Jeongmin Lee

Washington University in St. Louis - John M. Olin Business School

One Brookings Drive

Campus Box 1133

St. Louis, MO 63130-4899

United States

  • Washington University in St. Louis - John M. Olin Business School

SCHOLARLY PAPERS

8

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22

CROSSREF CITATIONS

18

Scholarly Papers (8)

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1.

Toward a Fully Continuous Exchange

Number of pages: 39 Posted: 01 Mar 2017 Last Revised: 18 Aug 2017
Albert S. Kyle and Jeongmin Lee
University of Maryland and Washington University in St. Louis - John M. Olin Business School
Downloads 770 (45,560)
Citation 12

Abstract:

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Market Microstructure, Smooth Trading, Auction Design, Market Design

2.

Passive Investing and Price Efficiency

Number of pages: 42 Posted: 09 Dec 2020 Last Revised: 15 Jun 2022
Jeongmin Lee
Washington University in St. Louis - John M. Olin Business School
Downloads 415 (98,677)
Citation 1

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passive investing, active investing, price efficiency, liquidity, strategic trading, participation

3.

Information and Competition with Speculation and Hedging

Number of pages: 51 Posted: 03 Jan 2017 Last Revised: 09 Oct 2017
Jeongmin Lee and Albert S. Kyle
Washington University in St. Louis - John M. Olin Business School and University of Maryland
Downloads 367 (113,536)
Citation 3

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competition, informational efficiency, strategic trading, private information, vanishing noise equilibrium, rational expectations equilibrium

4.

Consumers as Financiers: Consumer Surplus, Crowdfunding, and Initial Coin Offerings

Number of pages: 47 Posted: 28 Dec 2018 Last Revised: 26 Jan 2021
Jeongmin Lee and Christine A. Parlour
Washington University in St. Louis - John M. Olin Business School and University of California, Berkeley - Finance Group
Downloads 332 (126,773)
Citation 13

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crowdfunding, initial coin offerings, consumer surplus, efficiency, speculative premium

5.

When Are Financial Markets Perfectly Competitive?

Number of pages: 53 Posted: 03 Jun 2018 Last Revised: 23 Sep 2018
Jeongmin Lee and Albert S. Kyle
Washington University in St. Louis - John M. Olin Business School and University of Maryland
Downloads 246 (172,195)
Citation 5

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market competitiveness, strategic trading, price-taking, rational expectations equilibrium, private information, liquidity, market design.

6.

Collateral Circulation and Repo Spreads

Number of pages: 57 Posted: 12 Jan 2015 Last Revised: 05 Oct 2017
Jeongmin Lee
Washington University in St. Louis - John M. Olin Business School
Downloads 201 (208,287)
Citation 7

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collateral circulation, repo, liquidity, positive feedback, repo run, financial crisis

7.

Heterogeneous Portfolio Constraints and Wealth Distribution Dynamics

Number of pages: 29 Posted: 05 Oct 2017
Jeongmin Lee
Washington University in St. Louis - John M. Olin Business School
Downloads 34 (598,938)

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portfolio constraints, wealth distribution, nonparticipation

8.

Flow Trading

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2022-82
Number of pages: 64 Posted: 24 Jun 2022
Eric B. Budish, Peter Cramton, Albert S. Kyle and Jeongmin Lee
University of Chicago - Booth School of Business, University of Cologne, University of Maryland and Washington University in St. Louis - John M. Olin Business School
Downloads 12 (760,343)

Abstract:

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market design, financial exchanges, portfolios, computation