Kiseop Lee

425 total citations
28 papers, 238 citations indexed

About

Kiseop Lee is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Kiseop Lee has authored 28 papers receiving a total of 238 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 13 papers in Economics and Econometrics and 4 papers in Management Science and Operations Research. Recurrent topics in Kiseop Lee's work include Stochastic processes and financial applications (13 papers), Financial Markets and Investment Strategies (11 papers) and Financial Risk and Volatility Modeling (11 papers). Kiseop Lee is often cited by papers focused on Stochastic processes and financial applications (13 papers), Financial Markets and Investment Strategies (11 papers) and Financial Risk and Volatility Modeling (11 papers). Kiseop Lee collaborates with scholars based in United States, South Korea and Canada. Kiseop Lee's co-authors include Seung‐Yeal Ha, Lisa R. Goldberg, Alec N. Kercheval, Philip Protter, Kyoung-Kuk Kim, José E. Figueroa‐López, Yong Zeng, Huaiping Zhu, Ryan Gill and Hyejin Ku and has published in prestigious journals such as Journal of Banking & Finance, Computational Statistics & Data Analysis and Finance research letters.

In The Last Decade

Kiseop Lee

25 papers receiving 216 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Kiseop Lee United States	7	106	63	43	35	34	28	238
Marina Pireddu Italy	9	52 0.5×	23 0.4×	147 3.4×	96 2.7×	26 0.8×	40	279
David Poyato Spain	6	101 1.0×	6 0.1×	7 0.2×	87 2.5×	27 0.8×	11	245
D. Kannan United States	7	13 0.1×	57 0.9×	21 0.5×	22 0.6×	41 1.2×	39	208
Joana Mohr Brazil	5	10 0.1×	114 1.8×	69 1.6×	62 1.8×	13 0.4×	8	237
Petr Stehlík Czechia	11	25 0.2×	30 0.5×	94 2.2×	10 0.3×	44 1.3×	64	360
Siva Athreya India	10	12 0.1×	55 0.9×	13 0.3×	30 0.9×	10 0.3×	29	225
Maria Letizia Bertotti Italy	13	15 0.1×	13 0.2×	140 3.3×	223 6.4×	35 1.0×	45	445
Zuohuan Zheng China	9	55 0.5×	27 0.4×	5 0.1×	168 4.8×	18 0.5×	37	359
Stéphane Le Borgne France	7	9 0.1×	36 0.6×	9 0.2×	41 1.2×	16 0.5×	19	207
Denis Villemonais France	11	5 0.0×	90 1.4×	13 0.3×	23 0.7×	26 0.8×	31	277

Countries citing papers authored by Kiseop Lee

Since Specialization

Citations

This map shows the geographic impact of Kiseop Lee's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Kiseop Lee with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kiseop Lee more than expected).

Fields of papers citing papers by Kiseop Lee

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Kiseop Lee. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Kiseop Lee. The network helps show where Kiseop Lee may publish in the future.

Co-authorship network of co-authors of Kiseop Lee

This figure shows the co-authorship network connecting the top 25 collaborators of Kiseop Lee. A scholar is included among the top collaborators of Kiseop Lee based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Kiseop Lee. Kiseop Lee is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Lee, Kiseop, et al.. (2024). Advanced Statistical Arbitrage with Reinforcement Learning. SSRN Electronic Journal.

Lee, Kiseop, et al.. (2023). A Diversification Framework for Multiple Pairs Trading Strategies. Risks. 11(5). 93–93. 1 indexed citations

Lee, Kiseop, et al.. (2020). Intervention analysis based on exponential smoothing methods: Applications to 9/11 and COVID-19 effects. Economic Modelling. 98. 290–301. 11 indexed citations

Lee, Kiseop, et al.. (2019). A FINANCIAL MARKET OF A STOCHASTIC DELAY EQUATION. Bulletin of the Korean Mathematical Society. 56(5). 1129–1141. 2 indexed citations

Lee, Kiseop, et al.. (2019). Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach. Journal of Futures Markets. 40(2). 247–275. 8 indexed citations

Figueroa‐López, José E. & Kiseop Lee. (2017). Estimation of a noisy subordinated Brownian motion via two-scales power variations. Journal of Statistical Planning and Inference. 189. 16–37. 2 indexed citations

Ryu, Doojin & Kiseop Lee. (2016). Econophysics, Statistical Mechanics for Financial Applications, and Financial Mathematics. Advances in Mathematical Physics. 2016. 1–1. 1 indexed citations

Lee, Kiseop, et al.. (2016). The effect of limit order flows at the best quotes on price changes. 6(1). 23–36. 1 indexed citations

Lee, Kiseop, et al.. (2016). Informed traders’ hedging with news arrivals. Journal of Statistical Planning and Inference. 175. 1–10.

10.

Ha, Seung‐Yeal, Kyoung-Kuk Kim, & Kiseop Lee. (2013). A mathematical model for multi-name credit based on community flocking. Quantitative Finance. 15(5). 841–851. 7 indexed citations

11.

Lim, Johan, Kiseop Lee, Donghyeon Yu, Haiyan Liu, & Michael Sherman. (2012). Parameter estimation in the spatial auto-logistic model with working independent subblocks. Computational Statistics & Data Analysis. 56(12). 4421–4432. 2 indexed citations

12.

Ku, Hyejin, Kiseop Lee, & Huaiping Zhu. (2012). Discrete time hedging with liquidity risk. Finance research letters. 9(3). 135–143. 6 indexed citations

13.

Figueroa‐López, José E., et al.. (2011). Estimation of NIG and VG Models for High Frequency Financial Data. SSRN Electronic Journal. 4 indexed citations

14.

Lee, Kiseop & Yong Zeng. (2009). Risk Minimization for a Filtering Micromovement Model of Asset Price. Applied Mathematical Finance. 17(2). 177–199. 3 indexed citations

15.

Lee, Kiseop. (2008). Risk minimization under budget constraints. The Journal of Risk Finance. 9(1). 71–80. 3 indexed citations

16.

Chatrath, Arjun, Rohan Christie‐David, Kiseop Lee, & William T. Moore. (2008). Competitive inventory management in Treasury markets. Journal of Banking & Finance. 33(5). 800–809. 2 indexed citations

17.

Gill, Ryan, et al.. (2007). Computation of estimates in segmented regression and a liquidity effect model. Computational Statistics & Data Analysis. 51(12). 6459–6475. 3 indexed citations

18.

Lee, Kiseop, et al.. (2007). Insiders' hedging in a jump diffusion model. Quantitative Finance. 7(5). 537–545. 11 indexed citations

19.

Kercheval, Alec N., Lisa R. Goldberg, & Kiseop Lee. (2005). t-Statistics for Weighted Means in Credit Risk Modelling. SSRN Electronic Journal. 1 indexed citations

20.

Goldberg, Lisa R., Alec N. Kercheval, & Kiseop Lee. (2005). t‐statistics for weighted means in credit risk modeling. The Journal of Risk Finance. 6(4). 349–365. 20 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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