Yi-Tsung Lee : Citation Profile


Are you Yi-Tsung Lee?

Peking University

8

H index

7

i10 index

354

Citations

RESEARCH PRODUCTION:

13

Articles

2

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (1999 - 2014). See details.
   Cites by year: 23
   Journals where Yi-Tsung Lee has often published
   Relations with other researchers
   Recent citing documents: 101.    Total self citations: 2 (0.56 %)

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   Permalink: http://citec.repec.org/ple556
   Updated: 2020-04-04    RAS profile: 2019-10-09    
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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:

De-Losso, Rodrigo (10)

Agudelo, Diego (8)

Smajlbegovic, Esad (7)

Abreu, Margarida (6)

Chague, Fernando (4)

Sraer, David (4)

Giovannetti, Bruno (4)

Heimer, Rawley (4)

Ülkü, Numan (4)

Zhou, Wei-Xing (4)

Kaniel, Ron (4)

Cites to:

Stoll, Hans (11)

Odean, Terrance (6)

Grinblatt, Mark (6)

Amihud, Yakov (5)

Titman, Sheridan (5)

Shleifer, Andrei (5)

Mayer, Christopher (5)

Liu, Yu-Jane (5)

Barber, Brad (4)

French, Kenneth (4)

Fama, Eugene (4)

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
Journal of Business Finance & Accounting2

Recent works citing Yi-Tsung Lee (2018 and 2017)


YearTitle of citing document
2018Statistically validated lead-lag networks and inventory prediction in the foreign exchange market. (2018). 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). Zhou, Wei-Xing ; Chen, W ; Xiong, X ; Zhang, T. In: Papers. RePEc:arx:papers:1707.05550.

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2018New closed-form approximations in multi-asset market making. (2018). Vieira, Douglas ; Evangelista, David. In: Papers. RePEc:arx:papers:1810.04383.

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2017Fools mate: What does CHESS tell us about individual investor trading performance?. (2017). Bradrania, Reza ; Wu, Wei ; Westerholm, Peter Joakim ; Grant, Andrew. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:981-1017.

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2018Selling winners, buying losers: Mental decision rules of individual investors on their holdings. (2018). Leal, Cristiana Cerqueira ; Rocha, Manuel J ; Loureiro, Gilberto. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:362-386.

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2017The Analysis of 52-Week High Investing Strategy Based on Herding Behavior. (2017). Yi, Chiao ; Kuo, Wen-Hsiu ; Chen, Hsiang-Lan. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:77-106.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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2017Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego. In: Documentos de Trabajo CIEF. RePEc:col:000122:016359.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2017Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434.

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2017Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12462.

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2020Correlates of Gambling. (2020). Mendes, Victor ; Abreu, Margarida ; Brochado, Ana. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00096.

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2019Does Air Pollution Cause the Retail Investor’s Disposition Effect in Taiwan Mutual Fund Markets?. (2019). Lee, Nicholas ; Lin, Yih-Bey ; Chen, Yu-Hao ; Chang, Fu-Min ; Ko, Jim-Chen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-9.

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2018Linguistic tone and the small trader. (2018). Baginski, Stephen P ; Yu, Yingri Julia ; Kausar, Asad ; Demers, Elizabeth. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:68-69:y:2018:i::p:21-37.

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2018Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange. (2018). Wang, Jianxin ; Twu, Mia. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:53-62.

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2019CEO traders and corporate acquisitions. (2019). Leung, Henry ; Westerholm, Joakim P ; Tse, Jeffrey. In: Journal of Corporate Finance. RePEc:eee:corfin:v:54:y:2019:i:c:p:107-127.

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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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2019Firm-specific investor sentiment and daily stock returns. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830158x.

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2017Information asymmetry and investor trading behavior around bond rating change announcements. (2017). Yang, Hee Jin ; Ahn, Hee-Joon ; Kim, Maria H ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:38-51.

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2019Is individual trading priced in the preferred stock discount?. (2019). Choi, Joung Hwa ; Sub, Paul Moon ; Park, Cheol. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:326-346.

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2019Order imbalances and market efficiency: New evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Gu, Gao-Feng ; Zhang, Ting. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:458-467.

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2019Stock market trading in the aftermath of an accounting scandal. (2019). Sane, Renuka. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:1.

