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Eunju Lee


IMAGE OF Eunju Lee. Eunju Lee is an Assistant Professor in the COLLEGE: Manning School of Business and DEPARTMENT of Finance
Eunju LeeAssistant Professor
  • College
    Manning School of Business
  • Department
    Finance
  • Phone
    (978) 934-2520
  • Office
    Pulichino Tong Business Center - 334
  • Email
  • Profile Links

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 Finance at the Manning School of Business. She joined the MSB in 2013 after earning her PhD from the University of Houston. Her research focuses on short selling, behavioral finance, insider trading, CEO compensation, corporate social responsibility, and ETFs. Her research work has been published in the Journal of Financial Markets, Journal of Empirical Finance, and Review of Quantitative Finance and Accounting.

She developed Seminar in Investment Analysis for finance PhD students. For undergraduate students, she teaches Financial Management, Security and Portfolio Analysis, and Introduction to Financial Statement Analysis. Prior to her PhD, she worked as a financial regulator for the Financial Supervisory Service in Korea.

Selected Awards and Honors

  • Teaching Excellence Award (2018), Teaching - UMASS Lowell

Selected Publications

  • Zhang, C. (UMass Lowell), Lee, E. (UMass Lowell), Bai, J. (Northeastern Univeristy) (). Capital Market Frictions and Human Capital Investment: Evidence from Workplace Safety around Regulation SHO, Conditionally Accepted. The Financial Review.
  • Lee, E. (University of Massachusetts Lowell), Piqueira, N. (University of Houston) (2019). Behavioral biases of informed traders: Evidence from insider trading on the 52-week high. Journal of Empirical Finance, 52 56-75.
  • Hao, X. (University of Wisconsin-Milwaukee), Jang, J. (Texas A&M University), Lee, E.J. (). High accruals momentum. Accounting and Finance, forthcoming.
  • Karim, K., Lee, E.J., Suh, S. (2018). Corporate social responsibility and CEO compensation structure. Advances in Accounting, 40 27-41.
  • Lee, E., Piqueira, N. (University of Houston) (2017). Short selling around the 52-week and historical highs. Journal of Financial Markets, 33 75-101.
  • Lee, E.J. (2016). Short selling and market mispricing. Review of Quantitative Finance and Accounting, 47 797–833.
  • 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, 16 308-330.

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