Adam Y.C. Lei

Midwestern State University

Bridwell Professor of Finance

3410 Taft Blvd

Wichita Falls, TX 76308

United States

http://www.adamyclei.com/

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 15,214

SSRN RANKINGS

Top 15,214

in Total Papers Downloads

2,420

CITATIONS

2

Scholarly Papers (9)

1.

The Value of Stop Loss Strategies

Financial Services Review, Vol. 18, No. 1, pp. 23-51, 2009
Number of pages: 48 Posted: 10 Aug 2008 Last Revised: 04 Feb 2012
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 1,370 (8,428)

Abstract:

Disposition effect, bootstrapping, simulation

2.

Using Bloomberg Terminals in a Security Analysis and Portfolio Management Course

Journal of Economics and Finance Education, Vol. 11, No. 1, pp. 72-92, 2012
Number of pages: 16 Posted: 26 Mar 2012 Last Revised: 15 Apr 2013
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 380 (44,297)

Abstract:

Bloomberg terminals, security analysis, portfolio management, financial education

3.

Arbitrage in Dual Classes: The Case of Berkshire Hathaway

Number of pages: 46 Posted: 10 Aug 2008 Last Revised: 21 Aug 2008
Adam Y.C. Lei
Midwestern State University
Downloads 213 (105,050)
Citation 1

Abstract:

The law of one price, market efficiency, financial decision

4.

Short-Lived Information and Order Strategies: A Clinical Study

Managerial Finance, Vol. 38, No. 2, pp. 143-164, 2012
Number of pages: 44 Posted: 26 Jan 2010 Last Revised: 04 Feb 2012
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 98 (203,321)
Citation 1

Abstract:

Order strategies, market efficiency, intermarket sweep orders, UAL, UAUA

5.

Does it Pay to Realize Tax Losses at the Year-End?

Financial Services Review, Vol. 22, No. 3, pp. 187-209, 2013
Number of pages: 42 Posted: 19 Jan 2013 Last Revised: 04 Mar 2014
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 37 (342,214)

Abstract:

Investment strategy, tax-loss selling, simulation

6.

Portfolio Performance Evaluation Benchmark: A Note

Journal of Economics and Finance Education, Vol. 14, No. 1, pp. 1-7, 2015
Number of pages: 7 Posted: 08 Sep 2014 Last Revised: 02 Jun 2015
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 31 (312,268)

Abstract:

Student managed investment fund, performance evaluation, Bloomberg terminal

7.

Stock Acquisitions, Investor Recognition, and Announcement Returns

Managerial Finance, Vol. 42, No. 6, pp. 518-535, 2016
Posted: 17 Mar 2016 Last Revised: 06 Jun 2016
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University

Abstract:

Mergers and acquisitions, investor recognition, shadow costs

8.

Does Information Production Explain Bidder Liquidity after Takeovers?

Managerial Finance, Vol. 39, No. 10, pp. 915-937, 2013
Posted: 17 Dec 2015
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University

Abstract:

Mergers and acquisitions, liquidity, information asymmetry

9.

Automatic Investment Plans: Realized Returns and Shortfall Probabilities

Financial Services Review, Vol. 16, No. 3, pp. 183-195, 2007
Posted: 10 Aug 2008 Last Revised: 04 Feb 2012
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University

Abstract:

Dollar cost averaging, Bootstrapping, Simulation

Other Papers (1)

Total Downloads: 108    Citations: 6
1.

Dealer Attention, the Speed of Quote Adjustment to Information, and Net Dealer Revenue

Number of pages: 55 Posted: 17 Mar 2005
HSE Moscow, Texas A&M University - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and Midwestern State University
Downloads 107
Citation 6

Abstract:

Microstructure, Market Quality, Trading Costs, Specialist Firms