Albert J. Lee

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Kee H. ChungSUNY at BuffaloVerified email at buffalo.edu
Dominik RoeschAssociate Professor State University of New York at BuffaloVerified email at buffalo.edu

Albert J. Lee

Verified email at hanyang.ac.kr - Homepage


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program KH Chung, AJ Lee, D Rösch Journal of Financial Economics 136 (3), 879-899, 2020	86	2020
High‐frequency trading: Review of the literature and regulatory initiatives around the world KH Chung, AJ Lee Asia‐Pacific Journal of Financial Studies 45 (1), 7-33, 2016	38	2016
Hidden liquidity, market quality, and order submission strategies AJ Lee, KH Chung Journal of Financial Markets 61, 100739, 2022	5	2022
Buy-Sell Imbalances On and Around Round Numbers and High-Frequency Trading AJ Lee		2019

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