Bong-Soo Lee - Publications

Affiliations: 
University of Houston, Houston, TX, United States 
Area:
Finance

63 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Kim S, Lee B, Kim Y. Early 60s is not old enough: Evidence from twenty-one countries' equity fund markets Journal of International Money and Finance. 92: 62-74. DOI: 10.1016/J.Jimonfin.2018.12.005  0.48
2016 Lee B, Li L. The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory Journal of Behavioral Finance. 17: 124-143. DOI: 10.1080/15427560.2016.1133624  0.391
2016 Kwon Y, Han SH, Lee BS. Financial constraints and negative spillovers in business groups: Evidence from Korea Pacific Basin Finance Journal. 39: 84-100. DOI: 10.1016/J.Pacfin.2016.05.003  0.433
2016 Lee BS, Ko K. Are Japanese margin buyers informed? International Review of Financial Analysis. 45: 47-53. DOI: 10.1016/J.Irfa.2016.02.010  0.551
2015 Kim B, Kim H, Lee B. Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries International Review of Economics & Finance. 39: 192-210. DOI: 10.2139/Ssrn.1604650  0.512
2015 Chen Y, Jiang X, Lee B. Long-term evidence on the effect of aggregate earnings on prices Financial Management. 44: 323-351. DOI: 10.1111/Fima.12063  0.685
2015 Kim H, Lee B, Lee SW, Park K, Jambal K. The Effect of Corporate Governance on Post Reverse Merger Survival Australian Journal of French Studies. 44: 811-848. DOI: 10.1111/Ajfs.12114  0.349
2014 Hong G, Kim Y, Lee B. Correlations between stock returns and bond returns: income and substitution effects Quantitative Finance. 14: 1999-2018. DOI: 10.2139/Ssrn.1662737  0.438
2014 Knill AM, Lee B. The Volatility of Foreign Portfolio Investment and the Access to Finance of Small Listed Firms Review of Development Economics. 18: 524-542. DOI: 10.1111/Rode.12101  0.474
2014 Jiang X, Lee B. The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles The Financial Review. 49: 593-618. DOI: 10.1111/Fire.12043  0.711
2014 Chuang W, Lee B, Wang K. US and Domestic Market Gains and Asian Investors' Overconfident Trading Behavior Financial Management. 43: 113-148. DOI: 10.1111/Fima.12030  0.789
2014 Han SH, Lee B, Song M. Frequent Stock Repurchases, False Signaling, and Corporate Governance: Evidence from Korea Corporate Governance: An International Review. 22: 482-500. DOI: 10.1111/Corg.12069  0.394
2014 Suh S, Song W, Lee B. A new method for forming asset pricing factors from firm characteristics Applied Economics. 46: 3463-3482. DOI: 10.1080/00036846.2014.932049  0.42
2014 Kim S, Lee B, Kim Y. Who mimics whom in the equity fund market? Evidence from the Korean equity fund market Pacific-Basin Finance Journal. 29: 199-218. DOI: 10.1016/J.Pacfin.2014.04.004  0.544
2014 Lee B, Ko K. Are Japanese short sellers information detectives Journal of the Japanese and International Economies. 34: 89-97. DOI: 10.1016/J.Jjie.2014.05.002  0.511
2014 Jiang X, Lee B. The intertemporal risk-return relation: A bivariate model approach Journal of Financial Markets. 18: 158-181. DOI: 10.1016/J.Finmar.2013.02.002  0.631
2013 Hong G, Khil J, Lee B. Stock Returns, Housing Returns and Inflation: Is There an Inflation Illusion?† Australian Journal of French Studies. 42: 511-562. DOI: 10.1111/Ajfs.12023  0.427
2013 Jiang X, Lee B. Equity issues and aggregate market returns under information asymmetry Quantitative Finance. 13: 281-300. DOI: 10.1080/14697688.2012.717178  0.725
2013 Krieger K, Lee BS, Mauck N. Do senior citizens prefer dividends? Local clienteles vs. firm characteristics Journal of Corporate Finance. 23: 150-165. DOI: 10.1016/J.Jcorpfin.2013.08.002  0.406
2012 Lee B, Peng J, Li G, He J. Regional Economic Disparity, Financial Disparity, and National Economic Growth: Evidence from China Review of Development Economics. 16: 342-358. DOI: 10.1111/J.1467-9361.2012.00666.X  0.322
