Yi-Tsung Lee : Citation Profile


Are you Yi-Tsung Lee?

Peking University

9

H index

9

i10 index

549

Citations

RESEARCH PRODUCTION:

12

Articles

2

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (1999 - 2014). See details.
   Cites by year: 36
   Journals where Yi-Tsung Lee has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 2 (0.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple556
   Updated: 2023-03-02    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:

Mendes, Victor (9)

Agudelo, Diego (8)

Smajlbegovic, Esad (7)

Sraer, David (6)

Abreu, Margarida (6)

TSAI, WEI-CHE (5)

Challet, Damien (5)

Zhou, Wei-Xing (5)

Giovannetti, Bruno (5)

Ülkü, Numan (5)

Chague, Fernando (5)

Cites to:

Stoll, Hans (11)

Grinblatt, Mark (7)

Odean, Terrance (6)

Mayer, Christopher (5)

Shleifer, Andrei (5)

Titman, Sheridan (5)

Amihud, Yakov (5)

Jagannathan, Ravi (4)

Subrahmanyam, Avanidhar (4)

Liu, Yu-Jane (4)

Karpoff, Jonathan (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

Recent works citing Yi-Tsung Lee (2022 and 2021)


YearTitle of citing document
2021The Relation Between Trading Volume Concentration and Stock Returns. (2021). Lin, Yaling ; Lo, Chen-Chang ; Wen, Yi Ting ; Kuo, Jiann-Lin. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:82-89.

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2022New closed-form approximations in multi-asset market making. (2018). Vieira, Douglas ; Evangelista, David. In: Papers. RePEc:arx:papers:1810.04383.

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2021Sectorial holdings and stock prices: the household-bank nexus. (2021). Martinez-Miera, David ; Lamas, Matias. In: Working Papers. RePEc:bde:wpaper:2130.

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2021Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836.

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2021Are mutual fund investors loss averse? Evidence from China. (2021). Ting, Huangwen ; Shrider, David G ; Jiang, Jie ; Wu, Yanran. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:231-250.

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2021On the Impacts of Overconfidence under Information Diversity. (2021). Zhen, Fang ; Zhou, Deqing. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:345-357.

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2021Rights issues: Retail shareholders and their participation decisions. (2021). Brown, Christine ; Au Yong, Hue Hwa ; Ho, Choy Yeing ; Shekhar, Chander. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:917-944.

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2021Asset Managers: Institutional Performance and Factor Exposures. (2021). Morse, Adair ; Linnainmaa, Juhani T ; Gerakos, Joseph. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2035-2075.

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2021Tracking Retail Investor Activity. (2021). Zhang, Xiaoyan ; Jones, Charles M ; Boehmer, Ekkehart. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2249-2305.

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2021ISO order imbalances and individual stock returns. (2021). Cox, Justin. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:1:p:5-23.

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2021Decomposing the Disposition Effect. (2021). Fischer, Dominik S ; Maier, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9334.

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2021The Macroeconomics of Financial Speculation. (2021). Simsek, Alp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15733.

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2021Exchange-traded certificates, education and the disposition effect. (2021). Silva, Paulo ; Mendes, Victor ; da Silva, Paulo Pereira. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303853.

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2021Measuring the disposition effect. (2021). De Winne, Rudy ; DEWINNE, Rudy . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000125.

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2021Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis. (2021). Ulku, Numan ; Djalilov, Abdulaziz. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000939.

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2022Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?. (2022). Ekinci, Cumhur ; Kahya, Evrim Hilal. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000351.

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2022Sports Mood Index, institutional investors, and earnings announcement anomalies. (2022). Wu, Runze. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000375.

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2021Weather, institutional investors and earnings news. (2021). Sun, Lin ; Norris, Dylan ; Jiang, Danling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001115.

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2021Preference for bid time in hybrid auctioned IPOs: Evidence from China. (2021). Ma, Xinru ; He, Jingbin ; Liao, Jingchi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000267.

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2022Disclosure quality, price efficiency, and expected returns. (2022). Sun, Ping-Wen ; Lee, Shih-Cheng ; Ho, Kung-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001790.

