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

DOWNLOADS

461

SSRN CITATIONS
Rank 35,236

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Top 35,236

in Total Papers Citations

10

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 244 (131,991)

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latency, market fragmentation, liquidity, price discovery

2.

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

Downloads 217 (147,889)
Citation 9

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 185 (171,440)
Citation 2

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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 32 (492,412)
Citation 8

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