Yi-Tsung Lee

Peking University - Guanghua School of Management

Professor

Office 336, Guanghua Building 2

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 6,576

SSRN RANKINGS

Top 6,576

in Total Papers Downloads

9,910

SSRN CITATIONS
Rank 6,125

SSRN RANKINGS

Top 6,125

in Total Papers Citations

163

CROSSREF CITATIONS

52

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 4,678 (2,924)
Citation 31

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day traders, individual investors, market efficiency

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 1,622 (16,232)
Citation 130

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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.

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 1,372 (21,269)
Citation 14

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

4.

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 796 (46,115)

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investor behavior, trading performance, index options

5.

Frequent Batch Auctions vs. Continuous Trading: Evidence from Taiwan

Number of pages: 71 Posted: 29 Jan 2021 Last Revised: 25 Apr 2022
Yi-Tsung Lee, Roberto Riccò and Kai Wang
Peking University - Guanghua School of Management, Norwegian School of Economics (NHH) - Department of Finance and Central University of Finance and Economics (CUFE)
Downloads 499 (83,964)

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Frequent Batch Auction, continuous trading, market quality, market efficiency, abnormal return, investor performance

6.

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 425 (101,511)
Citation 19

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Disposition effect, behavioral finance, investor behavior

7.

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

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 399 (109,220)
Citation 9

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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 99 (383,869)
Citation 2

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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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9.

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 20 (735,866)
Citation 6

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