Yi-Tsung Lee : Citation Profile

Are you Yi-Tsung Lee?

Peking University

9

H index

9

i10 index

642

Citations

RESEARCH PRODUCTION:

14

Articles

2

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 27
   Journals where Yi-Tsung Lee has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 2 (0.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple556
   Updated: 2024-12-03    RAS profile: 2023-05-09    
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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:

Lin, Chih-Yung (12)

Mendes, Victor (10)

Agudelo, Diego (8)

Smajlbegovic, Esad (7)

Ülkü, Numan (7)

Abreu, Margarida (6)

TSAI, WEI-CHE (6)

Sraer, David (6)

De-Losso, Rodrigo (5)

Challet, Damien (5)

Chague, Fernando (5)

Cites to:

Grinblatt, Mark (7)

Odean, Terrance (6)

Shleifer, Andrei (5)

Titman, Sheridan (5)

Amihud, Yakov (5)

Mayer, Christopher (5)

Fama, Eugene (4)

Subrahmanyam, Avanidhar (4)

Liu, Yu-Jane (4)

Jagannathan, Ravi (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 Markets2
Journal of Financial and Quantitative Analysis2

Recent works citing Yi-Tsung Lee (2024 and 2023)

YearTitle of citing document
2023Fast and Furious: A High-Frequency Analysis of Robinhood Users Trading Behavior. (2023). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2307.11012.

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2023Retail Investor Trading Intentions: New Evidence from Australia. (2023). Lim, Guay C ; Zeng, QI ; Tsiaplias, Sarantis. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:327:p:512-535.

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2023What happens in Vegas stays in Vegas? Firsthand experience and EDGAR search activity in Las Vegas casino hotels. (2023). Souther, Matthew E ; Lee, Choonsik ; Flugum, Ryan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:409-432.

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2023Risk?taking begets risk?taking: Evidence from casino openings and investor portfolios. (2023). Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:143-165.

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2024Cognition ability, financial advice seeking, and investment performance: New evidence from China. (2024). Yu, DU ; Gao, Jie ; Yang, Ziying. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:53-82.

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2023Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591.

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2023Impact of gamification on mitigating behavioral biases of investors. (2023). Onay, Ceylan ; Enol, Doa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000946.

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2023A bibliometric analysis of the disposition effect: Origins and future research avenues. (2023). Vicente, Luis ; Ortiz, Cristina ; Gutierrez-Nieto, Begoa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200096x.

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2023Individual investors matter: The effect of investor-firm interactions on corporate earnings management. (2023). Zhang, Wei ; Wang, Pengfei ; Li, YI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001414.

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2024Market price determination: Interpreting quote order imbalance under zero-profit equilibrium. (2024). Long, Xingchen ; Wu, Liang ; Yan, Jingzhou. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000646.

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2023Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market. (2023). Lien, Donald ; Wang, Zi-Mei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300027x.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023Pre-holiday limit order cancellation of individual and institutional investors. (2023). Zhao, Jing ; Kuo, Wei-Yu. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006948.

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2023Cost of health problems caused by stock market volatility: An empirical study in Taiwan. (2023). Hsiao, Yu-Jen ; Weng, Pei-Shih ; Chang, Wei-Shan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005780.

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2024Individual investors’ online voice and corporate environmental information disclosure. (2024). Shi, Junfeng ; Xia, Dehua. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002927.

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2023Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns. (2023). Lee, Adrian D ; Ainsworth, Andrew. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000325.

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2023Risk disclosure in IPO advertisement and the quality of the firm. (2023). Raithatha, Mehul ; Lawrence, Edward R ; Katti, Supriya. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000787.

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2023Bank safety-oriented culture and lending decisions. (2023). Lu, Chien-Lin ; Lin, Chih-Yung ; Kamar, Amina ; Tang, Ning. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000220.

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2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

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2024Digital finance era: Will individual investors become better players?. (2024). Yue, Pengpeng ; Guo, Jiaojiao ; Zhang, Xianjun ; Lu, Xiaomeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000015.

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2023Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic. (2023). Blau, Benjamin ; Yasin, Awaid ; Butt, Hassan A ; Baig, Ahmed S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622003247.

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2023Fair-washing in the market for structured retail products? Voluntary self-regulation versus government regulation. (2023). Tallau, Christian ; Shkel, David ; Munchhalfen, Patrick ; Baule, Rainer. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003296.

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2024Equity in capital raising? Empirical evidence from structured private placements. (2024). Brown, Christine ; Au Yong, Hue Hwa ; Shekhar, Chander ; Ho, Choy Yeing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002698.

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2023Active trading and (poor) performance: The social transmission channel. (2023). Pedraza, Alvaro ; Escobar, Laura. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:1:p:139-165.

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2024The ESG washing in banks: Evidence from the syndicated loan market. (2024). Lin, Chih-Yung ; Hsu, Yuan-Teng ; Bui, Dien Giau ; Huang, Kuo-Jui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000305.

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2023Shorting flows and return predictability in Taiwan. (2023). Ko, Kuan-Cheng ; Ho, Hsiao-Wei ; Lin, Chaonan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001111.

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2023COVID caused a negative bubble. Who profited? Who lost? How stock markets changed?. (2023). Ülkü, Numan ; Kizlerli, Deniz ; Saydumarov, Saidgozi ; Ali, Fahad ; Ulku, Numan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001105.

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2023Overnight returns and investor sentiment: Further evidence from the Taiwan stock market. (2023). Tsai, Pin-Chieh ; Weng, Pei-Shih ; Zhang, Hang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001646.

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2023Air pollution and institutional investors valuation bias during initial public offerings. (2023). Wu, Fei ; Ma, Xinru ; He, Jingbin ; Chi, Yeguang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001671.

