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PERFORMANCE - Mutual Fund Performance: Does Fund Size Matter? - Mutual funds must attain a minimum size to justify the costs of acquiring and tradin on information, but the marginal returns diminish when a fund exceeds its optimal size
Indro, Daniel C.; Jiang, Christine X.; Hu, Michael Y.; … - In: Financial analysts' journal : FAJ 55 (1999) 3, pp. 74-87
Persistent link: https://www.econbiz.de/10006298089
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Stock market volatility, excess returns, and the role of investor sentiment
Lee, Wayne Y.; Jiang, Christine X.; Indro, Daniel C. - In: Journal of banking & finance 26 (2002) 12, pp. 2277-2300
Persistent link: https://www.econbiz.de/10005888373
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Sources of gains to shareholders from bankruptcy resolution
Indro, Daniel C.; Leach, Robert T.; Lee, Wayne Y. - In: Journal of banking & finance 23 (1999) 1, pp. 21-48
Persistent link: https://www.econbiz.de/10005900272
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Biases in Arithmetic and Geometric Averages as Estimates of Long-Run Expected Returns and Risk Premia
Indro, Daniel C.; Lee, Wayne Y. - In: Financial management 26 (1997) 4, pp. 81-90
Persistent link: https://www.econbiz.de/10005979939
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Outperformance Certificates: analysis, pricing, interpretation, and performance
Hernández, Rodrigo; Lee, Wayne Y.; Liu, Pu; Dai, Tian-Shyr - In: Review of quantitative finance and accounting 40 (2013) 4, pp. 691-713
Persistent link: https://www.econbiz.de/10010099522
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Economic exposure and hysteresis - Evidence from German, Japanese, and U.S. stock returns
Lee, Wayne Y.; Solt, Michael E. - In: Global finance journal 12 (2001) 2, pp. 217-236
Persistent link: https://www.econbiz.de/10007666725
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The Economic Exposure of U.S. Multinational Firms
Chow, Edward H.; Lee, Wayne Y.; Solt, Michael E. - In: The journal of financial research : a publ. of the … 20 (1997) 2, pp. 191-210
Persistent link: https://www.econbiz.de/10007371113
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The Exchange-Rate Risk Exposure of Asset Returns
Chow, Edward H.; Lee, Wayne Y.; Solt, Michael E. - In: The journal of business : B 70 (1997) 1, pp. 105-124
Persistent link: https://www.econbiz.de/10007309768
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CFA designation, geographical location and analyst performance
Hsiao, Ping; Lee, Wayne Y. - In: Advances in quantitative analysis of finance and … 2 (2005), pp. 205-218
Persistent link: https://www.econbiz.de/10009924717
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Opaque banks, price discovery, and financial instability
Jones, Jeffrey S.; Lee, Wayne Y.; Yeager, Timothy J. - In: Journal of financial intermediation 21 (2012) 3, pp. 383-409
Persistent link: https://www.econbiz.de/10009974461