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2017Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors. (2017). Li, Xindan ; Yu, Honghai ; Subrahmanyam, Avanidhar ; Geng, Ziyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:1-18.

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2018Investor types and stock return volatility. (2018). Che, Limei . In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:139-161.

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2019Fat-finger event and risk-taking behavior. (2019). Meng, Juanjuan ; Liu, Yu-Jane ; Jin, Miao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:126-143.

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2019Overconfidence, position size, and the link to performance. (2019). Horton, Joanne ; Forman, John. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:291-309.

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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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2017Intraday herding on a cross-border exchange. (2017). Verousis, Thanos ; Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Leite, Mario Pedro. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:25-36.

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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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2019Who trades on momentum?. (2019). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:56-74.

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2017Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market. (2017). Sensoy, Ahmet. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:62-80.

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2018The determinants of retail trading activity in emerging markets: A cross-market analysis. (2018). Alderighi, Stefano. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:152-167.

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2019Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange. (2019). Lien, Donald ; Hung, Pi-Hsia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:231-251.

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2019The short-selling skill of institutions and individuals. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:77-91.

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2019De-Leverage and illiquidity contagion. (2019). Zhu, Ning ; Liu, Yu-Jane. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:1-18.

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2019Price discrimination against retail Investors: Evidence from mini options. (2019). Zhong, Zhaodong ; Zhao, Chen ; Li, Yubin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:50-64.

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2018The impact of share pledging regulations on stock trading and firm valuation. (2018). Wang, Yu-Chun ; Chou, Robin K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:1-13.

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2017Do investors trade too much? A laboratory experiment. (2017). Massaro, Domenico ; Hommes, Cars ; Challet, Damien ; Bouchaud, Jean-Philippe ; da Gama, Joo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:18-34.

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2018Who drives the Monday effect?. (2018). Ulku, Numan ; Rogers, Madeline. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:46-65.

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2019Boys will still be boys: Gender differences in trading activity are not due to differences in (over)confidence. (2019). Ponti, Giovanni ; Iturbe-Ormaetxe, Inigo ; Tomas, Josefa ; Cueva, Carlos . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:160:y:2019:i:c:p:100-120.

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2019Attracting attention from peers: Excitement in social trading. (2019). Pelster, Matthias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:161:y:2019:i:c:p:158-179.

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2018When saving is gambling. (2018). Cookson, Anthony J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:24-45.

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2019Should retail investors’ leverage be limited?. (2019). Simsek, Alp ; Heimer, Rawley . In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:1-21.

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2018Is individual trading priced in stocks?. (2018). Sub, Paul Moon ; Choi, Joung Hwa . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:76-92.

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2019Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market. (2019). Agudelo, Diego ; Yepes-Henao, Paula ; Byder, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:187-203.

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2018Is the disposition effect related to investors’ reliance on System 1 and System 2 processes or their strategy of emotion regulation?. (2018). Richards, Daniel W ; Kodwani, Devendra G ; Rutterford, Janette ; Fenton, Mark. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:66:y:2018:i:c:p:79-92.

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2018An exploratory experimental analysis of path-dependent investment behaviors. (2018). Deaves, Richard ; Miele, Jennifer ; Kluger, Brian. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:67:y:2018:i:c:p:47-65.

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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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2017The reactions to on-air stock reports: Prices, volume, and order submission behavior. (2017). Chiao, Chaoshin ; Lee, Cheng-Few ; Lin, Tung-Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:27-46.

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2017Sharia compliance status & investor demand for IPOs: Evidence from Saudi Arabia. (2017). Alqahtani, Faisal ; Boulanouar, Zakaria. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:258-268.

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2018Lucky issuance: The role of numerological superstitions in irrational return premiums. (2018). Weng, Pei-Shih. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:79-91.

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2018Investor network: Implications for information diffusion and asset prices. (2018). Chung, San-Lin ; Tseng, Kevin ; Liu, Wen-Rang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:186-209.

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2018Continuing overreaction and momentum in a market with price limits. (2018). Yang, Nien-Tzu ; Lee, Shiou-Wen ; Ko, Kuan-Cheng ; Chu, Hsiang-Hui . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:56-71.

