Tomy Lee

CEU

Assistant Professor - Finance

Nádor u. 13, 408

Budapest, Budapest 1051

Hungary

http://https://sites.google.com/view/tomylee/home

SCHOLARLY PAPERS

2

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414

SSRN CITATIONS
Rank 35,772

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Top 35,772

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8

CROSSREF CITATIONS

8

Scholarly Papers (2)

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1.

Latency in Fragmented Markets

Number of pages: 51 Posted: 06 Jul 2016 Last Revised: 02 Jun 2019
Tomy Lee
CEU
Downloads 238 (129,401)

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latency, market fragmentation, liquidity, price discovery

2.

Why Trade Over-the-Counter? When Investors Want Price Discrimination

Downloads 176 (172,615)
Citation 8

Why Trade Over-the-Counter? When Investors Want Price Discrimination

Number of pages: 53 Posted: 13 Dec 2017 Last Revised: 07 Feb 2019
Tomy Lee and Chaojun Wang
CEU and University of Pennsylvania - The Wharton School
Downloads 145 (202,920)
Citation 1

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Over-the-counter, exchanges, venue choice, price discrimination, adverse selection

Why Trade Over-the-Counter? When Investors Want Price Discrimination

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 07 Jun 2018
Tomy Lee and Chaojun Wang
CEU and University of Pennsylvania - The Wharton School
Downloads 31 (483,201)
Citation 6

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Over-the-counter, exchanges, venue choice, price discrimination, adverse selection