Adam Y.C. Lei

Midwestern State University

Bridwell Professor of Finance

3410 Taft Blvd

Wichita Falls, TX 76308

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 18,856

SSRN RANKINGS

Top 18,856

in Total Papers Downloads

3,337

SSRN CITATIONS

7

CROSSREF CITATIONS

3

Scholarly Papers (11)

1.

The Value of Stop Loss Strategies

Financial Services Review, Vol. 18, No. 1, pp. 23-51, 2009
Number of pages: 48 Posted: 10 Aug 2008 Last Revised: 04 Feb 2012
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 1,938 (10,216)
Citation 6

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Disposition effect, bootstrapping, simulation

2.

Using Bloomberg Terminals in a Security Analysis and Portfolio Management Course

Journal of Economics and Finance Education, Vol. 11, No. 1, pp. 72-92, 2012
Number of pages: 16 Posted: 26 Mar 2012 Last Revised: 29 Jul 2021
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 786 (39,296)
Citation 4

Abstract:

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Bloomberg terminals, security analysis, portfolio management, financial education

3.

Arbitrage in Dual Classes: The Case of Berkshire Hathaway

Number of pages: 46 Posted: 10 Aug 2008 Last Revised: 21 Aug 2008
Adam Y.C. Lei
Midwestern State University
Downloads 345 (108,963)
Citation 1

Abstract:

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The law of one price, market efficiency, financial decision

4.

Short-Lived Information and Order Strategies: A Clinical Study

Managerial Finance, Vol. 38, No. 2, pp. 143-164, 2012
Number of pages: 44 Posted: 26 Jan 2010 Last Revised: 04 Feb 2012
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 114 (298,060)

Abstract:

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Order strategies, market efficiency, intermarket sweep orders, UAL, UAUA

5.

Portfolio Performance Evaluation Benchmark: A Note

Journal of Economics and Finance Education, Vol. 14, No. 1, pp. 1-7, 2015
Number of pages: 7 Posted: 08 Sep 2014 Last Revised: 02 Jun 2015
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 81 (371,598)

Abstract:

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Student managed investment fund, performance evaluation, Bloomberg terminal

6.

Does it Pay to Realize Tax Losses at the Year-End?

Financial Services Review, Vol. 22, No. 3, pp. 187-209, 2013
Number of pages: 42 Posted: 19 Jan 2013 Last Revised: 04 Mar 2014
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 49 (478,539)

Abstract:

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Investment strategy, tax-loss selling, simulation

7.

Using R Programming in a Financial Derivatives Course

Journal of Economics and Finance Education, forthcoming.
Number of pages: 17 Posted: 02 Aug 2021 Last Revised: 04 Aug 2021
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Downloads 24 (608,558)

Abstract:

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R programming, Option pricing

8.

Corporate Payouts in Dual Classes

Managerial Finance, Vol. 45, No. 12, pp. 1542-1562, 2019
Posted: 02 Aug 2019 Last Revised: 03 Dec 2019
Adam Y.C. Lei, Huihua Li and Jin Yu
Midwestern State University, St. Cloud State University and Saint Cloud State University - G. R. Herberger College of Business

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dual classes, dividends, share repurchases

9.

Stock Acquisitions, Investor Recognition, and Announcement Returns

Managerial Finance, Vol. 42, No. 6, pp. 518-535, 2016
Posted: 17 Mar 2016 Last Revised: 03 Dec 2019
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University

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Mergers and acquisitions, investor recognition, shadow costs

10.

Does Information Production Explain Bidder Liquidity after Takeovers?

Managerial Finance, Vol. 39, No. 10, pp. 915-937, 2013
Posted: 17 Dec 2015 Last Revised: 03 Dec 2019
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University

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Mergers and acquisitions, liquidity, information asymmetry

11.

Automatic Investment Plans: Realized Returns and Shortfall Probabilities

Financial Services Review, Vol. 16, No. 3, pp. 183-195, 2007
Posted: 10 Aug 2008 Last Revised: 04 Feb 2012
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University

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Dollar cost averaging, Bootstrapping, Simulation

Other Papers (1)

Total Downloads: 118
1.

Dealer Attention, the Speed of Quote Adjustment to Information, and Net Dealer Revenue

Number of pages: 55 Posted: 17 Mar 2005
HSE Moscow, Texas A&M University - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and Midwestern State University
Downloads 118

Abstract:

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Microstructure, Market Quality, Trading Costs, Specialist Firms