2012 Lee BS. Bank-based and market-based financial systems: Time-series evidence Pacific Basin Finance Journal. 20: 173-197. DOI: 10.1016/J.Pacfin.2011.07.006  0.475
2012 Knill A, Lee B, Mauck N. Bilateral political relations and sovereign wealth fund investment Journal of Corporate Finance. 18: 108-123. DOI: 10.1016/J.Jcorpfin.2011.11.002  0.336
2011 Lee B, Min B. Exchange rates and FDI strategies of multinational enterprises Pacific-Basin Finance Journal. 19: 586-603. DOI: 10.1016/J.Pacfin.2011.05.003  0.38
2011 Chuang WI, Lee BS. The informational role of institutional investors and financial analysts in the market Journal of Financial Markets. 14: 465-493. DOI: 10.1016/J.Finmar.2010.12.001  0.791
2010 He ZL, Huh S, Lee B. Dynamic Factors and Asset Pricing Journal of Financial and Quantitative Analysis. 45: 707-737. DOI: 10.2139/Ssrn.1011828  0.431
2007 Rui OM, Lee B. Investor Perceptions of Earnings Processes and Post-Announcement Drifts Asia-Pacific Journal of Financial Studies. 40: 1-36. DOI: 10.2139/Ssrn.1806896  0.381
2007 Ha I, Lee B, Cheong C. What Caused the Korean Currency Crisis in 1997?*: Weak Fundamentals or Self‐fulfilling Expectations* Asian Economic Journal. 21: 195-206. DOI: 10.1111/J.1467-8381.2007.00254.X  0.335
2007 Chuang W, Lee B. Erratum to "An empirical evaluation of the overconfidence hypothesis" [Journal of Banking and Finance 30 (9) (2006) 2489-2515] Journal of Banking and Finance. 31: 1575. DOI: 10.1016/J.Jbankfin.2006.10.012  0.735
2006 Jiang X, Lee BS. The dynamic relation between returns and idiosyncratic volatility Financial Management. 35: 43-65. DOI: 10.1111/J.1755-053X.2006.Tb00141.X  0.666
2006 Chuang WI, Lee BS. An empirical evaluation of the overconfidence hypothesis Journal of Banking and Finance. 30: 2489-2515. DOI: 10.1016/J.Jbankfin.2005.08.007  0.79
2005 Jiang X, Lee B. An Empirical Test of the Accounting-Based Residual Income Model and the Traditional Dividend Discount Model The Journal of Business. 78: 1465-1504. DOI: 10.1086/430866  0.658
2005 Lee BS, Suh J. What drives volatile emerging stock market returns? Pacific Basin Finance Journal. 13: 367-385. DOI: 10.1016/J.Pacfin.2004.11.001  0.533
2004 Falk B, Lee B. The Inventory-Sales Relationship in the Market for New Single-Family Homes Real Estate Economics. 32: 645-672. DOI: 10.1111/J.1080-8620.2004.00106.X  0.467
2004 Lee B, Rui OM, Wang SS. Information transmission between the NASDAQ and Asian second board markets Journal of Banking and Finance. 28: 1637-1670. DOI: 10.1016/J.Jbankfin.2003.05.001  0.563
2003 Lee BS, Allen Van N. The market's differential reactions to forward-looking and backward-looking dividend changes Journal of Financial Research. 26: 449-468. DOI: 10.1111/1475-6803.00068  0.422
2003 Lee BS. Asset returns and inflation in response to supply, monetary, and fiscal disturbances Review of Quantitative Finance and Accounting. 21: 207-231. DOI: 10.1023/A:1027347329918  0.43
2003 Choe H, Lee BS. Korean bank governance reform after the Asian financial crisis Pacific Basin Finance Journal. 11: 483-508. DOI: 10.1016/S0927-538X(03)00051-9  0.485
2002 Khil J, Lee B. A Time-Series Model of Stock Returns with a Positive Short-Term Correlation and a Negative Long-Term Correlation Review of Quantitative Finance and Accounting. 18: 381-404. DOI: 10.1023/A:1015405820349  0.518
2002 Lee B, Rui OM. The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence Journal of Banking and Finance. 26: 51-78. DOI: 10.1016/S0378-4266(00)00173-4  0.553
2002 Lee B, Hong G. On the dual characteristics of closed-end country funds Journal of International Money and Finance. 21: 589-618. DOI: 10.1016/S0261-5606(02)00014-1  0.547
2001 Kumar P, Lee B. Discrete Dividend Policy with Permanent Earnings Financial Management. 30: 55. DOI: 10.2307/3666376  0.448
