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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675

SSRN CITATIONS
Rank 31,149

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Top 31,149

in Total Papers Citations

13

CROSSREF CITATIONS

14

Scholarly Papers (2)

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1.

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

Downloads 394 (103,902)
Citation 13

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

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 53 Posted: 13 Dec 2017 Last Revised: 11 Sep 2020
Tomy Lee and Chaojun Wang
CEU and University of Pennsylvania - The Wharton School
Downloads 334 (124,287)
Citation 3

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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 60 (481,090)
Citation 12

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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
CEU
Downloads 281 (149,257)
Citation 1

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latency, market fragmentation, liquidity, price discovery