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2018Spillovers of price efficiency and informed trading from short sales to margin purchases in absence of uptick rule. (2018). Shyu, Yih-Wen ; Liang, Hsin-Yu ; Chan, Kam C. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:163-183.

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2018The effect of anonymity on price efficiency: Evidence from the removal of broker identities. (2018). Duong, Huu Nhan ; Vu, Van Hoang ; Lu, Jerry Shuai ; Lajbcygier, Paul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:95-107.

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2019Do individual investors demand or provide liquidity? New evidence from dividend announcements. (2019). Ma, Changfeng ; Lin, William T ; Chen, Zhijuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300769.

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2019The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes. (2019). Yin, Xiangkang ; Zhao, Jing ; Xu, Liao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19303051.

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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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2018Faster learning in troubled times: How market conditions affect the disposition effect. (2018). Muhl, Stefan ; Talpsepp, Tnn. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:226-236.

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2018To follow or not to follow – An empirical analysis of the returns of actors on social trading platforms. (2018). Dorfleitner, Gregor ; Dietrich, Natalie ; Stang, Nico ; Willmertinger, Philipp ; Lung, Carina ; Fischer, Lukas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:160-171.

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2018Do foreign institutional traders have private information for the market index? The aspect of market microstructure. (2018). Weng, Pei-Shih ; Tsai, Wei-Che. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:308-323.

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2018Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme. (2018). Ahmed, Abdullahi ; Huo, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:135-152.

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2019How biased is the behavior of the individual investor in warrants?. (2019). Abreu, Margarida. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:139-149.

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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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2018.

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2018The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis. (2018). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Textos para discussão. RePEc:fgv:eesptd:469.

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2020Day trading for a living?. (2020). De-Losso, Rodrigo ; Bueno, Rodrigo ; Chague, Fernando ; Giovannetti, Bruno Cara . In: Textos para discussão. RePEc:fgv:eesptd:525.

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2019Personality Traits and Stock Investment of Individuals. (2019). Lai, Cheng-Po . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5474-:d:273073.

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2019Institutional Investors and Corporate Performance: Insights from China. (2019). Lu, Jun ; Lin, Shu-Ling. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6010-:d:281369.

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2019Do Superstitious Traders Lose Money?. (2019). Bhattacharya, Utpal ; Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu. In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:201962.

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2019Institutional ownership and the investment-cash flow sensitivity Evidence from India. (2019). Lukose, Jijo ; Jacob, Chacko. In: Working papers. RePEc:iik:wpaper:329.

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2019Institutional ownership and firm operating performance Evidence from India. (2019). Lukose, Jijo ; Jacob, Chacko. In: Working papers. RePEc:iik:wpaper:331.

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2018Impact of Price Path on Disposition Bias. (2018). Jacob, Joshy ; Bansal, Avijit. In: IIMA Working Papers. RePEc:iim:iimawp:14593.

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2018Do Individual Investors Trade Differently in Different Markets?. (2018). Abreu, Margarida ; Mendes, Victor. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp012018.

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2017HOW Biased is the Behavior of the Individual Investor in Warrants?. (2017). Abreu, Margaria. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp182017.

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2017The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?. (2017). Abreu, Margarida ; Mendes, Victor. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp192017.

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2017How Biased is the Behavior of the Individual Investor in Warrants?. (2017). Abreu, Margarida. In: Working Papers REM. RePEc:ise:remwps:wp0072017.

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2017The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?. (2017). Abreu, Margarida ; Mendes, Victor. In: Working Papers REM. RePEc:ise:remwps:wp0142017.

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2018Do Individual Investors Trade Differently in Different Markets?. (2018). Abreu, Margarida ; Mendes, Victor. In: Working Papers REM. RePEc:ise:remwps:wp0262018.

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2017Boys will (still) be boys: Gender differences in trading activity are not due to differences in confidence. (2017). Ponti, Giovanni ; Iturbe-Ormaetxe, Inigo ; Lucas, Josefa Tomas ; Kortajarene, Iigo Iturbe-Ormaetxe ; Herrero, Carlos Cueva . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2017-06.

