Yi-Tsung Lee

Peking University - Guanghua School of Management

Professor

Office 336, Guanghua Building 2

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 6,649

SSRN RANKINGS

Top 6,649

in Total Papers Downloads

6,512

CITATIONS
Rank 1,803

SSRN RANKINGS

Top 1,803

in Total Papers Citations

246

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 3,065 (3,449)
Citation 30

Abstract:

Loading...

day traders, individual investors, market efficiency

2.
Downloads 1,485 ( 11,582)
Citation 188

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 1,485 (11,359)
Citation 188

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 729 (33,302)

Abstract:

Loading...

investor behavior, trading performance, index options

4.

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 395 (72,845)
Citation 28

Abstract:

Loading...

Disposition effect, behavioral finance, investor behavior

5.

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 378 (76,644)
Citation 6

Abstract:

Loading...

6.

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 356 (82,215)
Citation 12

Abstract:

Loading...

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

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 (284,446)
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 (543,831)
Citation 20
  • Add to Cart

Abstract:

Loading...