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Publications

by alumni of

National Sun Yat-Sen University → College of Management → Department of Business Management

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, Center for Retirement Research, number wp2007-24, Oct, 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, Anderson Graduate School of Management, UCLA, number qt7w8106qn, Feb.

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, volume 230, issue C, DOI: 10.1016/j.jebo.2025.106906.

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, volume 59, issue 11, pages 3391-3401, September, DOI: 10.1080/1540496X.2023.2218969.
  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, volume 59, issue 8, pages 2747-2774, June, DOI: 10.1080/1540496X.2023.2190848.

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, volume 14, issue 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, volume 10, issue 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, volume 18, issue C, pages 1-24, DOI: 10.1016/j.finmar.2013.05.006.
  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, volume 18, issue C, pages 25-48, DOI: 10.1016/j.finmar.2013.05.007.

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, volume 20, issue 3, pages 219-242, September, DOI: 10.1007/s10690-013-9165-4.

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, volume 22, issue 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, volume 43, issue 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, volume 13, issue 3, pages 423-447, June, DOI: 10.1111/j.1468-036X.2007.00367.x.
  2. Lin, Ji-Chai & Lee, Yi-Tsung & Liu, Yu-Jane, 2007, "IPO auctions and private information," Journal of Banking & Finance, Elsevier, volume 31, issue 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, volume 30, issue 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, volume 39, issue 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, volume 28, issue 1‐2, pages 199-230, January, DOI: 10.1111/1468-5957.00371.

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, volume 23, issue 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, volume 7, issue 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, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.