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2
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OLC EcoSci
ECONIS (ZBW)
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Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets
Lee, Yi-Tsung
;
Wu, Wei-Shao
;
Yang, Yun Hong
- In:
Asia-Pacific financial markets
20
(
2013
)
3
,
pp. 219-242
Persistent link: https://www.econbiz.de/10010166877
Saved in:
2
Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange
Lee, Yi-Tsung
;
Liu, Yu-Jane
;
Roll, Richard
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 327-342
Persistent link: https://www.econbiz.de/10006693320
Saved in:
3
Taxes and dividend clientele: Evidence from trading and ownership structure
Lee, Yi-Tsung
;
Liu, Yu-Jane
;
Roll, Richard
; …
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10005878712
Saved in:
4
Just How Much Do Individual Investors Lose by Trading?
Barber, Brad M.
;
Lee, Yi-Tsung
;
Liu, Yu-Jane
;
Odean, …
- In:
The review of financial studies
22
(
2013
)
2
,
pp. 609-608
Persistent link: https://www.econbiz.de/10010113764
Saved in:
5
IPO auctions and private information
Lin, Ji-Chai
;
Lee, Yi-Tsung
;
Liu, Yu-Jane
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1483-1500
Persistent link: https://www.econbiz.de/10007724977
Saved in:
6
Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan
Barber, Bradm
;
Lee, Yi-Tsung
;
Liu, Yu-Jane
;
Odean, Terrance
- In:
European financial management : the journal of the …
13
(
2007
)
3
,
pp. 423-447
Persistent link: https://www.econbiz.de/10007733642
Saved in:
7
Just How Much Do Individual Investors Lose by Trading?
Barber, Brad M.
;
Lee, Yi-Tsung
;
Liu, Yu-Jane
;
Odean, …
- In:
The review of financial studies
22
(
2009
)
2
,
pp. 609-632
Persistent link: https://www.econbiz.de/10008167234
Saved in:
8
The Costs of Owning Employer Stocks: Lessons from Taiwan
Lee, Yi-Tsung
;
Liu, Yu-Jane
;
Zhu, Ning
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 717-740
Persistent link: https://www.econbiz.de/10008107063
Saved in:
9
Explaining Intraday Pattern of Trading Volume from the Order Flow Data - Based on a comprehensive order flow data from the Taiwan stock market, this study examines directly how the intraday pattern of trading volume is related to the trading behavior of both informed and uninformed traders. The results indicate that both informed and uninformed investors have a strong desire to place orders at the ...
Lee, Yi-Tsung
;
Fok, Robert C.W.
;
Liu, Yu-Jane
- In:
Journal of business finance & accounting : JBFA
28
(
2001
)
1-2
,
pp. 199-230
Persistent link: https://www.econbiz.de/10006980130
Saved in:
10
Trading patterns of big versus small players in an emerging market: An empirical analysis
Lee, Y.-T.
;
Lin, J.-C.
;
Liu, Y.-J.
- In:
Journal of banking & finance
23
(
1999
)
5
,
pp. 701-726
Persistent link: https://www.econbiz.de/10005898241
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