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Out of sight, not out of mind : the evidence from Taiwan mutual funds

Wang, Jin-Ying; Fok, Robert C. W.; Gao, Ming; Liu, Yu-jane - In: International review of economics & finance : IREF 37 (2015), pp. 138-156

Persistent link: https://www.econbiz.de/10011538290

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/10010187917

Intraday information, trading volume, and return volatility : evidence from the order flows on the Taiwan Stock Exchange

Chow, Edward H.; Lee, Yi-tsung; Liu, Yu-jane - In: Jingji-lunwen 32 (2004) 1, pp. 107-148

Persistent link: https://www.econbiz.de/10002115787

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. 327-341

Persistent link: https://www.econbiz.de/10002103632

Learning Fast or Slow?

Barber, Brad M. - 2019

Rational models claim “trading to learn” explains widespread excessive speculative trading and challenge behavioral explanations of excessive trading. We argue rational learning models do not explain speculative trading by studying day traders in Taiwan. Consistent with previous studies of...

Persistent link: https://www.econbiz.de/10012904590

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/10003285601

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/10003816646

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/10003757796

Is the aggregate investor reluctant to realise losses? : evidence from Taiwan

Barber, Brad M.; Lee, Yi-tsung; Liu, Yu-jane; Odean, … - In: European financial management : the journal of the … 13 (2007) 3, pp. 423-447

Persistent link: https://www.econbiz.de/10003550530

Learning, fast or slow

Barber, Brad M.; Lee, Yi-tsung; Liu, Yu-jane; Odean, … - In: Review of asset pricing studies : RAPS 10 (2020) 1, pp. 61-93

Persistent link: https://www.econbiz.de/10012167275