Tomy Lee

Central European University

Assistant Professor - Finance

Quellenstrasse 51, C310

Vienna, Vienna 1100

Austria

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

SCHOLARLY PAPERS

2

DOWNLOADS

929

SSRN CITATIONS
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Top 34,370

in Total Papers Citations

16

CROSSREF CITATIONS

14

Scholarly Papers (2)

1.
Downloads 599 (85,126)
Citation 13

Why Trade Over-the-Counter?

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 60 Posted: 13 Dec 2017 Last Revised: 16 Nov 2022
Tomy Lee and Chaojun Wang
Central European University and University of Pennsylvania - The Wharton School
Downloads 452 (118,934)
Citation 5

Abstract:

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Over-the-counter, exchanges, adverse selection, price discrimination, venue choice, name give-up, permissioned blockchain

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
Central European University and University of Pennsylvania - The Wharton School
Downloads 147 (367,444)
Citation 12

Abstract:

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

2.

Latency in Fragmented Markets

Number of pages: 51 Posted: 06 Jul 2016 Last Revised: 02 Jun 2019
Tomy Lee
Central European University
Downloads 330 (171,179)
Citation 4

Abstract:

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latency, market fragmentation, liquidity, price discovery