|
|
|
 |
| Working Papers | - Bradley, D., J. Clarke, S.S. Lee, and C. Ornthanalai, Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time-stamp Delays, 2012, forthcoming in Journal of Finance
Download now »
| | Published Papers | - Lee, S.S. and P.A. Mykland, Jumps in Equilibrium Prices and Market Microstructure Noise, Journal of Econometrics, Vol. 168, pp. 396-406, 2012
Download now »
- Lee, S.S., Jumps and Information Flow in Financial Markets, Review of Financial Studies, Vol. 25, Issue 2, pp. 439-479, 2012
Download now »
- Lee, S.S. and J. Hannig, Detecting Jumps from Levy Jump Diffusion Processes, Journal of Financial Economics, Vol. 96, Issue 2, pp. 271-290, 2010
Download now »
- Lee, S.S. and P.A. Mykland, Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics, Review of Financial Studies, Vol. 21, Issue 6, pp. 2535-2563, 2008
Download now »
|
Return to Bio »
|
|
|
|
