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Tie Su · Study

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Tie Su

6 works· latest 2003· 1 institutionscluster: provisional

h-index6

i106

Citations711

Works here6

96

97

03

Most cited in this library

SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES1996 · 318 citations
How the Equity Market Responds to Unanticipated Events*2003 · 134 citations
Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices1997 · 118 citations
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices1997 · 68 citations
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula1996 · 59 citations

Works

6 shown

How the Equity Market Responds to Unanticipated Events*

The Journal of Business·2003·3 authors

134citations

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

The Journal of Derivatives·1997·2 authors

118citations

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

European Journal of Finance·1997·2 authors

68citations

A Contingent-Claims Approach to the Inventory-Stocking Decision

Financial Management·1997·2 authors

14citations

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

Journal of Futures Markets·1996·2 authors

59citations

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

The Journal of Financial Research·1996·2 authors

318citations