital market governance: How do security laws affect market performance??(with David Ng and Hazem Daouk). Journal of Corporate Finance, 2005, forthcoming.
Information uncertainty and expected returns?(with Guohua Jiang and Grace Zhang). Review of Accounting Studies, 2005, forthcoming.
I. Journal Articles (continued)
Retail Investor Sentiment and Stock Return Comovements?(with Alok Kumar). Journal of Finance, 2006, forthcoming.
II. Other Publications
"Purchase of Order Flows and Favorable Executions: An Intermarket Comparison", Proceedings: The Seminar on the Analysis of Security Prices, 37, May 1992, 171-206.
"Accounting Valuation, Market Expectation, and the Book-to-Market Effect", (with R. Frankel), Proceedings: The Seminar on the Analysis of Security Prices, 40, November 1995.
"Interim Financial Reporting - A CICA Research Study: Book Review", Contemporary Accounting Research, 1995.
"Response to the FASB Exposure Draft, 'Consolidated Financial Statements: Policy and Procedures', " (as a member of the AAA Financial Accounting Standards Committee), Accounting Horizons, September 1996.
"Response to the FASB Exposure Draft, 'Accounting for Transfers and Servicing of Financial Assets and Extinguishment of Liabilities'," (as a member of the AAA Financial Accounting Standards Committee), Accounting Horizons, September 1996.
Choosing the Right Valuation Approach.?Equity Valuation in a Global Context. AIMR Conference Proceedings Issue, 5-6, November 2002, 1-14.
Fusion Investing: Integrating Behavioral Finance and Fundamental Analysis.?AIMR Conference Proceedings Issue, 5-6, November 2002, 15-23.
Current Research
Behavioral finance, fundamental analysis, equity valuation, and market microstructure.
Broadly speaking, I am interested in the effect of human cognitive constraints on market participants, as well as the dynamic process by which markets incorporate information into prices.
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2012/3/23 23:09:39