Suzanne S. Lee

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

ORCID: 0000-0002-3448-6796

Georgia Institute of Technology Scheller College of Business

Publications

• Variance Decomposition and Cryptocurrency Return Prediction — Journal of Financial and Quantitative Analysis 2025
• The impact of jumps on carry trade returns — Journal of Financial Economics 2019
• Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays — The Journal of Finance 2014
• Jumps and Information Flow in Financial Markets — The Review of Financial Studies 2012
• Detecting jumps from Lévy jump diffusion processes — Journal of Financial Economics 2010
• Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics — The Review of Financial Studies 2008