Yi-Tsung Lee : Citation Profile

Peking University

11

H index

12

i10 index

732

Citations

RESEARCH PRODUCTION:

17

Articles

2

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 28
   Journals where Yi-Tsung Lee has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 2 (0.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple556
   Updated: 2026-07-04    RAS profile: 2025-08-07    
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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 (13)

Mendes, Victor (10)

Agudelo, Diego (8)

Smajlbegovic, Esad (7)

Ülkü, Numan (7)

De Winne, Rudy (6)

Abreu, Margarida (6)

Giovannetti, Bruno (6)

TSAI, WEI-CHE (6)

Sraer, David (6)

De-Losso, Rodrigo (5)

Cites to:

Grinblatt, Mark (7)

Odean, Terrance (6)

Titman, Sheridan (5)

Shleifer, Andrei (5)

Zinman, Jonathan (5)

Mayer, Christopher (5)

Amihud, Yakov (5)

Barber, Brad (4)

Fama, Eugene (4)

Liu, Yu-Jane (4)

Karlan, Dean (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
Emerging Markets Finance and Trade2

Recent works citing Yi-Tsung Lee (2025 and 2024)

YearTitle of citing document
2025Forecasting Intraday Volume in Equity Markets with Machine Learning. (2025). Cucuringu, Mihai ; Zhang, Chao ; Li, Kang. In: Papers. RePEc:arx:papers:2505.08180.

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2025Idiosyncratic risk disclosure of IPO firms and institutional investors withdrawals. (2025). He, Xiqiong ; Wu, Xiaowei ; Yang, Tonglin ; Liu, Hao. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:399-428.

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2025Conflicting signals: A study on firms announcing share repurchases soon after seasoned equity offerings. (2025). Wang, Jinying. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:773-791.

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

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2024Leverage Is a Double‐Edged Sword. (2024). Tang, Ke ; Wang, Jingyuan ; Yang, Xuewei ; Subrahmanyam, Avanidhar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1579-1634.

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2024Excess cash and equity option liquidity. (2024). Deng, Min ; Nguyen, Minh. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:401-433.

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2024Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405.

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2024Investor heterogeneity and anchoring-induced momentum. (2024). Kongahawatte, Sampath ; Onishchenko, Olena ; Zhao, Jing ; Kuruppuarachchi, Duminda. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000418.

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2024Optimal stopping decisions and the disposition effect. (2024). Ahn, Yongkil. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000534.

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2024Investor horizon, experience, and the disposition effect. (2024). Neupane, Suman ; Fan, Zhebin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001187.

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2025The impact of peer returns in social trading. (2025). Mller-Okesson, Daniel ; Klocke, Nina ; Pelster, Matthias ; Hasso, Tim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000383.

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2025Kick the cat? Retail investors displaced aggression: Evidence from amazon product ratings. (2025). Wei, Siqi ; Zhao, Yanhui. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000395.

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2024The double-edged sword effect of digital capability on green innovation: Evidence from Chinese listed industrial firms. (2024). Yao, Zheng ; Wang, Xin ; Ma, Chaoqun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:321-339.

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

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2024Information acquisition and processing skills of institutions and retail investors around information shocks. (2024). Tsai, Shih-Chuan ; Fung, Scott ; Obaid, Khaled. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000306.

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2024The correlated trading and investment performance of individual investors. (2024). Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000574.

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2024Political connections and investment efficiency of renewable energy enterprises: The role of marketization. (2024). Lee, Chien-Chiang ; Zheng, Weijia ; Zhang, Mingming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006261.

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2025Can stronger capital markets regulation increase the level of R&D investments?. (2025). Cheng, Shihui ; Zhao, Yong. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925000389.

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2025Corporate financialization, digital transformation, and industrial supply chain resilience: Mechanisms based on R&D investment and financial regulation. (2025). Wang, YE ; Zhu, Mingqi ; Song, Yuchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002066.

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2025Disrupting political ties, enhancing transparency: Chinas anti-corruption campaign and corporate R&D disclosure. (2025). Zhang, Yining ; Hong, Jieying ; Hao, Mengshu. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002479.

