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

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 29,572

SSRN RANKINGS

Top 29,572

in Total Papers Downloads

2,377

SSRN CITATIONS
Rank 23,881

SSRN RANKINGS

Top 23,881

in Total Papers Citations

22

CROSSREF CITATIONS

18

Scholarly Papers (8)

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

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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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)

Abstract:

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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
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