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2022Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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2021The valuation effect of stock dividends or splits: Evidence from a catering perspective. (2021). Xu, Xin ; Liu, Yu-Jane ; Hu, Conghui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:163-179.

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2021The price discovery role of day traders in futures market: Evidence from different types of day traders. (2021). Tsai, Shih-Chuan ; Fung, Scott. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:53-77.

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2022Income, trading, and performance: Evidence from retail investors. (2022). Zhai, Rui-Xiang ; Lin, Chih-Yung ; Hasan, Iftekhar ; Bui, Dien Giau. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:176-195.

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2022Do connections pay off in the bitcoin market?. (2022). Yang, Zichao ; Tsang, Kwok Ping. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:1-18.

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2021News release and the role of different types of investors. (2021). Feng, XU ; Xiong, Xiong ; Ma, Junjun . In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302854.

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2022The informativeness of brokerage reports: Privately-circulated versus publicly-disseminated news. (2022). Wu, Chen-Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001909.

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2021Does it payoff to be overconfident? Evidence from an emerging market – a quantile regression approach. (2021). Cepoi, Cosmin-Octavian ; Toma, Filip-Mihai ; Negrea, Bogdan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319303010.

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2021How did retail investors respond to the COVID-19 pandemic? The effect of Robinhood brokerage customers on market quality. (2021). Velthuis, Raisa ; Sedunov, John ; Pagano, Michael S. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000271.

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2021Term structure of sentiment effect on investor trading behavior. (2021). Ryu, Doojin ; Kim, Karam. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000866.

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2022The anatomy of the disposition effect: Which factors are most important?. (2022). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001215.

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2022The impact of provider-specific factors on the profitability of contract for difference traders. (2022). Hebaka, Viktor. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002567.

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2022The impact of margin trading and short selling by retail investors on market price efficiency: Empirical evidence from bitcoin exchanges. (2022). Strych, Jan-Oliver. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000186.

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2021Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan. (2021). Wu, Ming-Hung ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030015x.

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2021Bidding styles of institutional investors in IPO auctions. (2021). Güçbilmez, Ufuk ; Briain, Tomas O ; Gubilmez, Ufuk . In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300483.

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2021Deleveraging commonality. (2021). Zhu, Ning ; Liu, Yu-Jane. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300513.

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2022Bank loans during the 2008 quantitative easing. (2022). Lu, Chien-Lin ; Lin, Chih-Yung ; Chou, Robin K ; Chen, Hsuan-Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:59:y:2022:i:c:s1572308922000031.

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2022Robinhood investors and corporate misconduct. (2022). Kuvvet, Emre. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000540.

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2022The effect of abnormal institutional attention on bank loans. (2022). , Robin ; Lin, Chih-Yung ; Bui, Dien Giau ; Huang, Yin-Siang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001669.

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2022Retail trading activity and major lifecycle events: The case of divorce. (2022). Westerholm, Joakim P ; Subrahmanyam, Avanidhar ; Kalev, Petko S ; Grant, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003459.

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2022The role of a long-term investor-underwriter relationship in auctioned IPOs. (2022). Xue, YI ; Shao, Xinjian ; Jiang, Ping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003484.

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2022Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic. (2022). Yasin, Awaid ; Butt, Hassan A ; Blau, Benjamin M ; Baig, Ahmed S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622002072.

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2021Do activist shareholders influence a manager’s decisions on a firm’s dividend policy: A mixed-method study. (2021). Matos, Pedro Verga ; Barros, Victor ; Vieira, Pedro Rino ; Sarmento, Joaquim Miranda. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:387-397.

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2021Wide framing disposition effect: An empirical study. (2021). Henderson, Vicky ; Burro, Giovanni ; Brettschneider, Julia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:330-347.

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2021Regulatory mood-congruence and herding: Evidence from cannabis stocks. (2021). Gebka, Bartosz ; Kallinterakis, Vasileios ; Andrikopoulos, Panagiotis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:842-864.

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2021Institutional investor sentiment and the mean-variance relationship: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:415-441.

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2022Reference dependence in the demand for gasoline. (2022). Wolak, Frank A ; Lewis, Matthew S ; Levin, Laurence . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:561-578.

