Eunju Lee

Dr. Eun Ju Lee

Associate Professor

College
Manning School of Business
Department
Finance
Phone
(978) 934-2520
Office
Pulichino Tong Business Center - 334
Profile Links

Education

  • MS: Finance, Illinois Institute of Technology - Chicago
  • Ph D: Finance, University of Houston - Houston, TX

Biography

Eunju Lee is an Associate Professor of Finance at the Manning School of Business. She joined the MSB 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 Corporate Finance, Journal of Empirical Finance, and Review of Quantitative Finance and Accounting. She teaches Seminar in Investment Analysis for doctoral students and Security and Portfolio Analysis and Introduction to Financial Statement Analysis for undergraduate students. 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

  • Lee, E., Jang, J. (Nichols College) (2024). CEO confidence matters: The real effects of short sale constraints revisited. Review of Quantitative Finance and Accounting, forthcoming.
  • Hu, D. (University of St. Thomas), Lee, E., Li, B. (West Virginia University) (2023). Trade secrets protection and stock price crash risk. The Financial Review, 58(2) 395-421.
  • Jang, J., Lee, E. (2021). Do Record Earnings Affect Market Reactions to Earnings News? Review of Quantitative Finance and Accounting, 56(4) 1259-1287.
  • Nguyen, N.H., Phan, H.V., Lee, E.J. (2020). Shareholder Litigation Rights and Capital Structure Decisions. Journal of Corporate Finance, 62(101601).
  • Bai, J., Lee, E., Zhang, C. (2020). Capital Market Frictions and Human Capital Investment: Evidence from Workplace Safety around Regulation SHO. The Financial Review, 55 339-360.
  • Hao, X. (University of Wisconsin-Milwaukee), Jang, J. (Texas A&M University), Lee, E.J. (2020). High accruals momentum. Accounting and Finance, 60(4) 3647-3679..
  • 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.
  • 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

  • Trade secrets protection and stock price crash risk - Eastern Finance Association Annual Meeting, 2021 - virtual
  • Trade secrets protection and stock price crash risk - Southwestern Finance Association Annual Meeting, 2021
  • CEO confidence matters: The real effects of short sale constraints revisited - American Accounting Association Annual Meeting, 2020
  • CEO confidence matters: The real effects of short sale constraints revisited - Eastern Finance Association Annual Meeting, 2019
  • CEO confidence matters: The real effects of short sale constraints revisited - Financial Management Association Annual Meeting, 2019
  • High accruals momentum - American Accounting Association Annual Meeting, 2018
  • Capital market frictions and human capital investment: Evidence from workplace safety around Regulation SHO - Boston Area Finance Symposium, 2018
  • Capital market frictions and human capital investment: Evidence from workplace safety around Regulation SHO - Brown Bag Seminar, 2018 - Northeastern University
  • 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

Selected Contracts, Fellowships, Grants and Sponsored Research

  • Manning RAC Interdisciplinary Research Grant Award (2022), Grant - Manning School of Business
    Lee, E., Suh, S.
  • UML Researcher and Scholars Investment (RSI) Fund (2024), Grant -
    Lee, E.