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2018Order Aggressiveness and the Heating and Cooling-off Effects of Price Limits: Evidence from Taiwan Stock Exchange. (2018). Wang, Ming-Chang ; Hsin, Pei-Han ; Ding, Yu-Jia. In: Journal of Economics and Management. RePEc:jec:journl:v:14:y:2018:i:2:p:191-216.

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2019Price discovery and price leadership of various investor types: evidence from Taiwan futures markets. (2019). Shiu, Cheng-Yi ; Lin, Ching-Ting ; Chen, Wei-Kuang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0760-3.

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2017Should Retail Investors Leverage Be Limited?. (2017). Heimer, Rawley ; Simsek, Alp. In: NBER Working Papers. RePEc:nbr:nberwo:24176.

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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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2018Stock Market Trading in the Aftermath of an Accounting Scandal.. (2018). Sane, Renuka. In: Working Papers. RePEc:npf:wpaper:18/198.

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

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2017Do Individual Investors Ignore Transaction Costs?. (2017). Anginer, Deniz ; Yildizhan, Celim. In: MPRA Paper. RePEc:pra:mprapa:89941.

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2017The Price Tag Illusion. (2017). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Rodrigo, Bruno Giovannetti. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2017wpecon31.

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2019Day trading for a living? Fernando. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2019wpecon47.

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2018Drivers of seasonal return patterns in German stocks. (2018). Weigerding, Michael ; Hanke, Michael. In: Business Research. RePEc:spr:busres:v:11:y:2018:i:1:d:10.1007_s40685-017-0060-0.

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2018Overconfidence, trading volume and liquidity effect in Asia’s Giants: evidence from pre-, during- and post-global recession. (2018). Gupta, Suman ; Basu, Sankarshan ; Kalakbandi, Vinay Kumar ; Goyal, Vinay. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:45:y:2018:i:3:d:10.1007_s40622-018-0185-9.

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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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2018Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification. (2018). Ftiti, Zied ; JAWADI, Fredj ; Hachicha, Nejib ; Namouri, Hela. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:5:p:559-573.

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2017Glamour, value and anchoring on the changing /. (2017). Anderson, Keith ; Zastawniak, Tomasz. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:5:p:375-406.

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2017Investor emotional biases and trading volume’s asymmetric response: A non-linear ARDL approach tested in S&P500 stock market. (2017). DHAOUI, Abderrazak ; McMillan, David ; Bacha, Sami. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1274225.

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2017Asymmetric Reinforcement Learning and Conditioned Responses During the 2007–2009 Global Financial Crisis: Evidence from Taiwan. (2017). Chang, Chih-Hsiang ; Hsieh, Song-Lin ; Chen, Shan-Shan. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:02:n:s0219091517500102.

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2019Taming 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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2019Hedging costs and joint determinants of premiums and spreads in structured financial products. (2019). Fischer, Georg ; Entrop, Oliver. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b3419.

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More than 100 citations found, this list is not complete...

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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2001Explaining Intraday Pattern of Trading Volume from the Order Flow Data In: Journal of Business Finance & Accounting.
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2001Explaining Intraday Pattern of Trading Volume from the Order Flow Data.(2001) In: Journal of Business Finance & Accounting.
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This paper has another version. Agregated cites: 9
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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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2007The Cost of Owning Employer Stocks: Lessons From Taiwan In: Working Papers, Center for Retirement Research at Boston College.
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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
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2004Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange In: Journal of Financial and Quantitative Analysis.
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article45
2014The cross-section of speculator skill: Evidence from day trading In: Journal of Financial Markets.
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article19
2014Hedging costs, liquidity, and inventory management: The evidence from option market makers In: Journal of Financial Markets.
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1999Trading patterns of big versus small players in an emerging market: An empirical analysis In: Journal of Banking & Finance.
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2006Taxes and dividend clientele: Evidence from trading and ownership structure In: Journal of Banking & Finance.
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2007IPO auctions and private information In: Journal of Banking & Finance.
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article16
1999Performance of various transaction frequencies under call markets: The case of Taiwan In: Pacific-Basin Finance Journal.
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article4
2013Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets In: Asia-Pacific Financial Markets.
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2009Just How Much Do Individual Investors Lose by Trading? In: Review of Financial Studies.
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article170
2006The Tendency of Firm Managers to Avoid Small Losses In: World Scientific Book Chapters.
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