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2026A costly spotlight: Public data openness and corporate cash holdings. (2026). Chen, Zongnan ; Ma, Yongfan. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925009044.

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2024Institutional consensus after earnings announcements: Information or crowding?. (2024). Klein, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002874.

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2024Retail traders and co-movement: Evidence from Robinhood trading activity. (2024). faff, robert ; Oliver, Barry ; Haghighi, Afshin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003636.

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2024Measuring speculation beyond day trading and bets on lottery-like stocks. (2024). De Winne, Rudy ; Dhondt, Catherine ; de Bondt, Werner. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005647.

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2024Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446.

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2025The impact of management equity incentive on firms risk-taking under different monitoring conditions. (2025). Su, Zhongfeng ; Geng, Haipeng ; Wang, Junkai. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007221.

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2025Impact of non-financial listed companies investment in wealth management products on industrial investment efficiency and R&D expenditure: A dual effect analysis. (2025). Zhou, Jia. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007506.

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2025Does R&D make stocks lottery-like?. (2025). Zhang, Lingxiao ; Gao, Yuanqi ; Luo, QI ; Li, Chuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007725.

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2024Does peer firms debt default have positive externalities: The investment efficiency perspective. (2024). Song, Yuhang ; Jin, Long ; Pan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011595.

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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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2024Information disclosure transparency and shareholder wealth: Based on textual analysis. (2024). Xie, Wenxin. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006809.

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2024Customer structure and R&D investment: Based on innovative trait. (2024). Cui, Wenxin ; Qiao, Cuixia. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007475.

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2024Enterprises’ internationalization, R&D investment and enterprise performance. (2024). Fu, Yanyu. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007517.

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2024The impact of corporate R&D on the transformation of intellectual property into intangible assets. (2024). Ye, Jingjing ; Lin, Yinghua. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013667.

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2025Relationship between data elements, industry concentration, and firms’ breakthrough innovation. (2025). Xiao, Yineng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015320.

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2025Exploring the effect of VAT carryforward and refund policy on enhancing innovation efficiency among Chinas A-share listed firms. (2025). Sun, ZE ; Huang, Yisong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015976.

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2025Patent quality, R&D investment, and the profitability of technology-based firms. (2025). Zhang, Yong ; Chen, Hanjun ; Qian, Long ; Gu, Haohao ; Dong, Sha ; Zheng, KE. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001874.

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2025Management equity incentives, market dynamics, and corporate R&D investment. (2025). Hu, Chun ; Wang, Fei ; He, Haoyang ; Shin, Yeon-Soo. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002624.

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2025Investigation into the effects of equity incentives for executives and R&D personnel on corporate financialization. (2025). Chen, Sichong ; Liang, Shan ; Zhang, Didi. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003654.

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2025Exploration of the relationship between firm growth and R&D investment under monetary policy adjustment. (2025). Liu, Min ; He, Jiurui. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s154461232500368x.

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2025Regulatory inquiry letters and green M&As of heavily polluting firms. (2025). Qiu, Jinlong ; Wang, Xue ; Bao, Wenshuang. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004465.

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2025Intellectual property protection: How bankruptcy courts shape corporate technological innovation and patent quality. (2025). Wu, Xiaoming. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005550.

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2025Private investors and the emergence of neo-brokers: Do investors pay higher execution prices at a neo-broker with payment-for-order-flow?. (2025). Johanning, Lutz ; Uhr, Charline ; Meyer, Steffen. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006774.

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2025Does globalized R&D promote corporate innovation?. (2025). Han, Mingfeng ; Sun, Yuliang. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325004957.

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2025Beyond the final whistle: AFL grand final and retail investor trading. (2025). Sui, Yanjun ; Tian, Xiao ; Chiah, Mardy ; Zhong, Angel. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325013923.

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2026How are retail investors informed? A perspective from institutional trading intention exposure. (2026). Sun, Xuchu ; Li, Tangrong ; Zhang, Qing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:106:y:2026:i:c:s1042443125001490.

