Skip to Main Content

Eunju Lee

Lee-Eunju
Eunju LeeAssistant Professor
  • CollegeManning School of Business
  • DepartmentFinance
  • Phone(978) 934-2520
  • OfficePulichino Tong Business Center - 334
  • Emaileunju_lee@uml.edu
  • Profile Links

Research Interests

Short selling, behavioral finance, insider trading, market microstructure, informational efficiency, anomalies, corporate social responsibility

Education

  • MS: Finance, Illinois Institute of Technology - Chicago, IL
    Supporting Area: Financial Engineering
  • Ph D: Finance, University of Houston - Houston, TX
    Dissertation/Thesis Title: Three Essays on Short Selling

Biography

Eunju Lee is an Assistant Professor of Management at the Manning School of Business. She joined the MSB in September 2013 after receiving her Ph.D. from the University of Houston. Prior to academia, she worked for the Financial Supervisory Service in Korea as a financial regulator.

Selected Publications

  • Karim, K., Lee, E.J., Suh, S. () "Corporate social responsibility and CEO compensation structure," Advances in Accounting 40: pp. 27-41
  • Lee, E., Piqueira, N. (University of Houston) (2017) "Short selling around the 52-week and historical highs," Journal of Financial Markets 33: pp. 75-101
  • Lee, E.J. (2016) "Short selling and market mispricing," Review of Quantitative Finance and Accounting 47: pp. 797–833
  • Lee, E.J., Piqueira, N. (University of Houston), Hao, X. (University of Wisconsin Milwaukee) (2013) "Short sales and put options: where is the bad news first traded?," Journal of Financial Markets 16: pp. 308-330

Selected Presentations

  • Do Record Earnings Affect Investors’ Trading Behavior? - Financial Management Association Meeting, 2017
  • Do Record Earnings Affect Investors’ Trading Behavior? - Southern Finance Association Meeting, 2017
  • Flight To Safety: Earnings Announcements After Trading Hours - Financial Management Association Annual Conference, October 2017 - Boston
  • Flight To Safety: Earnings Announcements After Trading Hours - Eastern Finance Association Annual Meeting, April 2017
  • Flight To Safety: Earnings Announcements After Trading Hours - Midwest Finance Association Annual Meeting, March 2017
  • Corporate Social Responsibility and CEO Compensation Structure - American Accounting Association Meeting, 2016
  • Behavioral Biases of Informed Traders: Evidence from Insider Trading on the 52-Week High - Financial Management Association Meeting, 2016
  • Intraday Patterns in Short Sales - Financial Management Association Meeting, 2016
  • Behavioral Biases of Informed Traders: Evidence from Insider Trading on the 52-Week High - Southern Finance Association Meeting, 2016
  • Short Selling around the 52-Week and Historical Highs - Eastern Finance Association Meeting, 2015
  • Corporate Social Responsibility and CEO Compensation Structure - Financial Management Association Meeting, 2015
  • Short Selling around the 52-Week and Historical Highs - Midwestern Finance Association Meeting, 2015
  • Short Selling around the 52-Week and Historical Highs - Southwestern Finance Association Meeting, 2015
  • Short Selling and Market Mispricing - Financial Management Association Meeting, 2012
  • Short Selling and Market Mispricing - Financial Management Association Meeting, 2012
  • Do Short Sellers Exploit Investors' Under- and Overreactions? - Financial Management Association Meeting, 2011