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Suzanne S. Lee · Study

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Suzanne S. Lee

6 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0002-3448-6796

h-index6

i106

Citations1,354

Works here6

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Most cited in this library

Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics2007 · 864 citations
Jumps and Information Flow in Financial Markets2011 · 184 citations
Detecting jumps from Lévy jump diffusion processes☆2010 · 135 citations
Jumps in equilibrium prices and market microstructure noise2012 · 105 citations
The impact of jumps on carry trade returns2018 · 35 citations

Works

6 shown

The impact of jumps on carry trade returns

Journal of Financial Economics·2018·2 authors·Open access

35citations

Jumps in equilibrium prices and market microstructure noise

Journal of Econometrics·2012·2 authors

105citations

Jumps and Information Flow in Financial Markets

Review of Financial Studies·2011·1 author·Open access

184citations

Detecting jumps from Lévy jump diffusion processes☆

Journal of Financial Economics·2010·2 authors

135citations

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

Review of Financial Studies·2007·2 authors

864citations

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

SSRN Electronic Journal·2006·2 authors·preprint·Open access

31citations