Yong Lee

Wuhan University of Technology

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Yasunobu Matsuoka

Hitachi (Japan)

Toshiki Sugawara

Hitachi (Japan)

Shinji Tsuji

National Institute for Physiological Sciences

Takashi Takemoto

Hitachi (Japan)

Hiroki Yamashita

National Institute of Information and Communications Technology

Norio Chujo

Hitachi (Japan)

K. Adachi

Oclaro (Japan)

Daichi Kawamura

Jikei University School of Medicine

Toshiaki Takai

Tohoku University

Kazunori Shinoda

Hitachi (Japan)

Cooperative Institutions

Hitachi (Japan)

Photonics Electronics Technology Research Association

The University of Tokyo

Yonsei University

Hokkaido University

Hitachi (United Kingdom)

Tokyo Institute of Technology

Beijing University of Posts and Telecommunications

National Institute for Agro-Environmental Sciences

National Agriculture and Food Research Organization

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Informed Option Trading and Stock Market Mispricing

SSRN Electronic Journal (2011)

Redouane Elkamhi Yong Lee Tong Yao

Despite the theoretical prediction that options improve market efficiency, this study finds that option trading does not attenuate the well-known idiosyncratic volatility anomaly, i.e., the negative relation between idiosyncratic volatility and subsequent stock returns. We argue that the relation between informed option trading and the magnitude of the anomaly is driven by two effects: participation by informed investors improves market efficiency (a causality effect), but their option trades are likely to occur on most inefficiently priced stocks (a selection effect). Using two proxies for informed option trading, we show that the selection effect dominates. Among stocks with high informed option trading intensity, a long-short portfolio based on idiosyncratic volatility deciles generates returns as high as 2.11% per month. By contrast, for stocks with low informed option trading intensity, idiosyncratic volatility does not predict stock returns. We also find that the private information possessed by option traders is related to forthcoming corporate earnings news.

Insider trading

10.2139/ssrn.1654138

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Citations (2)

A study on the aspects of Sino-Korean words in Idu text of the Unified Silla

Kugyol Studies (2021)

Yong Lee

이 글은 통일신라시대 이두 자료에 나타난 한자어를 대상으로 고대국어 한자어의 실상과 특성을 살펴보는 데 그 목적이 있다. 이를 위하여 먼저 한자어 연구를 위한 예비적 논의를 진행하고 통일신라시대 이두 자료의 텍스트 구조에 대하여 분석하였다. 그리고 이를 바탕으로 이두 자료에 나타난 한자어를 불교 관련, 전문직 관련, 단위성 의존명사, 연호·간지, 관직, 관등명으로 나누어 살펴보았다. 그 결과 불교 관련 어휘와 관련해서는 ‘菩薩, 佛成文, 佛, 過去’ 등이 있었다. 전문직 관련 어휘로는 ‘伯士, 筆師, 人, 長’ 등이 있었는데, 통일신라시대 이전에는 전문직 관련 어휘에 주로 ‘尺’이 결합되었던 것과 다른 양상을 띠었다. 단위성의존명사는 ‘작업의 구체적 경과’를 기술하는 과정에서, 직명·관등명, 연호·간지 등은 관여인 관련 기술에서 나타났다. 법률·행정, 통치에 관련한 어휘도 있었는데 이는≪新羅村落文書≫에 많이 나타났다. 그밖에 ‘沐浴’, ‘大小便’, ‘夫人’ 등이 쓰이고 있었다.

10.17001/kugyol.2021..46.003

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A high-density 300-Gbit/s parallel optical interconnect module with efficient thermal dissipation characteristics

Toshiaki Takai Norio Chujo Naoki Matsushima Yasunobu Matsuoka Yong Lee

A high-density 300-Gbit/s (25-Gbit/s × 12-ch) parallel optical interconnect module (OIM) with a high efficiency heat radiation structure was fabricated using a thermal via structure. The prototype OIM successfully demonstrated 25-Gbit/s error-free multimode transmissions, and the optical device temperature was less than 80°C.

Gigabit

Optical interconnect

10.1109/icsj.2015.7357345

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A 25-Gb/s × 4-Ch, 8 × 8 mm2, 2.8-mm Thick Compact Optical Transceiver Module for On-Board Optical Interconnect

Norio Chujo Toru Yazaki Toshiaki Takai Daichi Kawamura Yasunobu Matsuoka

A 25-Gb/s × 4-ch optical transceiver module was developed. To obtain a compact module, CMOS analog front-end ICs, a lens integrated connector, and small LGA package was applied. The module demonstrated 25-Gb/s error-free transmission.

