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Publications

by alumni of

Department of Business Management
College of Management
National Sun Yat-Sen University
Kaohsiung, Taiwan

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2007

  1. Yi-Tsung Lee & Yu-Jane Liu & Ning Zhu, 2007. "The Cost of Owning Employer Stocks: Lessons From Taiwan," Working Papers, Center for Retirement Research at Boston College wp2007-24, Center for Retirement Research, revised Dec 2007.

2001

  1. Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar, 2001. "Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis," University of California at Los Angeles, Anderson Graduate School of Management qt7w8106qn, Anderson Graduate School of Management, UCLA.

Journal articles

2025

  1. Jiang, Jiajun & Lee, Yi-Tsung & Liu, Yu-Jane & Meng, Juanjuan, 2025. "Inattention and credit card repayment date," Journal of Economic Behavior & Organization, Elsevier, vol. 230(C).

2023

  1. Yan Yu & Yi-Tsung Lee, 2023. "Spillover Effects of Preventive Regulation and Corporate R&D Investment Catering: Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 59(11), pages 3391-3401, September.
  2. Yan Yu & Yi-Tsung Lee, 2023. "Can Inquiry Letters Make R&D Information Pricing More Effective? Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 59(8), pages 2747-2774, June.

2022

  1. Yan Yu & Yi-Tsung Lee, 2022. "Do Inquiry Letters Curb Corporate Catering Motives of High Sustainable R&D Investment? Empirical Evidence from China," Sustainability, MDPI, vol. 14(12), pages 1-17, June.

2020

  1. Brad M Barber & Yi-Tsung Lee & Yu-Jane Liu & Terrance Odean & Ke Zhang, 2020. "Learning, Fast or Slow," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(1), pages 61-93.

2014

  1. Barber, Brad M. & Lee, Yi-Tsung & Liu, Yu-Jane & Odean, Terrance, 2014. "The cross-section of speculator skill: Evidence from day trading," Journal of Financial Markets, Elsevier, vol. 18(C), pages 1-24.
  2. Wu, Wei-Shao & Liu, Yu-Jane & Lee, Yi-Tsung & Fok, Robert C.W., 2014. "Hedging costs, liquidity, and inventory management: The evidence from option market makers," Journal of Financial Markets, Elsevier, vol. 18(C), pages 25-48.

2013

  1. Yi-Tsung Lee & Wei-Shao Wu & Yun Yang, 2013. "Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(3), pages 219-242, September.

2009

  1. Brad M. Barber & Yi-Tsung Lee & Yu-Jane Liu & Terrance Odean, 2009. "Just How Much Do Individual Investors Lose by Trading?," The Review of Financial Studies, Society for Financial Studies, vol. 22(2), pages 609-632, February.

2008

  1. Lee, Yi-Tsung & Liu, Yu-Jane & Zhu, Ning, 2008. "The Costs of Owning Employer Stocks: Lessons from Taiwan," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(3), pages 717-740, September.

2007

  1. Brad M. Barber & Yi‐Tsung Lee & Yu‐Jane Liu & Terrance Odean, 2007. "Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan," European Financial Management, European Financial Management Association, vol. 13(3), pages 423-447, June.
  2. Lin, Ji-Chai & Lee, Yi-Tsung & Liu, Yu-Jane, 2007. "IPO auctions and private information," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1483-1500, May.

2006

  1. Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar, 2006. "Taxes and dividend clientele: Evidence from trading and ownership structure," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 229-246, January.

2004

  1. Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar, 2004. "Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 327-341, June.

2001

  1. Yi‐Tsung Lee & Robert C.W. Fok & Yu‐Jane Liu, 2001. "Explaining Intraday Pattern of Trading Volume from the Order Flow Data," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 28(1‐2), pages 199-230, January.

1999

  1. Lee, Yi-Tsung & Lin, Ji-Chai & Liu, Yu-Jane, 1999. "Trading patterns of big versus small players in an emerging market: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 23(5), pages 701-725, May.
  2. Lang, Larry H. P. & Lee, Yi Tsung, 1999. "Performance of various transaction frequencies under call markets: The case of Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 7(1), pages 23-39, February.

Chapters

2006

  1. Yi-Tsung Lee & Ging-Ginq Pan, 2006. "The Tendency of Firm Managers to Avoid Small Losses," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 9, pages 195-218, World Scientific Publishing Co. Pte. Ltd..

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