論文著作 |
A.期刊論文
1. Barber, Brad, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, 2008, Just How MuchDo Individual Investors Lose by Trading? Review of Financial Studies (SSCI),forthcoming.
2. 李怡宗、劉玉珍、王錦瑩、陳薇如、賴文弘,2008,限價委託簿資訊透明度與市場品質,證券市場發展季刊 (TSSCI),forthcoming 。
3. 鄭立仁、李怡宗,2008,資產減損會計資訊與權益存續期間之關聯性:以台灣金融機構為例,證券市場發展季刊 (TSSCI),forthcoming 。
4. Lee, Yi-Tsung, Yu-Jane Liu, and Ning Zhu, 2008, The Costs of Owning EmployerStocks: Lessons from Taiwan, Journal of Financial and Quantitative Analysis (SSCI),Vol. 43 (3), 717-740.
5. Barber, Brad, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, 2007, Is theRepresentative Investor Reluctant to Realize Losses: Evidence from Taiwan, EuropeanFinancial Management (SSCI), Vol. 13 (3), 423-447.
6. Lin, Ji-Chai, Yi-Tsung Lee, and Yu-Jane Liu, 2007, IPO Auctions and PrivateInformation, Journal of Banking and Finance (SSCI), Vol. 31 (5), 1483-1500. NSC92-2416-H-004-031
7. Lee, Yi-Tsung and Ging-Ginq Pan, 2006, The Tendency of Firm Managers to AvoidSmall Losses, Advances in Quantitative Analysis of Finance and Accounting (FLI), Vol.4, Ch. 9, 195-218.
8. Lee, Yi-Tsung, Yu-Jane Liu, Richard Roll, and Avanidhar Subrahmanyam, 2006, Taxesand Dividend Clientele: Evidence from Trading and Ownership Structure, Journal ofBanking and Finance (SSCI), Vol 30 (1), 229-246.
9. Lee, Yi-Tsung, Yu-Jane Liu, Richard Roll, and Avanidhar Subrahmanyam, 2004, OrderImbalance and Market Efficiency: Evidence from the Taiwan Stock Exchange, Journalof Financial and Quantitative Analysis (SSCI), Vol 39 (2), 327-341. NSC91-2416-H-004-018 (has been re-summarized in The CFA Digest, Vol. 34, Iss. 4,Nov. 2004, 54-55.)
10. Chen, Robert W., Burton Rosenburg, and Yi-Tsung Lee, 2004, Inferring ModelParameters in Markets with Collars, Computational Finance and Its Applications,p167-175, Wessex Institute of Technology, Bologna, Italy.
11. Chow, Edward H., Yi-Tsung Lee, and Yu-Jane Liu, 2004, Intraday Information,Trading Volume, and Return Volatility: Evidence from the Order Flows on theTaiwan Stock Exchange, Academia Economic Papers (TSSCI), Vol. 32 (1),p107-146.
12. Lee, Yi-Tsung, and Gwo Horng Liao, 2002, Shareholder Heterogeneity: FurtherEvidence, Advances in Investment Analysis and Portfolio Management, Vol. 9,181-202. NSC 89-2416-H-194-006.
13. Lee, Yi-Tsung, Robert C.W. Fok, and Yu-Jane Liu, 2001, Explaining Intraday Patternfor Trading Volume from the Order Flow Data, Journal of Business Finance andAccounting, Jan/March, 199-230. NSC 88-2416-H-194-002-88-053
14. Lee, Yi-Tsung, 2000, Order Submission Decisions and Market Performance UnderDifferent Trading Mechanisms, International Journal of Business, Vol. 5, No. 2,119-144. NSC 87-2416-H-194-002-07-066
15. 李怡宗,2000,上市企業非法內線交易之分析,產業管理學報。第一卷,第二期,185-208 頁。
16. 周行一、李怡宗、李志宏、劉玉珍、陳麗雯,2000,台灣證券交易所認購權證價格與標的股票價格關係之研究,證券市場發展季刊,Vol. 12, No.1, 109-146.(TSSCI)
17. 李怡宗、張廣宏,1999,政府採取BOT 案所面臨會計問題之初探,公營事業評論,45-91 頁。 NSC 88-2416-H-194-029-E25
18. 李怡宗、劉玉珍、李建瑋,1999,Black-Scholes 評價模式在台灣認購權證市場之實證,管理評論,83-104 頁。(TSSCI)
19. Lee, Yi-Tsung, Ji-Chai Lin, and Yu-Jane Liu, 1999, Trading Patterns of Big VersusSmall Players in an Emerging Market: An Empirical Analysis, Journal of Banking andFinance, 701-725. (SSCI)
20. Lang, Larry H.P. and Yi-Tsung Lee, 1999, Performance of Various TransactionFrequencies under Call Markets: The Case of Taiwan, Pacific-Basin Finance Journal,23-39.
21. 李怡宗,1993,資訊不對稱公司內部人交易管制效果之影響,管理科學學報,261-284 頁. (TSSCI)
22. 劉維琪、李怡宗,1993,融資順位理論之調查研究,管理評論,119-144 頁.NSC80-0301-H-110-22 (TSSCI)
23. 李怡宗,1993,管制公司內部人交易之政策與股市資訊效率,會計評論,108-136頁.
24. 劉維琪,李怡宗,1990, 經濟部所屬事業績效獎金之風險誘因效果,管理科學學報,103-111 頁。 (TSSCI)
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