Eun Jung Lee

Hanyang University

Associate Professor

505 KyoungSang Kwan, 55 Hanyangdaehak-ro,

Sangrok, Ansan, Kyeonggi-do

15588

SCHOLARLY PAPERS

12

DOWNLOADS

1,543

SSRN CITATIONS
Rank 35,489

SSRN RANKINGS

Top 35,489

in Total Papers Citations

21

CROSSREF CITATIONS

7

Scholarly Papers (12)

1.

Microstructure-Based Manipulation: Strategic Behavior and Performance of Spoofing Traders

Journal of Financial Markets 16, 2013, 227-252
Number of pages: 53 Posted: 19 Jan 2009 Last Revised: 03 Aug 2014
Eun Jung Lee, Kyong Shik Eom and Kyung Suh Park
Hanyang University, CRMR, University of California, Department of Economics and Korea University - Department of Finance
Downloads 824 (55,495)
Citation 13

Abstract:

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Spoofing order, Microstructure-based manipulation, Pre-trade transparency, Strategic trading behavior, Day trading

2.

Large Trade Anticipation

Number of pages: 56 Posted: 25 Apr 2016 Last Revised: 13 Apr 2019
Kyoung-hun Bae, Peter Dixon and Eun Jung Lee
Ulsan National Institute of Science and Technology, U.S. Securities and Exchange Commission and Hanyang University
Downloads 303 (184,853)

Abstract:

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High Frequency Trading, Large Trade Execution, Order Anticipation, Information Leakage

3.

Invariance of Buy-Sell Switching Points

Robert H. Smith School Research Paper No. RHS 2730770
Number of pages: 27 Posted: 11 Feb 2016 Last Revised: 30 Oct 2016
Ulsan National Institute of Science and Technology, University of Maryland, Hanyang University and New Economic School (NES)
Downloads 247 (227,403)
Citation 6

Abstract:

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finance, market microstructure, invariance, trading volume, volatility, liquidity, price impact, market depth

Equity Issuance and Cash Savings: New Evidence

Number of pages: 55 Posted: 30 Aug 2022
University of Alberta - Campus Saint-Jean, Sunmoon university, University of South Carolina - Moore School of Business, Hanyang University and Sungkyunkwan University (SKKU)
Downloads 68 (618,832)

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Equity issuance, cash savings, the value of cash, growth option, market-to-book

Equity Issuance and Cash Savings: New Evidence

Number of pages: 55 Posted: 12 Oct 2023
Sunmoon university, University of Alberta - Campus Saint-Jean, University of South Carolina - Moore School of Business, Hanyang University and Sungkyunkwan University (SKKU)
Downloads 17 (1,005,905)

Abstract:

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Equity issuance, cash savings, the value of cash, growth option

5.

Invariance of Switching Points

Number of pages: 44 Posted: 15 Feb 2023
Hanyang University, University of Maryland, Hanyang University and New Economic School (NES)
Downloads 57 (665,660)

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trading, institutional investors, retail investors, asset pricing, volume.

6.

A Critical Assessment of the Partial Leverage Adjustment Model: Target-Overshooting Behavior

Number of pages: 25 Posted: 11 Dec 2022 Last Revised: 03 Apr 2024
Heejung Choi, Eun Jung Lee and Jungwon Suh
Sunmoon university, Hanyang University and Sungkyunkwan University (SKKU)
Downloads 27 (877,081)

Abstract:

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Capital structure, leverage adjustment speed, partial leverage adjustment, target leverage, overshooting

7.

High Frequency Trading in the Korean Index Futures Market

Journal of Futures Markets, Vol. 35, Issue 1, 31-51, January 2015
Posted: 21 Feb 2016
Eun Jung Lee
Hanyang University

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High Frequency Trading, Market Quality, Liquidity Provision, Profitability

8.

An Analysis of Split Orders in an Index Options Market

Applied Economics Letters, Vol. 18, No. 5, 2011
Posted: 19 Feb 2016
Joon Chae and Eun Jung Lee
Seoul National University and Hanyang University

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9.

Who Makes Markets? Liquidity Providers Versus Algorithmic Traders

Journal of Futures Markets, Vol. 33, Issue 5, 397–420, 2013
Posted: 19 Feb 2016
Joon Chae, Jaeuk Khil and Eun Jung Lee
Seoul National University, Hanyang University and Hanyang University

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10.

Does 'Vote No' Change Corporate Governance and Firm Value? Evidence from the Shareholder Activism of the Korean National Pension Service

Emerging Markets Finance and Trade, Vol. 50, No. 5, 2014
Posted: 19 Feb 2016
Sungmin Kim, Hee Sub Byun and Eun Jung Lee
Hanyang University, Independent and Hanyang University

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corporate governance, firm valuation, pension fund, shareholder activism

11.

The Role of the Temporary Component in Spot Prices in the Revision of Expected Future Spot Prices: Evidence from Index Futures Quotes

The Journal of Futures Markets, Vol. 32, No. 3, 230–251 (2012)
Posted: 28 Jan 2016
University of Seoul, College of Business Administration, Korea University, Hanyang University and Korea University - Department of Finance

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Foreign investors, Temporary component, Extrapolative expectations, Index futures

12.

How Corporate Governance Affects Payout Policy under Agency Problems and External Financing Constraints

Journal of Banking and Finance, Forthcoming
Posted: 15 Jun 2009
Joon Chae, Sungmin Kim and Eun Jung Lee
Seoul National University, Hanyang University and Hanyang University

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Payout policy, Corporate governance, Agency problems, External financing constraints