Yi-Tsung Lee : Citation Profile

Are you Yi-Tsung Lee?

Peking University

9

H index

9

i10 index

635

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: 57.    Total self citations: 2 (0.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple556
   Updated: 2024-11-04    RAS profile: 2023-05-09    
   Missing citations? Add them    Incorrect content? Let us know

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)

Ülkü, Numan (7)

Smajlbegovic, Esad (7)

TSAI, WEI-CHE (6)

Sraer, David (6)

Abreu, Margarida (6)

Challet, Damien (5)

Zhou, Wei-Xing (5)

Chague, Fernando (5)

Cites to:

Grinblatt, Mark (7)

Odean, Terrance (6)

Mayer, Christopher (5)

Shleifer, Andrei (5)

Titman, Sheridan (5)

Amihud, Yakov (5)

Fama, Eugene (4)

French, Kenneth (4)

Barber, Brad (4)

Jagannathan, Ravi (4)

Liu, Yu-Jane (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 (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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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]		article87
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]		article79
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]		article18
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]		article318
2006The Tendency of Firm Managers to Avoid Small Losses In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team