Lee M . Dunham, PhD, CFA

Department

Economics and Finance

Position

Professor

Book, Chapter/Section

• The Handbook of Equity Market Anomalies
  Dunham Lee M., Momentum: The Technical Analysis Anomaly [Book Chapter] 2019
• Advances in Mergers and Acquisitions
  Dunham Lee M., York Anne S., Vertical vs. Horizontal Integration in the Biopharma Industry : The Link between Acquisition Announcements and Stock Market Performance [Book Chapter] 2011

Books

• York Anne S., Dunham Lee M., Ahn Mark J., Vertical Versus Horizontal Integration in the Biopharma Industry: The Link between Acquisition Announcements and Stock Market Performance 2012

Publications

• Review of financial economics
  Dunham Lee M., Obonyo Tirimba, Industry peers stock liquidity and M&A 2024
• Journal of forensic accounting research
  Dunham Lee M., Garcia John, Grandstaff Jaime L., Wei Sijing, Do Employees Waive Financial Red Flags through the Glassdoor?
  8:1, p. 160 - 187 2023
• Journal of economics and finance
  Dunham Lee M., Wei Sijing, Zhang Jiarui, Does a CEO’s ability to hedge affect the firm’s payout policy? 2023
• Accounting Perspectives
  Dunham Lee M., Grandstaff Jaime L., The Value Relevance of Earnings, Book Values, and Other Accounting Information and the Role of Economic Conditions in Value Relevance
  21:2, p. 237 - 272 2022
• Managerial Finance
  Dunham Lee M., Obonyo Tirimba, Wei Sijing, Do CEOs get rewarded for CSR activities in the director labor market?
  48:1, p. 78 - 95 2022
• Journal of Economics and Finance
  Borchers Sarah, Dunham Lee M., Tapping of the crowd 2022
• Journal of Economics and Business
  Austin Rebekah E., Dunham Lee M., Do FinTech acquisitions improve the operating performance or risk profiles of acquiring firms? 2022
• Managerial Finance
  Dunham Lee M., Garcia John, Measuring the effect of investor sentiment on financial distress
  47:12, p. 1834 - 1852 2021
• Managerial Finance
  Dunham Lee M., Obonyo Tirimba, Wei Sijing, Do CEOs Get Rewarded for CSR Activities in the Director Labor Market?
  ahead-of-print:ahead-of-print 2021
• Managerial Finance
  Dunham Lee M., Garcia John, Measuring the effect of investor sentiment on liquidity
  47:1, p. 59 - 85 2021
• Journal of Wealth Management
  Dunham Lee M., Washer Kenneth M., Using life tables for retirement planning
  23:3, p. 28 - 36 2020
• Managerial Finance
  Dunham Lee M., Garcia John, Measuring the Effect of Investor Sentiment on Liquidity
  ahead-of-print:ahead-of-print, p. 59 - 85 2020
• Journal of Economics and Finance
  Dunham Lee M., Does a CEO’s hedging ability affect the firm’s capital structure?, p. 1 - 16 2017
• Journal of Business Ethics
  Dunham Lee M., Jorgensen Randy D., Washer Kenneth M., Securities Lending Activities in Mutual Funds and ETFs: Ethical Considerations
  139:1, p. 21 - 28 2016
• Journal of Wealth Management
  Dunham Lee M., Simpson Thuy H., An Analysis of the Impact of Securities Lending on the Performance of ETFs
  17:4, p. 75 - 84 2015
• CFA Digest
  Dunham Lee M., An Integrated Risk-Budgeting Approach for Multi-Strategy Equity Portfolios
  44:11 2014
• Managerial Finance
  DeFusco Richard A., Dunham Lee M., Geppert John, An empirical analysis of the dynamic relation among investment, earnings and dividends
  40:2, p. 118 - 136 2014
• CFA Digest
  Dunham Lee M., Conflicting Family Values in Mutual Fund Families
  43:3 2013
• C.F.A. Digest
  Dunham Lee M., The Seeds of a Crisis: A Theory of Bank Liquidity and Risk Taking over the Business Cycle [Review]
  43:1, p. 40 - 42 2013
• C.F.A. Digest
  Dunham Lee M., Washer Kenneth M., Wildy Martin A., The Ethics of Hedging by Executives [Review]
  43:1, p. 12 - 14 2013
• Journal of Business Ethics
  Dunham Lee M., Washer Ken, The Ethics of Hedging by Executives
  111:2, p. 157 - 164 2012
• CFA Digest
  Dunham Lee M., Setting the Benchmark: Spotlight on Private Equity
  42:3, p. 135 - 137 2012
• Journal of Finance and Investment Analysis
  Washer Kenneth M., Dunham Lee M., Inflation Risk and Asset Class Performance
  1:3, p. 61 - 72 2012
• CFA Digest
  Dunham Lee M., Currency Hedged Benchmark Replication: Challenges and Improvements
  42:1, p. 87 - 89 2012
• Journal of Wealth Management
  Dunham Lee M., Friesen Geoffrey C., Building a Better Mousetrap: Enhanced Dollar-Cost Averaging
  15:1, p. 41 - 50 2012
• Journal of Economics and Finance
  Dunham Lee M., Managerial hedging ability and firm risk
  36:4, p. 882 - 899 2012
• Journal of Investing
  Dunham Lee M., Simpson T. H., The impact of securities lending on index fund performance
  21:2, p. 9 - 16 2012
• CFA Digest
  Dunham Lee M., The Internal Governance of Firms
  41:4, p. 23 - 25 2011
• CFA Digest
  Dunham Lee M., The Determinants of Corporate Cash Management Policies: Evidence from Around the World
  41:3, p. 14 - 16 2011
• CFA Digest
  Dunham Lee M., Hedging Real Estate Risk
  40:1, p. 15 - 17 2010
• Journal of Index Investing
  Dunham Lee M., Simpson Thuy H., Do Index Fund Managers Trade Opportunistically around Index Changes? An Empirical Examination of S&P 500 Index Funds
  1:3, p. 58 - 64 2010
• CFA Digest
  Dunham Lee M., Market and Political/Regulatory Perspectives on the Recent Accounting Scandals
  39:4, p. 3 - 5 2009
• CFA Digest
  Dunham Lee M., The Crisis in Perspective: The Cost of Being Quiet
  39:3, p. 35 - 36 2009
• Journal of Banking and Finance
  Friesen Geoffrey C., Weller Paul A., Dunham Lee M., Price trends and patterns in technical analysis
  33:6, p. 1089 - 1100 2009
• North American Actuarial Journal
  Dunham Lee M., Friesen Geoffrey C., An Empirical Examination of Jump Risk in U.S. Equity And Bond Markets
  11:4, p. 76 - 91 2007

Awards

• Creighton Graduate Business Faculty Member of the Year, 2015
• Creighton Undergraduate Business Faculty Member of the Year, 2023
• Cahill Award for Excellence, 2011, 2013, 2017, 2018, 2019, 2021, 2022. 2023
• FMA Superior Faculty Advisor, 2012-2021