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2022Taming the bias zoo. (2022). Xiong, Wei ; Peng, Cameron ; Liu, Hongqi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:716-741.

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2022Attention triggers and investors’ risk-taking. (2022). Subrahmanyam, Marti G ; Pelster, Matthias ; Arnold, Marc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:846-875.

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2022Democracy and the pricing of initial public offerings around the world. (2022). Goyal, Abhinav ; Veeraraghavan, Madhu ; Kallinterakis, Vasileios ; Duong, Huu Nhan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:322-341.

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2022Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty. (2022). Agudelo, Diego A ; Munera, Daimer J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001267.

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2022Wealth redistribution in bubbles and crashes. (2022). Shi, Donghui ; Lou, Dong ; An, LI. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:134-153.

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2021Big data analytics, order imbalance and the predictability of stock returns. (2021). Sensoy, Ahmet ; Corbet, Shaen ; Salari, Hajar Novin ; Gulay, Guzhan ; Akyildirim, Erdinc. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x21000402.

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2021Who reacts to what information in securities analyst reports? Direct evidence from the investor trade imbalance. (2021). Lee, Chin-Shen ; Hsieh, Wen-Liang Gideon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307046.

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2021VC fund preferences and exits of individual investors. (2021). Anderson, Hamish D ; Lai, Shaojie ; Wang, Qing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000445.

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2021What factors are associated with stock price jumps in high frequency?. (2021). Tsai, Shih-Chuan ; Ahn, Yongkil. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001098.

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2021Do messages on online stock forums spur firm productivity?. (2021). Li, YI ; Wang, Pengfei ; Zhang, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001165.

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2021Lottery preferences and retail short selling. (2021). Tsai, Feng-Tse ; Chang, Jung-Hsien. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001189.

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2022The effect of Chinese lunar calendar on individual investors trading. (2022). , Robin ; Lin, Chih-Yung ; Chiu, Junmao ; Huang, Yin-Siang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002018.

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2022The profitability effect: An evaluation of alternative explanations. (2022). Chen, Chang-Yi ; Yu, Hsin-Yi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000063.

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2022Firm performance following actual share repurchases: Effects of investment crowding out and financial flexibility. (2022). Huang, Chih-Jen ; Chao, Ching-Hsiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000336.

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2022Robust one-way trading with limited number of transactions and heuristics for fixed transaction costs. (2022). Lan, Yingjie ; Wang, Wei. In: International Journal of Production Economics. RePEc:eee:proeco:v:247:y:2022:i:c:s0925527322000305.

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2021Family control, external governance mechanisms, and dividend payouts. (2021). Yang, Jimmy J ; Li, Shaomin ; Teng, Chia-Chen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:198-209.

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2021Who knows more and makes more? A perspective of order submission decisions across investor types. (2021). Chen, Hung-Ju ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:381-398.

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2021Foreign institutional ownership and the effectiveness of technical analysis. (2021). Lee, Hsiu-Chuan ; Huang, Chia-Hsin ; Chien, Cheng-Yi ; Chung, Chien-Ping. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:86-96.

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2022Information content of order imbalance in the index options market. (2022). Sensoy, Ahmet ; Omole, John. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:418-432.

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2021Tick Size and Price Reversal after Order Imbalance. (2021). Sirnes, Espen ; Hong, Minh Thi. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:2:p:19-:d:523899.

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2021Sell Winners and Buy Losers? The Impact of Familiarity on Individual Investors’ Decision-Making: Experimental Results. (2021). Zhdanov, Vladislav ; Simonov, Artem . In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:47-:d:627578.

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2022The Relationship between Managers’ Disclosure Tone and the Trading Volume of Investors. (2022). Askarany, Davood ; Hesarzadeh, Reza ; Pouryousof, Azam. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:618-:d:1007808.

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2021Retail investor expectations and trading preferences. (2021). Lim, Guay ; Zeng, QI ; Tsiaplias, Sarantis. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2021n27.

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2023The role of institutional investors in the financial development. (2023). Andrieș, Alin Marius ; Sprincean, Nicu ; Brodocianu, Mihaela. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09425-0.

