Eun Jung Lee

Hanyang University

Associate Professor

505 KyoungSang Kwan, 55 Hanyangdaehak-ro,

Sangrok, Ansan, Kyeonggi-do

15588

  • Hanyang University

    • Email
    • Tel: 82-31-400-5645
SCHOLARLY PAPERS

9

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Scholarly Papers (9)

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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 636 (39,782)

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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 184 (160,937)

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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
Kyoung-hun Bae, Albert S. Kyle, Eun Jung Lee and Anna A. Obizhaeva
Ulsan National Institute of Science and Technology, University of Maryland, Hanyang University and New Economic School (NES)
Downloads 115 (236,331)

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

4.

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

5.

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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6.

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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7.

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

8.

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
Hyung Cheol Kang, Dong Wook Lee, Eun Jung Lee and Kyung Suh Park
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

9.

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