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Citations per year
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Cited by
All
Since 2019
Citations
131
113
h-index
3
3
i10-index
2
2
0
36
18
2016
2017
2018
2019
2020
2021
2022
2023
2024
2
3
9
5
11
18
28
36
15
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Co-authors
Kee H. Chung
SUNY at Buffalo
Verified email at buffalo.edu
Dominik Roesch
Associate Professor State University of New York at Buffalo
Verified email at buffalo.edu
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Albert J. Lee
Hanyang University
Verified email at hanyang.ac.kr -
Homepage
Market microstructure
FinTech
Corporate finance
Articles
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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
89
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
37
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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