Transceiver

Optical interconnect

10.1364/nfoec.2013.jw2a.76

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Citations (9)

SC-type multi-core optical-fiber connectors using a pressurization spring

Optical Review (2015)

E. Nomoto Kenji Hiruma Toshiki Sugawara Kenichi Tanaka Yong Lee

Cabin pressurization

10.1007/s10043-015-0127-0

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Citations (3)

Preamble-based cell identification for cellular OFDM systems

IEEE Transactions on Wireless Communications (2008)

Wooseok Nam Yong Lee

Preamble-based cell identification (CID) schemes are derived for orthogonal frequency division multiplexing (OFDM) systems. They include the optimal schemes based on the Bayesian and the maximum likelihood (ML) approaches, a suboptimal scheme that is a simplification of the ML scheme, and a differential decoding-based scheme that does not require any channel information. The complexities and performances of these CID schemes are examined and compared to existing schemes. The differential decoding-based scheme performs like the suboptimal scheme for most practical channels of interest and outperforms existing schemes, yet it is simpler to implement than the others.

Preamble

Identification scheme

Identification

10.1109/t-wc.2008.071426

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Citations (9)

A Semiconductor Coupled-Waveguide Structure as a Dispersion Compensator

Japanese Journal of Applied Physics (2000)

Yong Lee

An InGaAsP/InP semiconductor coupled-waveguide structure was investigated experimentally and theoretically as a potential dispersion compensator. In-depth numerical analysis of the waveguide-length dependence of autocorrelation-signal widths (which are related to pulse durations) well explains that obtained experimentally. This strongly indicates that the observed pulse-compression is attributed to dispersion compensation by using significantly enhanced group-velocity-dispersion of supermodes in the coupled-waveguide structure. Furthermore, a numerical and experimental study revealed that a pedestal observed in the narrowest signal is not an intrinsic problem but most likely comes from the difference in waveguide parameters of a fabricated coupled waveguide and a designed coupled waveguide.

Waveguide

SIGNAL (programming language)

Dispersion relation

10.1143/jjap.39.1140

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Citations (7)

Diversity-Multiplexing Tradeoff in Rank-Deficient and Spatially Correlated MIMO Channels

Woohyuk Chang Sae-Young Chung Yong Lee

In this paper, we first generalize a recent work of Zheng and Tse on diversity-multiplexing tradeoff (DMT) for some rank-deficient channels (poor scattering). We show that rank deficiency lowers DMT curves from that of i.i.d. Rayleigh fading channels. We show an interesting observation that suggests a fractional diversity gain may be possible at integer multiplexing gains. As the scattering becomes rich, the DMT approaches that of the i.i.d. Rayleigh fading channels. We next focus on spatially correlated multiple-input multiple-output (MIMO) channels. We show that spatial correlation does not change the DMT but still degrades the outage performance and analyze such a degradation at high SNR

Diversity gain

Spatial multiplexing

Rank (graph theory)

10.1109/isit.2006.261963

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Citations (23)

Dispersion-Compensation Device with Waveguide Grating Routers

Optical Review (1998)

Yong Lee

Waveguide

Picosecond

Pulse compression

Prism compressor

Modal dispersion

10.1007/s10043-998-0226-2

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Citations (4)

Theory on the effect of optical dephasing on spontaneous emission in microcavities with dispersive dielectric media

Physical Review A (1995)

Yong Lee Masamichi Yamanishi

We present a simple theory on the effect of optical dephasing on the spontaneous emission (SE) rate in a microcavity containing (absorbing) dispersive dielectric media based on a photon Green's-function formalism in which the reservoir damping of medium polarizations is included in a phenomenological way. The theory yields the well-known result that the SE rate in free space is modified by the real part of the refractive index at the transition frequency of an atom in a bulk dielectric. On the other hand, it turns out that the degree of the alteration of the SE rate in a high-Q microcavity with dispersive media is affected not only by the real part of the refractive index but also by the imaginary part of the refractive index that is associated with the dephasing of the photon field due to the reservoir damping, i.e., the destruction of self-interference of the photon field.

Dephasing

Formalism (music)

Dielectric function

10.1103/physreva.52.2312

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Citations (6)