Yi-Tsung Lee : Citation Profile


Are you Yi-Tsung Lee?

Peking University

7

H index

7

i10 index

276

Citations

RESEARCH PRODUCTION:

12

Articles

2

Papers

RESEARCH ACTIVITY:

   15 years (1999 - 2014). See details.
   Cites by year: 18
   Journals where Yi-Tsung Lee has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 2 (0.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple556
   Updated: 2018-07-14    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:

Abreu, Margarida (6)

Smajlbegovic, Esad (6)

Sraer, David (4)

Kaniel, Ron (4)

Heimer, Rawley (4)

De-Losso, Rodrigo (4)

Challet, Damien (3)

Mizrach, Bruce (3)

Sodini, Paolo (3)

Ülkü, Numan (3)

Liu, Yu-Jane (3)

Cites to:

Stoll, Hans (11)

Shleifer, Andrei (5)

Amihud, Yakov (5)

Liu, Yu-Jane (5)

Titman, Sheridan (4)

French, Kenneth (4)

Odean, Terrance (4)

Grinblatt, Mark (4)

Fama, Eugene (4)

Subrahmanyam, Avanidhar (3)

Easley, David (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 (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). Verousis, Thanos ; Kallinterakis, Vasileios ; Leite, Mario Pedro ; 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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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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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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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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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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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). Huo, Rui ; Ahmed, Abdullahi D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:135-152.

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

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

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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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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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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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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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article32
2001Explaining Intraday Pattern of Trading Volume from the Order Flow Data In: Journal of Business Finance & Accounting.
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article7
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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article13
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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article10
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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article4
2009Just How Much Do Individual Investors Lose by Trading? In: Review of Financial Studies.
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article134

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