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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

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

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/10003461174

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

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

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

The cross-section of speculator skill : evidence from day trading

Barber, Brad M.; Lee, Yi-tsung; Liu, Yu-jane; Odean, … - In: Journal of financial markets 18 (2014), pp. 1-24

Persistent link: https://www.econbiz.de/10010442505

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

Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets

Lee, Yi-Tsung; Wu, Wei-Shao; Yang, Yun - In: Asia-Pacific Financial Markets 20 (2013) 3, pp. 219-242

This article focuses on the information effects between the futures market and its spot market. Intraday data are used to investigate the lead-lag relationships between the returns and trading activity of Taiwan stock index futures and the spot returns. We focus on the transmission direction and...

Persistent link: https://www.econbiz.de/10010866375

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