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

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

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2024Lottery jackpot winnings and retail trading in the neighborhood. (2024). Lin, Tse-Chun ; Chan, Yu-Ju ; Bui, Dien Giau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001833.

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2025Windfall gains and stock market participation: Evidence from shopping receipt lottery. (2025). Zhu, Jian-Da ; Yang, Tzu-Ting ; Lin, Tse-Chun ; Huang, Hsuan-Hua ; Cheng, Tzu-Chang Forrest. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002929.

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2025Motivated beliefs about stock returns. (2025). Iturbe-Ormaetxe, Inigo ; Cueva, Carlos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s037842662500130x.

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2026Effectiveness of warning signal and overconfident investors. (2026). Tedde, Mariachiara ; Inghelbrecht, Koen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:184:y:2026:i:c:s0378426625002377.

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2026Familiarity breeds day trade. (2026). Giovannetti, Bruno ; Paiva, Guilherme ; Chague, Fernando. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:185:y:2026:i:c:s0378426626000257.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Short-covering bubbles. (2024). guimaraes, bernardo ; Pannella, Pierluca. In: Journal of Economic Theory. RePEc:eee:jetheo:v:219:y:2024:i:c:s0022053124000528.

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2024High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001235.

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2025Regulating inattention in fee-based financial advice. (2025). , Kingsley ; Edelen, Roger M ; Han, Jingyi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002083.

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2025Stakes and investor behaviors. (2025). Sui, Pengfei ; Wang, Baolian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001540.

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

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2024Dividend-tax avoidance trade and its impact on the stock market. (2024). Chiang, Yao-Min ; Liu, Wen-Rang ; Chung, San-Lin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000908.

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2024The disposition effect on partially informed short sellers. (2024). Chiu, Hsin-Yu ; Lin, Li-Jung ; Tsai, Wei-Che. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002312.

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2025Does non-punitive regulation increase the demand for D&O insurance?. (2025). Li, Conggang ; Gu, Qiankun ; Xu, Yize. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003494.

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2025How retail investors affect the stock market?. (2025). Chan, Chang ; Zhan, Feng ; Zhou, Xiaozhou. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x2400372x.

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2025Market participants trading behavior toward anomalies: Evidence from the Korean market. (2025). Kang, Jangkoo ; Kim, Donghoon ; Roh, Soohyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003743.

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2025COVID-19 and investors trading behavior: Evidence from the New Zealand equity market. (2025). Onishchenko, Olena ; Finta, Marinela Adriana ; Wilkinson, Finn West. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x2400386x.

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2025Do political preferences shape retail investors decisions? Evidence from the Taiwan stock market. (2025). Chen, Chi-Yu ; Weng, Pei-Shih ; Hoi, Weng Ian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004013.

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2025Competence and ambiguity aversion of heterogeneous investors. (2025). Lai, Christine W ; Lien, Donald ; Tsai, Shih-Chuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000150.

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2025Foreign institutional investor herding and ESG ratings. (2025). Yang, Jimmy J ; Fang, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000290.

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2026Asset pricing and a tale of night and day: Evidence from Taiwan. (2026). Tseng, Shiang-Ting ; Yang, Nien-Tzu ; Chang, Hui-Wen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:95:y:2026:i:c:s0927538x25003403.

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

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2026Post recommendation price drift: Evidence from Chinese stock market. (2026). Hao, Yarong ; Zhu, Chengke. In: International Review of Economics & Finance. RePEc:eee:reveco:v:105:y:2026:i:c:s1059056025009931.

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2024Search symbols, trading performance, and investor participation. (2024). Lin, Chih-Yung ; HASAN, IFTEKHAR ; Huang, Yin-Siang ; 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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2024Does minority shareholder activism reduce stock idiosyncratic risk?. (2024). Lu, Jing ; Qiu, Yuhang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002878.

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2024ESG rating disagreement and idiosyncratic return volatility: Evidence from China. (2024). Liu, Xiangqiang ; Yang, Qingqing ; Dai, Peng-Fei ; Wei, Kai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001612.

