Yi-Tsung Lee : Citation Profile


Are you Yi-Tsung Lee?

Peking University

7

H index

5

i10 index

243

Citations

RESEARCH PRODUCTION:

12

Articles

2

Papers

RESEARCH ACTIVITY:

   15 years (1999 - 2014). See details.
   Cites by year: 16
   Journals where Yi-Tsung Lee has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 2 (0.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple556
   Updated: 2017-10-21    RAS profile: 2014-04-22    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yi-Tsung Lee.

Is cited by:

Smajlbegovic, Esad (6)

Sraer, David (4)

Ülkü, Numan (3)

Johnson, Shane (3)

Guiso, Luigi (3)

Mizrach, Bruce (3)

Park, Andreas (3)

Sodini, Paolo (3)

Liu, Yu-Jane (3)

Heimer, Rawley (3)

Siklos, Pierre (3)

Cites to:

Stoll, Hans (11)

Shleifer, Andrei (5)

Liu, Yu-Jane (5)

Amihud, Yakov (5)

Titman, Sheridan (4)

Fama, Eugene (4)

Grinblatt, Mark (4)

French, Kenneth (4)

Karpoff, Jonathan (3)

Madhavan, Ananth (3)

michaely, roni (3)

Main data


Where Yi-Tsung Lee has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of Financial and Quantitative Analysis2
Journal of Financial Markets2

Recent works citing Yi-Tsung Lee (2017 and 2016)


YearTitle of citing document
2017Trader lead-lag networks and order flow prediction. (2017). Challet, Damien ; Kassibrakis, Serge ; Lallouache, Mehdi ; Chicheportiche, R'emy . In: Papers. RePEc:arx:papers:1609.04640.

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2017Power-law tails in the distribution of order imbalance. (2017). Zhang, T ; Chen, W ; Xiong, X. In: Papers. RePEc:arx:papers:1707.05550.

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2016Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades. (2016). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:71:y:2016:i:2:p:601-634.

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2016Do foreign institutions outperform in the Taiwan options market?. (2016). Lin, William T ; Chiu, Peter ; Tsai, Shih-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:101-115.

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2016Risk-neutral skewness and market returns: The role of institutional investor sentiment in the futures market. (2016). Lee, Hsiu-Chuan ; Liao, Tzu-Hsiang ; Chen, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:203-225.

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2016Brokers’ financial network and stock return. (2016). Chuang, Hongwei . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:172-183.

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2016Is corporate payout taxation a long run phenomenon? Evidence from international data. (2016). Ji, Philip Inyeob . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:84-100.

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2017Does options trading convey information on futures prices?. (2017). Qiao, Shuai ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Lin, William T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:182-196.

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2016Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions. (2016). Yang, Ann Shawing . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:140-154.

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2016Institutional investors: Arbitrageurs or rational trend chasers. (2016). Zeng, Yeqin . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:240-262.

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2016Does institutional ownership increase stock return volatility? Evidence from Vietnam. (2016). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:54-61.

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2016Benefits from social trading? Empirical evidence for certificates on wikifolios. (2016). Wendt, Stefan ; Horn, Matthias ; Oehler, Andreas . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:202-210.

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2017The relationship between pension funds and the stock market: Does the aging population of Europe affect it?. (2017). Alda, Mercedes . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:83-97.

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2016Openness endangers your wealth: Noise trading and the big five. (2016). Wagner, Niklas ; Weller, Tim . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:239-247.

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2017Fixed-price, auction, and bookbuilding IPOs: Empirical evidence in Taiwan. (2017). Huang, Hsin-Yi ; Lin, Yun ; Chiang, Min-Hsien . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:11-19.

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2016Social trust and foreign ownership: Evidence from qualified foreign institutional investors in China. (2016). Jin, Dawei ; Yin, Desheng ; Wang, Peng. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:1-14.

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2016An unbiased computation methodology for estimating the probability of informed trading (PIN). (2016). Alici, Asli ; Ersan, Oguz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:74-94.

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2016Are retail traders compensated for providing liquidity?. (2016). Sraer, David ; Kaniel, Ron ; Barrot, Jean-Noel . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:1:p:146-168.

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2016What do retail FX traders learn?. (2016). Marsh, Ian ; Hayley, Simon . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:16-38.

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2016Trader activities, ownership, and stock price reactions to MSCI standard index changes: Evidence from Taiwan. (2016). Shiu, Cheng-Yi ; Hung, Chung-Wen . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:36:y:2016:i:c:p:49-63.

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2016Information content of investor trading behavior: Evidence from Taiwan index options market. (2016). Lee, Yen-Hsien ; Wang, David K. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:149-160.

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2016Short-selling with a short wait: Trade- and account-level analyses in Korean stock market. (2016). Lee, Kuan-Hui ; Wang, Shu-Feng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:209-222.

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2016The role of buy-side anchoring bias: Evidence from the real estate market. (2016). Yeh, Jin-Huei ; Chao, Ching-Hsiang ; Chang, Chuang-Chang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:34-58.

