D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 49 Citations 31,191 114 World Ranking 872 National Ranking 561

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Financial economics
  • Accounting

His primary areas of investigation include Earnings, Econometrics, Financial economics, Monetary economics and Valuation. The various areas that Charles M.C. Lee examines in his Earnings study include Arbitrage, Momentum, Cost of equity, Cost of capital and Capital budgeting. His work is dedicated to discovering how Econometrics, Residual income valuation are connected with Interest rate, Intrinsic value, Risk premium and Dividend and other disciplines.

His research integrates issues of Block trade, Financial market, Order and Bid–ask spread in his study of Financial economics. His work carried out in the field of Monetary economics brings together such families of science as Institutional investor, Noise trader, Market price and Accounting. The Valuation study combines topics in areas such as North American Industry Classification System and Equity.

His most cited work include:

  • Inferring Trade Direction from Intraday Data (2439 citations)
  • Investor Sentiment and the Closed-End Fund Puzzle (1298 citations)
  • Toward an Implied Cost of Capital (1137 citations)

What are the main themes of his work throughout his whole career to date?

His primary scientific interests are in Earnings, Econometrics, Monetary economics, Financial economics and Valuation. His Earnings research integrates issues from Price discovery and Stock return. His Econometrics research incorporates elements of Expected return, Momentum and Residual income valuation.

His Monetary economics research is multidisciplinary, incorporating perspectives in Closed-end fund, Equity and China. His work in the fields of Financial economics, such as Arbitrage, intersects with other areas such as Predictive power. His Valuation research includes elements of Profitability index, Industry classification, Shareholder value, Leverage and Standard Industrial Classification.

He most often published in these fields:

  • Earnings (28.28%)
  • Econometrics (27.59%)
  • Monetary economics (26.90%)

What were the highlights of his more recent work (between 2014-2021)?

  • Earnings (28.28%)
  • Monetary economics (26.90%)
  • Econometrics (27.59%)

In recent papers he was focusing on the following fields of study:

His main research concerns Earnings, Monetary economics, Econometrics, Financial economics and Price discovery. His Earnings research is multidisciplinary, incorporating elements of Volatility and Stock return. His study on Market liquidity is often connected to Level data as part of broader study in Monetary economics.

As a part of the same scientific study, Charles M.C. Lee usually deals with the Econometrics, concentrating on Expected return and frequently concerns with Information asymmetry. His research investigates the connection with Financial economics and areas like Price pressure which intersect with concerns in Profit. His Price discovery study integrates concerns from other disciplines, such as Market reaction, Algorithmic trading, Tick size and Slowdown.

Between 2014 and 2021, his most popular works were:

  • Search-based peer firms: Aggregating investor perceptions through internet co-searches. (72 citations)
  • Is there a dark side to exchange traded funds? An information perspective (59 citations)
  • In short supply: Short-sellers and stock returns (42 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Microeconomics
  • Psychology

Charles M.C. Lee spends much of his time researching Biochemistry, Protein kinase B, Econometrics, Profitability index and Monetary economics. Charles M.C. Lee focuses mostly in the field of Econometrics, narrowing it down to matters related to Basis point and, in some cases, Information asymmetry and Expected return. He works mostly in the field of Profitability index, limiting it down to topics relating to Supply and demand and, in certain cases, Equity and Financial system, as a part of the same area of interest.

His biological study spans a wide range of topics, including Balance, Credibility and Private investment in public equity. His research brings together the fields of Financial economics and Equity capital markets. His research in Financial economics intersects with topics in Earnings, Focal firm, Valuation and China.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Inferring Trade Direction from Intraday Data

Charles M. C. Lee;Mark J. Ready.
Journal of Finance (1991)

3884 Citations

Inferring Trade Direction from Intraday Data

Charles M. C. Lee;Mark J. Ready.
Journal of Finance (1991)

3884 Citations

Investor Sentiment and the Closed-End Fund Puzzle

Charles Lee;Andrei Shleifer;Richard H. Thaler.
Research Papers in Economics (1991)

2892 Citations

Investor Sentiment and the Closed-End Fund Puzzle

Charles Lee;Andrei Shleifer;Richard H. Thaler.
Research Papers in Economics (1991)

2892 Citations

Toward an Implied Cost of Capital

William R. Gebhardt;Charles M. C. Lee;Bhaskaran Swaminathan.
Journal of Accounting Research (2001)

2477 Citations

Toward an Implied Cost of Capital

William R. Gebhardt;Charles M. C. Lee;Bhaskaran Swaminathan.
Journal of Accounting Research (2001)

2477 Citations

Price Momentum and Trading Volume

Charles M. C. Lee;Bhaskaran Swaminathan.
Journal of Finance (2000)

2195 Citations

Price Momentum and Trading Volume

Charles M. C. Lee;Bhaskaran Swaminathan.
Journal of Finance (2000)

2195 Citations

Accounting valuation, market expectation, and cross-sectional stock returns

Richard Frankel;Charles M.C. Lee.
Journal of Accounting and Economics (1998)

1668 Citations

Accounting valuation, market expectation, and cross-sectional stock returns

Richard Frankel;Charles M.C. Lee.
Journal of Accounting and Economics (1998)

1668 Citations

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