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2025Can non-punitive regulation curb corporate greenwashing?Evidence from a word embedding model. (2025). Xiong, Jiacai ; Wang, Qing Sophie ; Yang, Zelin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001175.

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2025ESG greenwashing and retail investor criticisms. (2025). Liu, Zhen-Yuan ; Zhu, Yunfu ; Zhong, MA. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925002909.

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2024High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124228.

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2024Impact of the COVID-19 Market Turmoil on Investor Behavior: A Panel VAR Study of Bank Stocks in Borsa Istanbul. (2024). Ekinci, Cumhur ; Ersan, Ouz. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:14-:d:1333341.

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2024When Buffett Meets Bollinger: An Integrated Approach to Fundamental and Technical Analysis. (2024). Sun, Licheng ; Zhu, Zhaobo. In: Post-Print. RePEc:hal:journl:hal-04703041.

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2024MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024.

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2024Who Profits from Trading Options?. (2024). Park, Seongkyu (Gilbert) ; Hu, Jianfeng ; Ryu, Doojin ; Kirilova, Antonia. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:7:p:4742-4761.

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2025Investor Logins and the Disposition Effect. (2025). Quispe-Torreblanca, Edika ; Gathergood, John ; Stewart, Neil ; Loewenstein, George. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:1:p:219-239.

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2025Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK. (2025). Bhat, Suhail Ahmad ; Gulam, Younis Ahmed ; Lone, Umer Mushtaq. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09464-9.

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2025An Effective Investments System in the Optimal Portfolio Selection Intelligence (OPSI). (2025). Loukeris, Nikolaos ; Eleftheriadis, Iordanis ; Livanis, Efstratios. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:6:d:10.1007_s10614-025-10854-y.

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2024Foreign versus domestic institutional ownership and stock price synchronicity in Taiwan. (2024). Ngoc, Thi Bao ; Chen, Kai-Chien ; Ke, Dun-Yao ; Yang, Pi-Yun. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:2:d:10.1007_s11408-023-00441-2.

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2026Dynamic Incentives in REIT Option Markets. (2026). Sheng, Hainan ; Harrison, David M ; Cashman, George D. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:72:y:2026:i:1:d:10.1007_s11146-025-10022-x.

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2024Decomposing Uncertainty in Macro-Finance Term Structure Models. (2024). Byrne, Joseph ; Cao, Shuo. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:3:p:428-449..

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2025Change of the disposition effect and investor sentiment. (2025). Yang, Pujian. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:5:d:10.1057_s41260-025-00412-4.

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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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2024Small Savings Scheme of the Post Office and Savings Habit of People: The Role of Financial Consultant. (2024). Mohanta, Giridhari. In: Business Perspectives and Research. RePEc:sae:busper:v:12:y:2024:i:1:p:65-82.

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2025The Dark Side of Minority Shareholder Activism on R&D Investment: Perspective of Managers Pressure Perception. (2025). Sun, Junqin ; Zhang, Junrui ; Song, Xiaoyue. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:7:p:3820-3848.

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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]		article97
2001Explaining Intraday Pattern of Trading Volume from the Order Flow Data In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article12
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]		article84
2014The cross-section of speculator skill: Evidence from day trading In: Journal of Financial Markets.
[Full Text][Citation analysis]		article36
2014Hedging costs, liquidity, and inventory management: The evidence from option market makers In: Journal of Financial Markets.
[Full Text][Citation analysis]		article16
1999Trading patterns of big versus small players in an emerging market: An empirical analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article32
2006Taxes and dividend clientele: Evidence from trading and ownership structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
2007IPO auctions and private information In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article24
2025Inattention and credit card repayment date In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
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]		article6
2023Spillover Effects of Preventive Regulation and Corporate R&D Investment Catering: Evidence from China In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article21
2023Can Inquiry Letters Make R&D Information Pricing More Effective? Evidence from China In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article19
2020Learning, Fast or Slow In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article10
2009Just How Much Do Individual Investors Lose by Trading? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article343
2006The Tendency of Firm Managers to Avoid Small Losses In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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