Concepedia

Suzanne S. Lee

SS

13

Publications

1.5K

Citations

12

H-Index

2005

Active since

Affiliations

Georgia Institute of Technology(Current)

University of Chicago

Florida International University

University of North Carolina at Chapel Hill

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

ORCID

Top concepts

Publications per year

2005–2019

13

Publications

13

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

Suzanne S. Lee, Per A. Mykland · Review of Financial Studies · 2007 · 892 citations

Jumps and Information Flow in Financial Markets

Suzanne S. Lee · Review of Financial Studies · 2011 · 180 citations

Detecting jumps from Lévy jump diffusion processes☆

Suzanne S. Lee, Jan Hannig · Journal of Financial Economics · 2010 · 143 citations

, , +4

Jumps in equilibrium prices and market microstructure noise

Suzanne S. Lee, Per A. Mykland · Journal of Econometrics · 2012 · 107 citations

, , +4

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

Suzanne S. Lee, Per A. Mykland · SSRN Electronic Journal · 2008 · 39 citations · Full text

Rows per page

1–5 of 13