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Lee, Suzanne S.


 SSRN Author Rank: 25,244 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
973
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 |
Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Accepted Paper Series
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
592
(24,324)
3

2.  
Detecting Jumps from Levy Jump Diffusion Processes | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming
Accepted Paper Series
Lee, Suzanne S.
Georgia Institute of Technology - Finance Area
Hannig, Jan
University of North Carolina at Chapel Hill
Posted:
19 Mar 09
240
(73,367)
14

3.  
Jumps and Information Flow in Financial Markets | Show Abstract | Download |
Review of Financial Studies, Forthcoming
Accepted Paper Series
Lee, Suzanne S.
Georgia Institute of Technology - Finance Area
Posted:
27 Sep 11
94
(165,054)
4

4.  
Jumps in Equilibrium Prices and Market Microstructure Noise | Show Abstract | Download |
Journal of Econometrics, Forthcoming
Accepted Paper Series
Lee, Suzanne S.
Georgia Institute of Technology - Finance Area
Mykland, Per A.
University of Chicago - Department of Statistics
Posted:
19 Mar 12
47
(240,511)
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
Accepted Paper Series
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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