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2021ICO investors. (2021). Fahlenbrach, Ruediger ; Frattaroli, Marc. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00366-0.

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2021News sentiment and stock market volatility. (2021). Yang, Jimmy J ; Lu, Yang-Cheng ; Hsu, Yen-Ju . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00971-8.

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2022The information value of interim accounting disclosures: evidence from mandatory monthly revenue reports. (2022). Yu, Chin-Te ; Chen, Wei-Da. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:1:d:10.1007_s11156-021-00994-1.

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2022Is maximum daily return a lottery? Evidence from monthly revenue announcements. (2022). Wang, Zi-Mei ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01051-1.

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2022Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance. (2022). Parent, Antoine ; Merli, Maxime. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2022-01.

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2022Momentum, Reversals, and Investor Clientele*. (2022). Titman, Sheridan ; Subrahmanyam, Avanidhar. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:2:p:217-255..

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2022The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds*. (2022). Philipov, Alexander ; Jostova, Gergana ; Chordia, Tarun ; Avramov, Doron. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:2:p:355-405..

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2022Disposition Effect and its outcome on endogenous price fluctuations. (2022). Tramontana, Fabio ; Cafferata, Alessia. In: MPRA Paper. RePEc:pra:mprapa:113904.

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2021Decomposing the Disposition Effect. (2021). Fischer, Dominik S ; Maier, Johannes K. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:288.

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2021When Falling Just Short is a Good Thing: The Effect of Past Performance on Improvement. (2021). Hiller, Scott ; Burdina, Mariya . In: Journal of Sports Economics. RePEc:sae:jospec:v:22:y:2021:i:7:p:777-798.

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2021Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks. (2021). Park, Sukjin ; Chung, Chaeshick. In: Working Papers. RePEc:sgo:wpaper:2108.

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2021On the economic effects of the text completion interface: empirical analysis of financial markets. (2021). Rubin, Amir. In: Electronic Markets. RePEc:spr:elmark:v:31:y:2021:i:3:d:10.1007_s12525-021-00485-0.

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2021Stock market manipulation in an emerging market of Turkey: how do market participants select stocks for manipulation?. (2021). Zhang, Hanxiong ; Manahov, Viktor ; Yalaman, Abdullah ; Ok, Hilal. In: Applied Economics Letters. RePEc:taf:apeclt:v:28:y:2021:i:5:p:354-358.

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2021Investors trading behaviour and stock market volatility during crisis periods: A dual long?memory model for the Korean Stock Exchange. (2021). Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos ; Caporale, Guglielmo Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4441-4461.

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2022Investor types trading around the short?term reversal pattern. (2022). Ulku, Numan ; Onishchenko, Olena. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2627-2647.

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2023Order book price impact in the Chinese soybean futures market. (2023). Li, Youwei ; Yang, Yung Chiang ; Kearney, Fearghal ; Jin, Muzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625.

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2021Investor sentiment, misreaction, and the skewness?return relationship. (2021). Chen, Chinho. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1427-1455.

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2022Resale options and heterogeneous beliefs. (2022). Wang, Rongtsorng ; Kuo, Idoun ; Huang, Kaimin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1067-1083.

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2022The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and reallocation of trading activity. (2022). Noth, Felix ; Noack, Mona ; Eichfelder, Sebastian. In: IWH Discussion Papers. RePEc:zbw:iwhdps:122022.

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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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article76
2001Explaining Intraday Pattern of Trading Volume from the Order Flow Data In: Journal of Business Finance & Accounting.
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article11
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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2004Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange In: Journal of Financial and Quantitative Analysis.
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article73
2014The cross-section of speculator skill: Evidence from day trading In: Journal of Financial Markets.
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article29
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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article28
2006Taxes and dividend clientele: Evidence from trading and ownership structure In: Journal of Banking & Finance.
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article15
2007IPO auctions and private information In: Journal of Banking & Finance.
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article21
1999Performance of various transaction frequencies under call markets: The case of Taiwan In: Pacific-Basin Finance Journal.
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article5
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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article272
2006The Tendency of Firm Managers to Avoid Small Losses In: World Scientific Book Chapters.
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