Details about Yi-Tsung Lee

Access statistics for papers by Yi-Tsung Lee.

Last updated 2023-05-09. Update your information in the RePEc Author Service.

Short-id: ple556

Working Papers

2007

1. The Cost of Owning Employer Stocks: Lessons From Taiwan
   Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research
   See also Journal Article The Costs of Owning Employer Stocks: Lessons from Taiwan, Journal of Financial and Quantitative Analysis, Cambridge University Press (2008) View citations (4) (2008)

2001

2. Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis
   University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA

Journal Articles

2022

1. Do Inquiry Letters Curb Corporate Catering Motives of High Sustainable R&D Investment? Empirical Evidence from China
   Sustainability, 2022, 14, (12), 1-17 View citations (1)

2020

2. Learning, Fast or Slow
   The Review of Asset Pricing Studies, 2020, 10, (1), 61-93 View citations (7)

2014

3. Hedging costs, liquidity, and inventory management: The evidence from option market makers
   Journal of Financial Markets, 2014, 18, (C), 25-48 View citations (15)
4. The cross-section of speculator skill: Evidence from day trading
   Journal of Financial Markets, 2014, 18, (C), 1-24 View citations (34)

2013

5. Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets
   Asia-Pacific Financial Markets, 2013, 20, (3), 219-242 View citations (5)

2009

6. Just How Much Do Individual Investors Lose by Trading?
   The Review of Financial Studies, 2009, 22, (2), 609-632 View citations (328)

2008

7. The Costs of Owning Employer Stocks: Lessons from Taiwan
   Journal of Financial and Quantitative Analysis, 2008, 43, (3), 717-740 View citations (4)
   See also Working Paper The Cost of Owning Employer Stocks: Lessons From Taiwan, Working Papers, Center for Retirement Research at Boston College (2007) (2007)

2007

8. IPO auctions and private information
   Journal of Banking & Finance, 2007, 31, (5), 1483-1500 View citations (24)
9. Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan
   European Financial Management, 2007, 13, (3), 423-447 View citations (92)

2006

10. Taxes and dividend clientele: Evidence from trading and ownership structure
    Journal of Banking & Finance, 2006, 30, (1), 229-246 View citations (19)

2004

11. Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange
    Journal of Financial and Quantitative Analysis, 2004, 39, (2), 327-341 View citations (80)

2001

12. Explaining Intraday Pattern of Trading Volume from the Order Flow Data
    Journal of Business Finance & Accounting, 2001, 28, (1‐2), 199-230 View citations (12)

1999

13. Performance of various transaction frequencies under call markets: The case of Taiwan
    Pacific-Basin Finance Journal, 1999, 7, (1), 23-39 View citations (6)
14. Trading patterns of big versus small players in an emerging market: An empirical analysis
    Journal of Banking & Finance, 1999, 23, (5), 701-725 View citations (30)

Chapters

2006

1. The Tendency of Firm Managers to Avoid Small Losses
   Chapter 9 in Advances In Quantitative Analysis Of Finance And Accounting, 2006, pp 195-218