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2016Market dynamics and momentum in the Taiwan stock market. (2016). Lin, Chaonan ; Yang, Nien-Tzu ; Feng, Zhi-Xiang ; Ko, Kuan-Cheng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:59-75.

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2016Investor sentiment, order submission, and investment performance on the Taiwan Stock Exchange. (2016). Hung, Pi-Hsia . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:124-140.

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2017The impact of media coverage on investor trading behavior and stock returns. (2017). Wu, Chen-Hui ; Lin, Chan-Jane . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:151-172.

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2017Power-law tails in the distribution of order imbalance. (2017). Zhang, Ting ; Zhou, Wei-Xing ; Chen, Wei ; Xiong, Xiong ; Xu, Hai-Chuan ; Gu, Gao-Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:201-208.

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2016Political connection, government policy, and investor trading: Evidence from an emerging market. (2016). Lin, Chih-Yung ; Shen, Chung-Hua ; Ho, Po-Hsin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:153-166.

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2016The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?. (2016). Hao, Ying ; Ko, Kuan-Cheng ; Ho, Keng-Yu ; Chu, Hsiang-Hui . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:121-138.

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2016What factors affect behavioral biases? Evidence from Turkish individual stock investors. (2016). Teke, Bulent ; Yilmaz, Neslihan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:515-526.

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2017When higher productivity hurts: The interaction between overconfidence and capital. (2017). Royal, Andrew ; Tasoff, Joshua . In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:67:y:2017:i:c:p:131-142.

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2016Understanding Indian retail investors stock investment behaviour: an empirical study. (2016). Mehta, Chhavi ; Sondhi, Neena . In: International Journal of Management Practice. RePEc:ids:ijmpra:v:9:y:2016:i:1:p:4-23.

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2016The disposition effect: who and when?. (2016). Ponti, Giovanni ; Iturbe-Ormaetxe, Inigo ; Cueva, Carlos ; Herrero, Carlos Cueva ; Lucas, Josefa Tomas ; Kortajarene, Iigo Iturbe-Ormaetxe . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2016-01.

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2016Is there Swissness in investment decision behavior and investment competence?. (2016). Hens, Thorsten ; Bachmann, Kremena . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:3:d:10.1007_s11408-016-0274-8.

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2016Asset Managers: Institutional Performance and Smart Betas. (2016). Morse, Adair ; Gerakos, Joseph ; Linnainmaa, Juhani T. In: NBER Working Papers. RePEc:nbr:nberwo:22982.

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2017Stock Market Participation in the Aftermath of an Accounting Scandal.. (2017). Sane, Renuka . In: Working Papers. RePEc:npf:wpaper:17/198.

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2017Do Individual Investors Ignore Transaction Costs?. (2017). Anginer, Deniz ; Han, Xue Snow ; Yildizhan, Celim . In: MPRA Paper. RePEc:pra:mprapa:79358.

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2017Do individual investors learn from their mistakes?. (2017). Koestner, Maximilian ; Hackethal, Andreas ; Meyer, Steffen ; Loos, Benjamin . In: Journal of Business Economics. RePEc:spr:jbecon:v:87:y:2017:i:5:d:10.1007_s11573-017-0855-7.

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2017The disposition effect: a survey. (2017). Plessner, Marco . In: Management Review Quarterly. RePEc:spr:manrev:v:67:y:2017:i:1:d:10.1007_s11301-017-0122-6.

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2017The internet as an information intermediary. (2017). Drake, Michael S ; Twedt, Brady J ; Thornock, Jacob R. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:2:d:10.1007_s11142-017-9395-1.

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2016Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011). (2016). Jakusch, Sven Thorsten ; Hackethal, Andreas ; Meyer, Steffen . In: SAFE Working Paper Series. RePEc:zbw:safewp:146.

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Works by Yi-Tsung Lee:


YearTitleTypeCited
2007Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan In: European Financial Management.
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article27
2001Explaining Intraday Pattern of Trading Volume from the Order Flow Data In: Journal of Business Finance & Accounting.
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article5
2001Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
2007The Cost of Owning Employer Stocks: Lessons From Taiwan In: Working Papers, Center for Retirement Research at Boston College.
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paper4
2008The Costs of Owning Employer Stocks: Lessons from Taiwan.(2008) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 4
article
2004Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange In: Journal of Financial and Quantitative Analysis.
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article34
2014The cross-section of speculator skill: Evidence from day trading In: Journal of Financial Markets.
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article8
2014Hedging costs, liquidity, and inventory management: The evidence from option market makers In: Journal of Financial Markets.
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article4
1999Trading patterns of big versus small players in an emerging market: An empirical analysis In: Journal of Banking & Finance.
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article20
2006Taxes and dividend clientele: Evidence from trading and ownership structure In: Journal of Banking & Finance.
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article9
2007IPO auctions and private information In: Journal of Banking & Finance.
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article10
1999Performance of various transaction frequencies under call markets: The case of Taiwan In: Pacific-Basin Finance Journal.
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article3
2013Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets In: Asia-Pacific Financial Markets.
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article3
2009Just How Much Do Individual Investors Lose by Trading? In: Review of Financial Studies.
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article116

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