Lei Yu

University of Notre Dame

Assistant Professor

256 Mendoza College of Business

Notre Dame, IN 46556

United States

SCHOLARLY PAPERS

4

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SSRN CITATIONS
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SSRN RANKINGS

Top 8,104

in Total Papers Citations

11

CROSSREF CITATIONS

137

Scholarly Papers (4)

Lifting the Veil: An Analysis of Pre-Trade Transparency at the NYSE

Leonard N. Stern School of Business Dept. of Finance Working Paper No. 03-002
Number of pages: 45 Posted: 09 Apr 2003
Singapore Management University - Lee Kong Chian School of Business, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Notre Dame
Downloads 729 (37,717)
Citation 11

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Market microstructure, informational efficiency, liquidity, market design, New York Stock Exchange, OpenBook, transparency, trading strategies, limit orders, specialists

Lifting the Veil: An Analysis of Pre-Trade Transparency at the Nyse

NYU Working Paper No. S-DRP-03-06
Number of pages: 42 Posted: 07 Nov 2008
Singapore Management University - Lee Kong Chian School of Business, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Notre Dame
Downloads 125 (252,052)
Citation 7

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Lifting the Veil: An Analysis of Pre-Trade Transparency at the NYSE

Journal of Finance, Vol. 60, pp. 783-815, 2005
Posted: 07 Mar 2004
Singapore Management University - Lee Kong Chian School of Business, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Notre Dame

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Market microstructure, informational efficiency, liquidity, market design, New York Stock Exchange, OpenBook, transparency, trading strategies, limit orders, specialists

2.

Basket Securities, Price Formation, and Informational Efficiency

Number of pages: 50 Posted: 05 Dec 2005
Lei Yu
University of Notre Dame
Downloads 670 (42,893)
Citation 12

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Exchange Traded Funds, Price Discovery, Informational Efficiency

3.

Information Asymmetry About the Firm and the Permanent Price Impact of Trades: Is There a Connection?

NYU Working Paper No. FIN-01-009
Number of pages: 48 Posted: 03 Nov 2008 Last Revised: 15 Jan 2011
Gideon Saar and Lei Yu
Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Notre Dame
Downloads 182 (184,412)

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Financial holding companies, Section 20 subsidiaries, "Too big to fail" guarantees, Financial reform