Post Doctoral Fellow
University of Technology, Sydney - Finance Discipline Group
PO Box 123
email address
Financial Research Network (FIRN)
C/- University of Queensland Business School
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http://www.firn.org.au
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Lee, Adrian D.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 1,306
Total Citations 5
1.
Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Portfolio Holdings Data
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Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Gallagher, David R. Centre for International Finance and Regulation
Posted:
27 Mar 07
Last Revised:
03 Nov 08
445(29,694)
5
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
4
5
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Gallagher, David R. Centre for International Finance and Regulation
Posted:
27 Mar 07
Last Revised:
27 Jul 08
441
5
Equity fund benchmarking, Characteristic-based benchmarks
2.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
03 Aug 07
Last Revised:
19 May 08
357(39,152)
Portfolio construction, Fund mimicking strategies
3.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
19 Mar 10
Last Revised:
08 Nov 12
172(86,456)
Individual investors, individual investor trade performance, market efficiency
4.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Gallagher, David R. Centre for International Finance and Regulation
Posted:
30 May 07
Last Revised:
01 Sep 08
94(140,994)
Location, Information Advantages, Portfolio Management, Investment Performance
5.
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Choy, Shan University of Technology, Sydney (UTS)
Posted:
15 Feb 12
Last Revised:
20 Mar 13
81(155,113)
contracts for difference, CFDs, individual investors, trading costs
6.
Ainsworth, Andrew B. University of Sydney - Finance Discipline
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
17 Mar 11
Last Revised:
21 Nov 11
63(179,238)
bid-ask spread, liquidity, dividend capture, ex-dividend day
7.
Chen, Zhe Macquarie Graduate School of Management
Foster, F. Douglas University of Technology, Sydney
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
37(226,243)
Portfolio emulation, multi-manager, fund-of-funds, offsetting trades, market impact, brokerage
8.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Foster, F. Douglas University of Technology, Sydney
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
35(230,806)
transaction costs, price impact, brokers
9.
Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003-11
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Melser, Daniel University of New South Wales - Australian School of Business - School of Economics
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
21 Feb 12
Last Revised:
07 Feb 13
22(268,261)
Melser, Daniel University of New South Wales - Australian School of Business - School of Economics
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
0
Hedonic regression, housing, excess returns, risk
Melser, Daniel University of New South Wales - Australian School of Business - School of Economics
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
22
hedonic regression, housing, excess returns, risk
.
Lee, Adrian D.'s
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Aggregate Statistics
Total 252
Total Citations 0
1.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
22 Mar 09
Last Revised:
08 Nov 12
197
Individual investors, individual investor trade performance, market efficiency
2.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
24 Aug 08
Last Revised:
14 Nov 08
55
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