Yi-Tsung Lee
Names
first: |
Yi-Tsung |
last: |
Lee |
Identifer
Contact
Affiliations
-
Peking University
/ Guanghua School of Management
Research profile
author of:
- Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan (repec:bla:eufman:v:13:y:2007:i:3:p:423-447)
by Brad M. Barber & Yi‐Tsung Lee & Yu‐Jane Liu & Terrance Odean - Explaining Intraday Pattern of Trading Volume from the Order Flow Data (repec:bla:jbfnac:v:28:y:2001:i:1-2:p:199-230)
by Yi‐Tsung Lee & Robert C.W. Fok & Yu‐Jane Liu - Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis (repec:cdl:anderf:qt7w8106qn)
by Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar - The Cost of Owning Employer Stocks: Lessons From Taiwan (repec:crr:crrwps:wp2007-24)
by Yi-Tsung Lee & Yu-Jane Liu & Ning Zhu - Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange (repec:cup:jfinqa:v:39:y:2004:i:02:p:327-341_00)
by Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar - The Costs of Owning Employer Stocks: Lessons from Taiwan (repec:cup:jfinqa:v:43:y:2008:i:03:p:717-740_00)
by Lee, Yi-Tsung & Liu, Yu-Jane & Zhu, Ning - The cross-section of speculator skill: Evidence from day trading (repec:eee:finmar:v:18:y:2014:i:c:p:1-24)
by Barber, Brad M. & Lee, Yi-Tsung & Liu, Yu-Jane & Odean, Terrance - Hedging costs, liquidity, and inventory management: The evidence from option market makers (repec:eee:finmar:v:18:y:2014:i:c:p:25-48)
by Wu, Wei-Shao & Liu, Yu-Jane & Lee, Yi-Tsung & Fok, Robert C.W. - Trading patterns of big versus small players in an emerging market: An empirical analysis (repec:eee:jbfina:v:23:y:1999:i:5:p:701-725)
by Lee, Yi-Tsung & Lin, Ji-Chai & Liu, Yu-Jane - Taxes and dividend clientele: Evidence from trading and ownership structure (repec:eee:jbfina:v:30:y:2006:i:1:p:229-246)
by Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar - IPO auctions and private information (repec:eee:jbfina:v:31:y:2007:i:5:p:1483-1500)
by Lin, Ji-Chai & Lee, Yi-Tsung & Liu, Yu-Jane - Inattention and credit card repayment date (repec:eee:jeborg:v:230:y:2025:i:c:s0167268125000265)
by Jiang, Jiajun & Lee, Yi-Tsung & Liu, Yu-Jane & Meng, Juanjuan - Performance of various transaction frequencies under call markets: The case of Taiwan (repec:eee:pacfin:v:7:y:1999:i:1:p:23-39)
by Lang, Larry H. P. & Lee, Yi Tsung - Do Inquiry Letters Curb Corporate Catering Motives of High Sustainable R&D Investment? Empirical Evidence from China (repec:gam:jsusta:v:14:y:2022:i:12:p:7476-:d:842452)
by Yan Yu & Yi-Tsung Lee - Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets (repec:kap:apfinm:v:20:y:2013:i:3:p:219-242)
by Yi-Tsung Lee & Wei-Shao Wu & Yun Yang - Spillover Effects of Preventive Regulation and Corporate R&D Investment Catering: Evidence from China (repec:mes:emfitr:v:59:y:2023:i:11:p:3391-3401)
by Yan Yu & Yi-Tsung Lee - Can Inquiry Letters Make R&D Information Pricing More Effective? Evidence from China (repec:mes:emfitr:v:59:y:2023:i:8:p:2747-2774)
by Yan Yu & Yi-Tsung Lee - Learning, Fast or Slow (repec:oup:rasset:v:10:y:2020:i:1:p:61-93.)
by Brad M Barber & Yi-Tsung Lee & Yu-Jane Liu & Terrance Odean & Ke Zhang - Just How Much Do Individual Investors Lose by Trading? (repec:oup:rfinst:v:22:y:2009:i:2:p:609-632)
by Brad M. Barber & Yi-Tsung Lee & Yu-Jane Liu & Terrance Odean - The Tendency of Firm Managers to Avoid Small Losses (repec:wsi:wschap:9789812772824_0009)
by Yi-Tsung Lee & Ging-Ginq Pan