Concepedia

Tie Su

TS

11

Publications

817

Citations

11

H-Index

1996

Active since

Affiliations

University of Miami(Current)

University of Missouri

Oregon State University

Tie Su is an author at University of Miami specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingOption PricingFinancial EconomicsVolatility ModelingEconomic AnalysisStatisticsBlack-scholes Model

Publications per year

1996–2021

11

Publications

11

SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES

Charles J. Corrado, Tie Su · The Journal of Financial Research · 1996 · 328 citations

Volatility Modeling, Black-scholes Model, Financial Economics +12

How the Equity Market Responds to Unanticipated Events*

Raymond M. Brooks, Ajay Patel, Tie Su · The Journal of Business · 2003 · 141 citations

Market Microstructure, Economics, Financial Economics +13

Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices

Charles J. Corrado, Tie Su · The Journal of Derivatives · 1997 · 125 citations

Volatility Skews, Economics, Option Pricing +13

Implied volatility skews and stock return skewness and kurtosis implied by stock option prices

Charles J. Corrado, Tie Su · European Journal of Finance · 1997 · 68 citations

Volatility Skews, Option Pricing, Volatility Modeling +12

S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula

Charles J. Corrado, Tie Su · Journal of Futures Markets · 1996 · 59 citations

Empirical Finance, Option Pricing, Economics +8

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