Albert J. Lee

SUNY at Buffalo - School of Management

Jacobs Management Center

Buffalo, NY 14222

United States

SCHOLARLY PAPERS

2

DOWNLOADS

542

CITATIONS

0

Scholarly Papers (2)

1.

High-Frequency Trading: Review of the Literature and Regulatory Initiatives Around the World

Asia-Pacific Journal of Financial Studies, Forthcoming
Number of pages: 40 Posted: 02 Dec 2015
Kee H. Chung and Albert J. Lee
State University of New York at Buffalo - School of Management and SUNY at Buffalo - School of Management
Downloads 431 (61,972)

Abstract:

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High-frequency traders, Market quality, Market volatility, Market regulation, Algorithmic trading

2.

Tick Size, Liquidity for Small and Large Orders, and Price Informativeness: Evidence from the Tick Size Pilot Program

Number of pages: 66 Posted: 04 Aug 2018 Last Revised: 15 Oct 2018
Kee H. Chung, Albert J. Lee and Dominik Rösch
State University of New York at Buffalo - School of Management, SUNY at Buffalo - School of Management and State University of New York at Buffalo - School of Management
Downloads 111 (231,596)

Abstract:

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Liquidity, Tick Size, Pilot Program, Pricing Efficiency, Bid-Ask Spread, Trading Cost