Standout Papers

Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics 2007 2026 2013 2019 591
  1. Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics (2007)
    Suzanne S. Lee, Per A. Mykland Review of Financial Studies

Immediate Impact

53 standout
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Citing Papers

Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices
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Works of Suzanne S. Lee being referenced

Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
2007 Standout

Author Peers

Author Last Decade Papers Cites
Suzanne S. Lee 914 623 184 19 1.0k
Sassan Alizadeh 902 678 254 6 1.0k
Yiu‐Kuen Tse 997 1038 404 32 1.3k
Matthew Pritsker 946 680 274 14 1.1k
Mark Pitts 925 835 260 7 1.0k
Gregor Weiß 798 645 129 74 1.0k
Namwon Hyung 582 703 351 20 873
Nicholas Polson 1163 595 173 12 1.3k
Albert K. Tsui 1011 1065 488 45 1.3k
Thomas H. McCurdy 872 837 394 36 1.1k
Jimmy E. Hilliard 802 694 258 68 1.0k

All Works

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Rankless by CCL
2026