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Lee, Suzanne S.


 SSRN Author Rank: 25,606 by Downloads
 

Georgia Institute of Technology - Finance Area


 800 West Peachtree Street NW
 Atlanta, GA 30332
 United States
 email address

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. Lee, Suzanne S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,034
Total
Citations
22
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Are Analysts' Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays | Show Abstract | Download This Paper |
Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of Pages in PDF File: 53
Bradley, Daniel J.
University of South Florida
Clarke, Jonathan
Georgia Institute of Technology - Finance Area
Lee, Suzanne S.
Georgia Institute of Technology - Finance Area
Ornthanalai, Chayawat
University of Toronto - Rotman School of Management
Posted:
18 Mar 10
Last Revised:
05 Feb 13
640
(23,534)
3

2.  
Detecting Jumps from Levy Jump Diffusion Processes | Show Abstract | Download This Paper |
Journal of Financial Economics (JFE), Forthcoming
Number of Pages in PDF File: 52
Lee, Suzanne S.
Georgia Institute of Technology - Finance Area
Hannig, Jan
University of North Carolina at Chapel Hill
Posted:
19 Mar 09
244
(77,235)
14

3.  
Jumps and Information Flow in Financial Markets | Show Abstract | Download This Paper |
Review of Financial Studies, Forthcoming
Number of Pages in PDF File: 65
Lee, Suzanne S.
Georgia Institute of Technology - Finance Area
Posted:
27 Sep 11
98
(171,077)
4

4.  
Jumps in Equilibrium Prices and Market Microstructure Noise | Show Abstract | Download This Paper |
Journal of Econometrics, Forthcoming
Number of Pages in PDF File: 44
Lee, Suzanne S.
Georgia Institute of Technology - Finance Area
Mykland, Per A.
University of Chicago - Department of Statistics
Posted:
19 Mar 12
52
(244,814)
1

5.  
Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics | Show Abstract |
The Review of Financial Studies, Vol. 21, Issue 6, pp. 2535-2563, 2008
Lee, Suzanne S.
Georgia Institute of Technology - Finance Area
Mykland, Per A.
University of Chicago - Department of Statistics
Posted:
15 Dec 08
 


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