Yi-Tsung Lee

Peking University - Guanghua School of Management

Professor

Office 336, Guanghua Building 2

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 6,774

SSRN RANKINGS

Top 6,774

in Total Papers Downloads

6,700

SSRN CITATIONS
Rank 6,057

SSRN RANKINGS

Top 6,057

in Total Papers Citations

125

CROSSREF CITATIONS

50

Scholarly Papers (8)

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 3,173 (3,468)
Citation 25

Abstract:

Loading...

day traders, individual investors, market efficiency

2.
Downloads 1,498 ( 12,063)
Citation 108

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 1,498 (11,826)
Citation 108

Abstract:

Loading...

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

Abstract:

Loading...

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 737 (34,469)

Abstract:

Loading...

investor behavior, trading performance, index options

4.

Learning Fast or Slow?

Forthcoming: Review of Asset Pricing Studies
Number of pages: 58 Posted: 09 Dec 2014 Last Revised: 12 Jul 2019
University of California, Davis, Peking University - Guanghua School of Management, Peking University - Guanghua School of Management, University of California, Berkeley - Haas School of Business and Nanjing University - School of Management and Engineering
Downloads 411 (72,939)
Citation 10

Abstract:

Loading...

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

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 398 (75,681)
Citation 14

Abstract:

Loading...

Disposition effect, behavioral finance, investor behavior

6.

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 379 (79,990)
Citation 8

Abstract:

Loading...

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 89 (297,040)
Citation 2

Abstract:

Loading...

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)

Abstract:

Loading...

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 15 (568,391)
Citation 3
  • Add to Cart

Abstract:

Loading...