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Suzanne Lee

Associate Professor

Ph.D. Coordinator

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suzanne.lee@scheller.gatech.edu

404-894-4963

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Academic Areas: Finance

Functional Areas: Business Analytics

Suite: 410

Office: 4133

Biography

Associate Professor of Finance Suzanne Lee joined the College of Business in the fall of 2005. She was a visiting research faculty member at the University of Chicago, Financial Mathematics Program in 2006.

Dr. Lee received her PhD from the University of Chicago, from which she earned her MBA and a master's degree in Statistics.

Her research focuses on financial econometrics and their applications in asset pricing and has been presented in a number of academic conferences including American Finance Association Meetings, European Finance Association Meetings, and Econometric Society Meetings, among others. Her recent research has appeared in the Journal of Finance, the Review of Financial Studies and the Journal of Financial Economics.

Education

Ph.D., MBA, MS, University of Chicago

Research Areas

Financial econometrics
Empirical finance
Asset pricing
Derivative markets

Research

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Year

Type

Year	Title	Journal	Author(s)	Type
2024	Variance Decomposition and Cryptocurrency Return Prediction	Journal of Financial and Quantitative Analysis	Lee, Suzanne S. Wang, Minho	Published Papers	View
2023	The Role of Idiosyncratic Jumps in Stock Markets	Journal of Financial Markets	Lee, Suzanne S.	Published Papers	View
Lee, Suzanne, “The Role of Idiosyncratic Jumps in Stock Markets,” Journal of Financial Markets, Vol. 64, Article 100820, 2023
2020	Tales of Tails-Jumps in Currency Markets	Journal of Financial Markets	Lee, Suzanne Wang, M.	Published Papers	View
Lee, S.S. and M. Wang, Tales of Tails: Jumps in Currency Markets, Journal of Financial Markets, forthcoming
2019	The Impact of Jumps on Carry Trade Returns	Journal of Financial Economics	Lee, Suzanne Wang, M.	Published Papers	View
Lee, S.S. and M. Wang, The Impact of Jumps on Carry Trade Returns, Journal of Financial Economics, Vol. 131, pp. 433-455, 2019
2014	Are Analysts’ Recommendations Informative- Intraday Evidence on the Impact of Time-stamp Delays	Journal of Finance	Bradley, D. Clarke, J. Lee, Suzanne Ornthanalai, C.	Published Papers	View
Bradley, D., J. Clarke, S.S. Lee, and C. Ornthanalai, Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time-stamp Delays, Journal of Finance, Vol. 69, Issue 2, pp. 645–673, 2014
2012	Jumps and Information Flow in Financial Markets	Review of Financial Studies	Lee, Suzanne	Published Papers	View
Lee, S.S., Jumps and Information Flow in Financial Markets, Review of Financial Studies, Vol. 25, Issue 2, pp. 439-479, 2012
2012	Jumps in Equilibrium Prices and Market Microstructure Noise	Journal of Econometrics	Lee Suzanne Mykland, P.A.	Published Papers	View
Lee, S.S. and P.A. Mykland, Jumps in Equilibrium Prices and Market Microstructure Noise, Journal of Econometrics, Vol. 168, pp. 396-406, 2012
2010	Detecting Jumps from Levy Jump Diffusion Processes	Journal of Financial Economics	Lee, Suzanne Hannig, J.	Published Papers	View
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
2008	Jumps in Financial Markets- A New Nonparametric Test and Jump Dynamics	Review of Financial Studies	Lee, Suzanne Mykland, P.A.	Published Papers	View
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

Showing of 9

Journal Editorial Roles

Associate Editor: Journal of Banking and Finance; Asia-Pacific Journal of Financial Studies