JAE HA LEE

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-6610-6404

College of Business Administration, University of Oklahoma, Norman, OK 73019

Publications

• The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility — Journal of Financial and Quantitative Analysis 1996
• Volatility in Wheat Spot and Futures Markets, 1950–1993: Government Farm Programs, Seasonality, and Causality — The Journal of Finance 1996
• The Short-Run Dynamics of the Price Adjustment to New Information — Journal of Financial and Quantitative Analysis 1995
• How Markets Process Information: News Releases and Volatility — The Journal of Finance 1993