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2023Momentum in machine learning: Evidence from the Taiwan stock market. (2023). Lin, Chih-Yung ; Kong, De-Rong ; Bui, Dien Giau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002494.

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2023Momentum and individual investor trades: Evidence from Singapore. (2023). Tan, Chek Ann ; Ni, Zhenghui ; Hameed, Allaudeen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002573.

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2023Tax clientele and share repurchase execution. (2023). Wang, Jin-Ying. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:168-176.

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2024Dual effects of investor sentiment and uncertainty in financial markets. (2024). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

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2024Search symbols, trading performance, and investor participation. (2024). Lin, Chih-Yung ; Hasan, Iftekhar ; Chuang, Hui-Ching. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:380-393.

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2023Retail investor trading and ESG pricing in China. (2023). Wan, Die ; Liu, Xufeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000375.

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2024Does minority shareholder activism reduce stock idiosyncratic risk?. (2024). Qiu, Yuhang ; Lu, Jing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002878.

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2023When do robo-advisors make us better investors? The impact of social design elements on investor behavior. (2023). Spann, Martin ; Morana, Stefan ; Back, Camila. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:103:y:2023:i:c:s2214804323000101.

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2023Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland. (2023). Kutan, Ali ; Brzeszczyski, Janusz ; Gajdka, Jerzy ; Bolek, Monika ; Wolski, Rafa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-07-2021-0124.

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2023Blockholdings, Dividend Policy, Stock Returns and Return Volatility: Evidence from the UAE. (2023). Chamberlain, Trevor William ; Butt, Umar. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:4:p:122-:d:1260482.

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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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2023Will the reddit rebellion take you to the moon? Evidence from WallStreetBets. (2023). Wang, Ruixiang ; Morillon, Thibaut G ; Chacon, Ryan G. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00415-w.

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2023Bank CEO risk-taking incentives and bank lending quality. (2023). Thuy, Tran Thi ; Lin, Chih-Yung ; Ho, Po-Hsin ; Zhai, Rui-Xiang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-022-01119-y.

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2023Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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2023At the Top of the Mind: Peak Prices and the Disposition Effect. (2023). Gathergood, John ; Stewart, Neil ; Loewenstein, George ; Hume, David ; Quispe-Torreblanca, Edika. In: Discussion Papers. RePEc:not:notcdx:2023-09.

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2023Bonding, signaling theory and dividend policy: Evidence from multinational firms. (2023). Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00289-7.

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2024The Value of Corporate Bond Listing. (2024). Gullett, Nell S ; Cole, Brittany M. In: MPRA Paper. RePEc:pra:mprapa:120601.

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2024Measuring the Validity of the Instrument of Information Asymmetry, Accounting Information, Personal Values, Investment Satisfaction and Investor Decision: An Empirical Analysis of Pakistani Stock Exch. (2017). Hunjra, Ahmed Imran ; Khalid, Babar. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:3:y:2017:i:2:p:6-22.

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2023The American spirit: The performativity of folk economics in global financial markets. (2023). Muradoglu, Gulnur ; Gozluklu, Arie ; Tarim, Emre. In: Environment and Planning A. RePEc:sae:envira:v:55:y:2023:i:8:p:1906-1927.

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2023Does corporate social responsibility affect the institutional ownership of firms in the hospitality and tourism industry?. (2023). Bilinski, Pawel ; Lyssimachou, Danielle. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:4:p:853-879.

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2023Gazing through the bubble: an experimental investigation into financial risk-taking using eye-tracking. (2023). Miyakoshi, Makoto ; Kubinschi, Matei Nicolae ; Cepoi, Cosmin-Octavian ; Toma, Filip-Mihai. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00444-4.

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2023Education and financial mistakes: The case of avoidable trading fees in stock markets. (2023). Mendes, Victor ; Silva, Paulo Pereira. In: Portuguese Economic Journal. RePEc:spr:portec:v:22:y:2023:i:2:d:10.1007_s10258-022-00209-y.

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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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2023Herd behaviors in index futures trading: Driving factors and impact on market volatility. (2023). Weng, Peishih ; Hu, Wanting ; Wu, Minghung. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1373-1392.

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2023Who has an edge in trading index derivatives?. (2023). Lee, Jaeram ; Kang, Jangkoo ; Jang, Jeewon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:325-348.

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2023Who pays the liquidity cost? Central bank announcements and adverse selection. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:904-924.

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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.
[Full Text][Citation analysis]		article88
2001Explaining Intraday Pattern of Trading Volume from the Order Flow Data In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2007The Cost of Owning Employer Stocks: Lessons From Taiwan In: Working Papers, Center for Retirement Research at Boston College.
[Full Text][Citation analysis]		paper4
2008The Costs of Owning Employer Stocks: Lessons from Taiwan.(2008) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2004Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article80
2014The cross-section of speculator skill: Evidence from day trading In: Journal of Financial Markets.
[Full Text][Citation analysis]		article33
2014Hedging costs, liquidity, and inventory management: The evidence from option market makers In: Journal of Financial Markets.
[Full Text][Citation analysis]		article13
1999Trading patterns of big versus small players in an emerging market: An empirical analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article30
2006Taxes and dividend clientele: Evidence from trading and ownership structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
2007IPO auctions and private information In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
1999Performance of various transaction frequencies under call markets: The case of Taiwan In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article6
2022Do Inquiry Letters Curb Corporate Catering Motives of High Sustainable R&D Investment? Empirical Evidence from China In: Sustainability.
[Full Text][Citation analysis]		article1
2013Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article5
2020Learning, Fast or Slow In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article7
2009Just How Much Do Individual Investors Lose by Trading? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article322
2006The Tendency of Firm Managers to Avoid Small Losses In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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