Yi-Tsung Lee
Professor Accounting at Guanghua School of Management
Schools
- Guanghua School of Management
Links
Biography
Guanghua School of Management
Yi-Tsung Lee a Professor of Accounting at the Guanghua School of Management, Peking University. He joined Guanghua as a Professor in 2009. Yi-Tsung teaches Financial Accounting in the MBA program and Corporate Finance in the undergraduate program at Guanghua.
Research Areas
Education Background
- 1993 National Sun Yat-sen University Finance
- 1989 National Chengchi University Finance
- 1985 National Chung Hsing University Statistics
Career Experience
- 2009~present Professor of Accounting, Guanghua School of Management,Peking University
- 2004~2009 Professor of Accounting, National Chengchi University, Taipei, Taiwan, R.O.C.
- 2008~2008 Visiting Professor, China Center for Economic Research, Peking University
- 2001~2004 Associate Professor of Accounting, National Chengchi University Taipei, Taiwan, R.O.C
- 1993~2001 Associate Professor of Accounting, National Chung Cheng University Chai-Yi, Taiwan, R.O.C.
Selected papers:
- Barber, Brad, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, 2013, “The Cross-Section of Speculator Skill: Evidence from Day Trading,“ Journal of Financial Market, forthcoming.
- Wu, Wei-Shao, Yu-Jane Liu, Yi-Tsung Lee, Robert C.W. Fok, 2013, “Hedging Costs, Liquidity, and Inventory Management: The Evidence from Option Market Makers,” Journal of Financial Markets, forthcoming.
- Barber, Brad, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, 2009.02, Just How Much Do Individual Investors Lose by Trading? Review of Financial Studies (SSCI), Vol. 22 (2), .609-632.
- Lee, Yi-Tsung, Yu-Jane Liu, and Ning Zhu, 2008.09, The Costs of Owning Employer Stocks: Lessons from Taiwan, Journal of Financial and Quantitative Analysis (SSCI), Vol. 43 (3), 717-740.
- Barber, Brad, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, 2007.06, Is the Aggregate Investor Reluctant to Realize Losses: Evidence from Taiwan, European Financial Management (SSCI), Vol. 13 (3), 423-447.
- Lin, Ji-Chai, Yi-Tsung Lee, and Yu-Jane Liu, 2007.05, IPO Auctions and Private Information, Journal of Banking and Finance (SSCI), Vol. 31 (5), 1483-1500.
- Lee, Yi-Tsung, Yu-Jane Liu, Richard Roll, and Avanidhar Subrahmanyam, 2006.01, Taxes and Dividend Clientele: Evidence from Trading and Ownership Structure, Journal of Banking and Finance (SSCI), Vol 30 (1), 229-246.
- Lee, Yi-Tsung, Yu-Jane Liu, Richard Roll, and Avanidhar Subrahmanyam, 2004.06, Order Imbalance and Market Efficiency: Evidence from the Taiwan Stock Exchange, Journal of Financial and Quantitative Analysis (SSCI), Vol 39 (2), 327-341.
- Lee, Yi-Tsung, Robert C.W. Fok, and Yu-Jane Liu, 2001.03, Explaining Intraday Pattern for Trading Volume from the Order Flow Data, Journal of Business Finance and Accounting (SSCI), Jan/March, Vol. 28 (1) & (2), 199-230.
- Lee, Yi-Tsung, Ji-Chai Lin, and Yu-Jane Liu, 1999.05, Trading Patterns of Big Versus Small Players in an Emerging Market: An Empirical Analysis, Journal of Banking and Finance(SSCI, JEL), Vol. 23, 701-725.
- Lang, Larry H.P. and Yi-Tsung Lee, 1999.02, Performance of Various Transaction Frequencies under Call Markets: The Case of Taiwan, Pacific-Basin Finance Journal (JEL, EconLit), Vol. 7, 23-39.
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