Concepedia

Author

Suzanne S. Lee

Georgia Institute of TechnologyORCID

Also Known As

Suzanne S. Lee

26

Publications

1.6K

Citations

12

H-Index

19

Concepts

All Affiliations

Georgia Institute of TechnologyUniversity of ChicagoFlorida International UniversityUniversity of North Carolina at Chapel Hill
SS

About

Suzanne S. Lee is an author at Georgia Institute of Technology specializing in economics, business, and finance.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

4

4

187

2

Economics

4

4

187

3

Finance

4

4

187

4

Engineering

1

1

143

5

Asset Pricing

1

1

32

Suzanne S. Lee

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13

Publications

1.5K

Citations

12

H-Index

YearCitations

Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics

Suzanne S. Lee, Per A. Mykland

Review of Financial Studies

2007

892

Jumps and Information Flow in Financial Markets

Suzanne S. Lee

Review of Financial Studies

2011

180

Detecting jumps from Lévy jump diffusion processes☆

Suzanne S. Lee, Jan Hannig

Journal of Financial Economics

2010

143

Jumps in equilibrium prices and market microstructure noise

Suzanne S. Lee, Per A. Mykland

Journal of Econometrics

2012

107

Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics

Suzanne S. Lee, Per A. Mykland

SSRN Electronic Journal

2008

39

Information Disclosure and Intraday Price Discovery: Evidence from Jumps

Daniel Bradley, Jonathan Clarke, Suzanne S. Lee,

SSRN Electronic Journal

2011

33

The impact of jumps on carry trade returns

Suzanne S. Lee, Minho Wang

Journal of Financial Economics

2018

32

Jumps in Real-Time Financial Markets: A New Nonparametric Test and Jump Dynamics

Suzanne S. Lee, Per A. Mykland

SSRN Electronic Journal

2006

32

Jumps in Equilibrium Prices and Market Microstructure Noise

Suzanne S. Lee, Per A. Mykland

SSRN Electronic Journal

2008

26

Tales of tails: Jumps in currency markets

Suzanne S. Lee, Minho Wang

Journal of Financial Markets

2019

22

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