Albert J. Lee

ORCID: 0000-0002-8904-0417
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About
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Research Areas
  • Financial Markets and Investment Strategies
  • Corporate Finance and Governance
  • Auditing, Earnings Management, Governance
  • Migration, Ethnicity, and Economy
  • Market Dynamics and Volatility
  • Biomedical Text Mining and Ontologies
  • Asian Culture and Media Studies
  • Fiscal Policy and Economic Growth
  • Topic Modeling
  • Asian American and Pacific Histories
  • Economic and Technological Systems Analysis
  • Complex Systems and Time Series Analysis
  • Immune Response and Inflammation
  • Hearing, Cochlea, Tinnitus, Genetics
  • Economic theories and models
  • Economic Growth and Productivity
  • Mesenchymal stem cell research
  • Vestibular and auditory disorders
  • Ear Surgery and Otitis Media
  • Stock Market Forecasting Methods
  • Natural Language Processing Techniques
  • Psychosocial Factors Impacting Youth
  • Immunotherapy and Immune Responses
  • Machine Learning in Healthcare

Georgia Institute of Technology
2022

Truman State University
2015-2022

Hanyang University
2018-2020

University at Buffalo, State University of New York
2016-2019

University of Tennessee Health Science Center
2011

Summary Autoimmune inner ear disease is characterized by progressive, bilateral although asymmetric, sensorineural hearing loss. Patients with autoimmune had higher frequencies of interferon‐γ‐producing T cells than did control subjects tested. Human adipose‐derived mesenchymal stem (hASCs) were recently found to suppress effector and inflammatory responses therefore have beneficial effects in various diseases. The aim this study was examine the immunosuppressive activity hASCs on...

10.1111/j.1365-2567.2011.03421.x article EN Immunology 2011-03-02

This paper provides a review of the literature on high-frequency trading and discusses various initiatives taken by regulatory authorities around world to address its potential detrimental effects market quality investor welfare. Empirical evidence date generally suggests that has improved during normal times. What is not clear role traders episodic periods crash extreme volatility. A fruitful area future research may be comparative analysis efficacy across varying conditions.

10.1111/ajfs.12120 article EN Asia-Pacific Journal of Financial Studies 2016-02-01

Clinical Cohort Studies (CCS), such as randomized clinical trials, are a great source of documented research. Ideally, expert inspects these articles for exploratory analysis ranging from drug discovery evaluating the efficacy existing drugs in tackling emerging diseases to first test newly developed drugs. However, more than 100 published daily on single prevalent disease like COVID-19 PubMed. As result, it can take days physician find and extract relevant information. Can we develop system...

10.1109/bigdata55660.2022.10020807 article EN 2021 IEEE International Conference on Big Data (Big Data) 2022-12-17

10.1016/j.finmar.2022.100739 article EN Journal of Financial Markets 2022-05-25

Using limit order books across all U.S. exchanges, we show that while liquidity for small orders (e.g., the quoted and effective spreads) decreases, large cumulative depth price impact of multiple trades) improves after implementation Tick Size Pilot Program. We find significant spillover effects on which extend beyond top book. Finally, pilot program results in an improvement pricing efficiency, increase trade size, a decrease number trades.

10.2139/ssrn.3220470 article EN SSRN Electronic Journal 2018-01-01

I show that the growth of high-frequency trading, due to its heavy reliance on computer algorithms, can be associated with a reduction human errors and financial anomalies in market. Trades which non-high-frequency trader is liquidity demander exhibit abnormally high buy (sell) pressure when prices are immediately below (above) round number psychological effects, while pattern completely reversed demander. As result, overall sample does not such imbalances. Furthermore, traders earn higher...

10.2139/ssrn.3331198 article EN SSRN Electronic Journal 2019-01-01

Using exogenous changes in hidden liquidity from the Tick Size Pilot Program, we show that on lit venues has significant effects various measures of market quality and order submission strategies after controlling for impact dark pools stock attributes. We find spreads, depths, trading volume, trade size increase with liquidity. The extent informed price a also venues. Traders use more inside-the-quote limit orders, while algorithmic traders engage pinging activities raise message traffic

10.2139/ssrn.3620114 article EN SSRN Electronic Journal 2020-01-01

Clinical Cohort Studies (CCS), such as randomized clinical trials, are a great source of documented research. Ideally, expert inspects these articles for exploratory analysis ranging from drug discovery evaluating the efficacy existing drugs in tackling emerging diseases to first test newly developed drugs. However, more than 100 published daily on single prevalent disease like COVID-19 PubMed. As result, it can take days physician find and extract relevant information. Can we develop system...

10.48550/arxiv.2211.00201 preprint EN other-oa arXiv (Cornell University) 2022-01-01
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