| Just how much do individual investors lose by trading? BM Barber, YT Lee, YJ Liu, T Odean The Review of Financial Studies 22 (2), 609-632, 2009 | 1306 | 2009 |
| Is the aggregate investor reluctant to realise losses? Evidence from Taiwan BM Barber, YT Lee, YJ Liu, T Odean European Financial Management 13 (3), 423-447, 2007 | 428 | 2007 |
| Order imbalances and market efficiency: Evidence from the Taiwan Stock Exchange YT Lee, YJ Liu, R Roll, A Subrahmanyam Journal of Financial and Quantitative Analysis 39 (2), 327-341, 2004 | 240 | 2004 |
| Volatility and price change spillover effects across the developed and emerging markets KCJ Wei, YJ Liu, CC Yang, GS Chaung Pacific-Basin Finance Journal 3 (1), 113-136, 1995 | 192 | 1995 |
| Share pledges and margin call pressure K Chan, HK Chen, S Hu, YJ Liu Journal of Corporate Finance 52, 96-117, 2018 | 171 | 2018 |
| The cross-section of speculator skill: Evidence from day trading BM Barber, YT Lee, YJ Liu, T Odean Journal of Financial Markets 18, 1-24, 2014 | 166 | 2014 |
| Prior consequences and subsequent risk taking: New field evidence from the Taiwan Futures Exchange YJ Liu, CL Tsai, MC Wang, N Zhu Management Science 56 (4), 606-620, 2010 | 137 | 2010 |
| Trading patterns of big versus small players in an emerging market: An empirical analysis YT Lee, JC Lin, YJ Liu Journal of Banking & Finance 23 (5), 701-725, 1999 | 105 | 1999 |
| Do individual day traders make money? Evidence from Taiwan BM Barber, YT Lee, YJ Liu, T Odean University of California, Berkeley, working paper, 2004 | 104 | 2004 |
| Do people feel less at risk? Evidence from disaster experience M Gao, YJ Liu, Y Shi Journal of Financial Economics 138 (3), 866-888, 2020 | 90 | 2020 |
| Taxes and dividend clientele: Evidence from trading and ownership structure YT Lee, YJ Liu, R Roll, A Subrahmanyam Journal of Banking & Finance 30 (1), 229-246, 2006 | 90 | 2006 |
| Valuing diversity: CEOs' career experiences and corporate investment C Hu, YJ Liu Journal of Corporate Finance 30, 11-31, 2015 | 87 | 2015 |
| Credit scoring system for small business loans R Tsaih, YJ Liu, W Liu, YL Lien Decision Support Systems 38 (1), 91-99, 2004 | 84 | 2004 |
| Information, sophistication, and foreign versus domestic investors’ performance LW Chen, SA Johnson, JC Lin, YJ Liu Journal of Banking & Finance 33 (9), 1636-1651, 2009 | 83 | 2009 |
| IPO auctions and private information JC Lin, YT Lee, YJ Liu Journal of Banking & Finance 31 (5), 1483-1500, 2007 | 67 | 2007 |
| On the demand elasticity of initial public offerings: An analysis of discriminatory auctions YJ Liu, KCJ Wei, G Liaw International Review of Finance 2 (3), 151-178, 2001 | 62 | 2001 |
| Who loses from trade? Evidence from Taiwan BM Barber, YT Lee, YJ Liu, T Odean EFA 2005 Moscow Meetings Paper 529062, 2005 | 61 | 2005 |
| Investor attention and macroeconomic news announcements: Evidence from stock index futures J Chen, YJ Liu, L Lu, Y Tang Journal of Futures Markets 36 (3), 240-266, 2016 | 58 | 2016 |
| Do day traders rationally learn about their ability BM Barber, YT Lee, YJ Liu, T Odean Unpublished working paper. University of California at Berkeley, 2010 | 53 | 2010 |
| Explaining intraday pattern of trading volume from the order flow data YT Lee, RCW Fok, YJ Liu Journal of Business Finance & Accounting 28 (1‐2), 199-230, 2001 | 51 | 2001 |
