Yi-Tsung Lee

Peking University - Guanghua School of Management

Professor

Office 336, Guanghua Building 2

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 6,059

SSRN RANKINGS

Top 6,059

in Total Papers Downloads

6,103

CITATIONS
Rank 3,844

SSRN RANKINGS

Top 3,844

in Total Papers Citations

142

Scholarly Papers (9)

1.

The Cross-Section of Speculator Skill: Evidence from Day Trading

Number of pages: 44 Posted: 15 Apr 2004 Last Revised: 24 Feb 2013
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business
Downloads 2,665 (3,124)
Citation 12

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day traders, individual investors, market efficiency

2.
Downloads 1,400 ( 10,562)
Citation 83

Just How Much Do Individual Investors Lose By Trading?

AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper
Number of pages: 30 Posted: 02 Sep 2005
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business
Downloads 1,400 (10,353)
Citation 83

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market efficiency, individual investors, institutional investors, information asymmetry

Just How Much Do Individual Investors Lose by Trading?

The Review of Financial Studies, Vol. 22, No. 2, pp. 609-632, 2009
Posted: 25 Jan 2009
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business

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G11, G14, G15, H31

3.

Investor Trading Behavior and Performances: Evidence from Taiwan Stock Index Options

McCombs Research Paper Series No. FIN-06-09
Number of pages: 41 Posted: 16 Feb 2009 Last Revised: 27 May 2010
Bing Han, Yi-Tsung Lee and Yu-Jane Liu
University of Toronto, Rotman School of Management, Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 629 (30,540)
Citation 1

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investor behavior, trading performance, index options

4.

Why Have Auctions Been Losing Market Shares to Bookbuilding in IPO Markets?

EFMA 2003 Helinski Meetings
Number of pages: 55 Posted: 27 Jun 2003
Ji-Chai Lin, Yi-Tsung Lee and Yu-Jane Liu
Hong Kong PolyU, Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 365 (67,192)
Citation 4

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5.

Is the Aggregate Investor Reluctant to Realize Losses? Evidence from Taiwan

Number of pages: 37 Posted: 16 Nov 2006
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business
Downloads 364 (65,145)
Citation 17

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Disposition effect, behavioral finance, investor behavior

The Cost of Owning Employer Stocks: Lessons from Taiwan

Number of pages: 44 Posted: 15 Mar 2006
Ning Zhu, Yi-Tsung Lee and Yu-Jane Liu
China Academy of Financial Research (CAFR), Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 87 (253,709)
Citation 6

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Employer stock, retirement, pension reform, investor behavior

The Cost of Owning Employer Stocks: Lessons from Taiwan

Posted: 08 Mar 2010
Yi-Tsung Lee, Yu-Jane Liu and Ning Zhu
Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and China Academy of Financial Research (CAFR)

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7.

Do Day Traders Rationally Learn About Their Ability?

Number of pages: 35 Posted: 09 Dec 2014
University of California, Davis, Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and University of California, Berkeley - Haas School of Business
Downloads 45 (126,896)
Citation 2

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learning, day traders, day trading, individual investors, Taiwan

8.

Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan

European Financial Management, Vol. 13, No. 3, pp. 423-447, June 2007
Number of pages: 25 Posted: 24 May 2007
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business
Downloads 14 (484,038)
Citation 17
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9.

Speculative Motive for Holding Cash and High-Interest Entrusted Loans

Number of pages: 33 Posted: 25 Aug 2015
Yan Yu, Yi-Tsung Lee and Robert C.W. Fok
Beijing Technology and Business University - Business School, Peking University - Guanghua School of Management and University of Wisconsin - Parkside - School of Business and Technology
Downloads 9 (288,431)

Abstract:

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Speculative Motive, Cash Holding, High-Interest Entrusted Loans