Albert Lee : Citation Profile

Hanyang University

2

H index

1

i10 index

32

Citations

RESEARCH PRODUCTION:

2

Articles

RESEARCH ACTIVITY:

   2 years (2020 - 2022). See details.
   Cites by year: 16
   Journals where Albert Lee has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 1 (3.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple1303
   Updated: 2026-02-21    RAS profile: 2026-02-17    
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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 Albert Lee.

Is cited by:

Breckenfelder, Johannes (1)

Ødegaard, Bernt (1)

Lin, Tse-Chun (1)

Kemme, David (1)

Mare, Davide Salvatore (1)

Li, Youwei (1)

Yamamoto, Ryuichi (1)

Cites to:

McInish, Thomas (3)

Subrahmanyam, Avanidhar (3)

Roll, Richard (3)

Fama, Eugene (2)

masulis, ronald (2)

Lee, Charles (2)

Cordella, Tito (2)

Stulz, René (2)

French, Kenneth (2)

Foucault, Thierry (2)

Roesch, Dominik (2)

Main data

Where Albert Lee has published?

Recent works citing Albert Lee (2025 and 2024)

YearTitle of citing document
2025Dark trading volume and market quality: A natural experiment. (2025). Puckett, Andy ; Kelley, Eric K ; Farley, Ryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000100.

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2025Dark Trading and Stock-based CEO Pay. (2025). Rzayev, Khaladdin ; Savaser, Tanseli ; Sisli-Ciamarra, Elif. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001166.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2024Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Lin, Tse-Chun ; Deng, Mengdie ; Zhou, Jiayu. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x.

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2025When do short sellers trade? Evidence from intraday data and implications for informed trading models. (2025). Hu, Danqi ; Jones, Charles M ; Zhang, Xiaoyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001564.

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2025High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants. (2025). Zhang, Ruixun ; Dai, Yuehao ; Zhao, Chaoyi ; Wu, Lan ; Chen, Ermo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000186.

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2024Parameterised response zero intelligence traders. (2024). Cliff, Dave. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:3:d:10.1007_s11403-023-00388-7.

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2024Liquidity In Corporate Markets. (2024). Bebczuk, Ricardo ; Carvajal, Ana Fiorella. In: World Bank Publications - Reports. RePEc:wbk:wboper:41408.

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Works by Albert Lee:

YearTitleTypeCited
2022Hidden liquidity, market quality, and order submission strategies In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2020Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program In: Journal of Financial Economics.
[Full Text][Citation analysis]		article30

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