2001 Cha H, Lee B. The Market Demand Curve for Common Stocks: Evidence from Equity Mutual Fund Flows Journal of Financial and Quantitative Analysis. 36: 195-220. DOI: 10.2307/2676271  0.544
2001 Chen G, Lee B, Rui OM. Foreign Ownership Restrictions and Market Segmentation in China's Stock Markets Journal of Financial Research. 24: 133-155. DOI: 10.1111/J.1475-6803.2001.Tb00822.X  0.521
2001 Falk B, Lee B, Susmel R. Fads versus Fundamentals in Farmland Prices: Reply American Journal of Agricultural Economics. 83: 1078-1081. DOI: 10.1111/0002-9092.00232  0.402
2001 Lee B, Rui OM. Empirical Identification of Non-informational Trades Using Trading Volume Data Review of Quantitative Finance and Accounting. 17: 327-350. DOI: 10.1023/A:1012735529805  0.518
2001 Ha I, Khil J, Lee B. On The Rationality Of Korea's Stock Market: Was The Recent Korean Financial Crisis Due To Fundamental Factors? Journal of International Financial Markets, Institutions and Money. 11: 423-441. DOI: 10.1016/S1042-4431(01)00041-5  0.514
2000 Khil J, Lee B. Are common stocks a good hedge against inflation? Evidence from the Pacific-rim countries Pacific-Basin Finance Journal. 8: 457-482. DOI: 10.1016/S0927-538X(00)00019-6  0.407
1999 Hess PJ, Lee B. Stock Returns and Inflation with Supply and Demand Disturbances Review of Financial Studies. 12: 1203-1218. DOI: 10.1093/Rfs/12.5.1203  0.432
1998 Lee B. Permanent, Temporary, and Non-Fundamental Components of Stock Prices Journal of Financial and Quantitative Analysis. 33: 1-32. DOI: 10.2307/2331376  0.512
1998 Falk BL, Lee B. Fads Versus Fundamentals In Farmland Prices American Journal of Agricultural Economics. 80: 696-707. DOI: 10.2307/1244057  0.413
1998 Chung H, Lee B. Fundamental and nonfundamental components in stock prices of Pacific-Rim countries Pacific-Basin Finance Journal. 6: 321-346. DOI: 10.1016/S0927-538X(98)00016-X  0.546
1998 Falk BL, Lee B. The Dynamic Effects of Permanent and Transitory Labor Income on Consumption Journal of Monetary Economics. 41: 371-387. DOI: 10.1016/S0304-3932(97)00077-9  0.355
1997 Lee B, Nohel T. Value maximization and the information content of corporate investment with respect to earnings Journal of Banking and Finance. 21: 661-683. DOI: 10.1016/S0378-4266(96)00063-5  0.41
1996 Lee B. Time-Series Implications of Aggregate Dividend Behavior Review of Financial Studies. 9: 589-618. DOI: 10.1093/Rfs/9.2.589  0.371
1996 Lee BS. Comovements of earnings, dividends, and stock prices Journal of Empirical Finance. 3: 327-346. DOI: 10.1016/S0927-5398(96)00005-9  0.482
1995 Lee BS. The Response of Stock Prices to Permanent and Temporary Shocks to Dividends Journal of Financial and Quantitative Analysis. 30: 1-22. DOI: 10.2307/2331250  0.508
1995 Lee B, Mills TC. The Econometric Modelling of Financial Time Series. Journal of Finance. 50: 387. DOI: 10.2307/2329254  0.334
1995 Lee BS, Jeon BN. Common Stochastic Trends and Predictability of International Stock Prices Journal of the Japanese and International Economies. 9: 245-277. DOI: 10.1006/Jjie.1995.1013  0.539
1992 Lee B. Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation Journal of Finance. 47: 1591-1603. DOI: 10.1111/J.1540-6261.1992.Tb04673.X  0.377
1991 Lee B. On the Rationality of Forecasts The Review of Economics and Statistics. 73: 365-370. DOI: 10.2307/2109530  0.392
1990 Enders W, Lee B. Current Account and Budget Deficits: Twins or Distant Cousins? The Review of Economics and Statistics. 72: 373. DOI: 10.2307/2109344  0.327
1990 Falk B, Lee BS. Time-series implications of Friedman's Permanent Income Hypothesis Journal of Monetary Economics. 26: 267-283. DOI: 10.1016/0304-3932(90)90023-W  0.302
1989 Lee BS. Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship Journal of Economic Dynamics and Control. 13: 499-531. DOI: 10.1016/0165-1889(89)90001-8  0.328
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