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Yi-Tsung Lee : Citation Profile


Are you Yi-Tsung Lee?

Peking University

7

H index

6

i10 index

267

Citations

RESEARCH PRODUCTION:

12

Articles

2

Papers

RESEARCH ACTIVITY:

   15 years (1999 - 2014). See details.
   Cites by year: 17
   Journals where Yi-Tsung Lee has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 2 (0.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple556
   Updated: 2018-02-17    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)

Kaniel, Ron (4)

Sodini, Paolo (3)

Siklos, Pierre (3)

Liu, Yu-Jane (3)

Heimer, Rawley (3)

Mizrach, Bruce (3)

Guiso, Luigi (3)

Challet, Damien (3)

Johnson, Shane (3)

Cites to:

Stoll, Hans (11)

Shleifer, Andrei (5)

Amihud, Yakov (5)

Liu, Yu-Jane (5)

Grinblatt, Mark (4)

Fama, Eugene (4)

Odean, Terrance (4)

French, Kenneth (4)

Titman, Sheridan (4)

Karpoff, Jonathan (3)

Barber, Brad (3)

Main data


Where Yi-Tsung Lee has published?


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

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


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

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2017Should Retail Investors Leverage Be Limited?. (2017). Heimer, Rawley Z ; 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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2017Do Individual Investors Ignore Transaction Costs?. (2017). Yildizhan, Celim ; Anginer, Deniz. In: MPRA Paper. RePEc:pra:mprapa:79358.

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

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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). Namouri, Hela ; Hachicha, Nejib ; Ftiti, Zied ; Jawadi, Fredj. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:5:p:559-573.

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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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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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article30
2001Explaining Intraday Pattern of Trading Volume from the Order Flow Data In: Journal of Business Finance & Accounting.
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article6
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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article36
2014The cross-section of speculator skill: Evidence from day trading In: Journal of Financial Markets.
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article12
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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article21
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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article11
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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article128

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