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S
Suzanne S. Lee
baruch college (cuny)
12
H-index
26
Paper Count
1.6K
Citation Count
0
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Published Papers
7
Publication Date
Publication Date
Impact Factor
Citations
On the efficiency contributions of analyst recommendations to financial markets
JOURNAL OF FINANCIAL MARKETS
IF
0
2025-09-01
0
PRE
AI
Choi, Youngmin; Lee, Suzanne S.
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Variance Decomposition and Cryptocurrency Return Prediction
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF
2.8
2024-04-15
1
PRE
AI
Lee, Suzanne S.; Wang, Minho
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The impact of jumps on carry trade returns
JOURNAL OF FINANCIAL ECONOMICS
IF
12
2019-02-01
19
PRE
AI
Lee, Suzanne S.; Wang, Minho
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Jumps in equilibrium prices and market microstructure noise
JOURNAL OF ECONOMETRICS
IF
4
2012-06-01
60
PRE
AI
Lee, Suzanne S.; Mykland, Per A.
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Jumps and Information Flow in Financial Markets
REVIEW OF FINANCIAL STUDIES
IF
5.4
2011-10-10
112
PRE
AI
Lee, Suzanne S.
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Detecting jumps from Levy jump diffusion processes
JOURNAL OF FINANCIAL ECONOMICS
IF
12
2010-05-01
101
PRE
AI
Lee, Suzanne S.; Hannig, Jan
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Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
REVIEW OF FINANCIAL STUDIES
IF
5.4
2007-12-09
587
PRE
AI
Lee, Suzanne S.; Mykland, Per A.
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Research Directions
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Co-authors
Cooperation Journals
P
Per A. Mykland
H-index: 35 · Papers: 115
J
Jan Hannig
H-index: 25 · Papers: 205
M
Minho Wang
H-index: 3 · Papers: 10
Y
Youngmin Choi
H-index: 0 · Papers: 4
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