Tie Su

881 total citations
21 papers, 567 citations indexed

About

Tie Su is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Tie Su has authored 21 papers receiving a total of 567 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 11 papers in Economics and Econometrics and 5 papers in Accounting. Recurrent topics in Tie Su's work include Financial Markets and Investment Strategies (14 papers), Stochastic processes and financial applications (11 papers) and Capital Investment and Risk Analysis (6 papers). Tie Su is often cited by papers focused on Financial Markets and Investment Strategies (14 papers), Stochastic processes and financial applications (11 papers) and Capital Investment and Risk Analysis (6 papers). Tie Su collaborates with scholars based in United States, China and South Korea. Tie Su's co-authors include Charles J. Corrado, Raymond M. Brooks, Ajay Patel, Andrea J. Heuson, Michael Connolly, Weiyu Guo, Yong Chen, Wayne E. Ferson, Qiang Kang and John S. Howe and has published in prestigious journals such as SHILAP Revista de lepidopterología, Management Science and Journal of Financial and Quantitative Analysis.

In The Last Decade

Tie Su

19 papers receiving 526 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Tie Su United States	8	514	248	94	68	61	21	567
A. Tolga Ergün United States	6	424 0.8×	439 1.8×	47 0.5×	122 1.8×	54 0.9×	12	566
Giulio Girardi United States	6	456 0.9×	446 1.8×	72 0.8×	108 1.6×	45 0.7×	10	589
Chayawat Ornthanalai Canada	14	925 1.8×	373 1.5×	203 2.2×	98 1.4×	57 0.9×	32	985
Chung-Ying Yeh Taiwan	9	355 0.7×	230 0.9×	78 0.8×	77 1.1×	77 1.3×	16	439
Yaw‐Huei Wang Taiwan	14	728 1.4×	563 2.3×	87 0.9×	189 2.8×	108 1.8×	46	813
Saikat Nandi United States	9	1.0k 2.0×	448 1.8×	43 0.5×	107 1.6×	60 1.0×	13	1.1k
Bruno Feunou Canada	12	592 1.2×	400 1.6×	26 0.3×	137 2.0×	33 0.5×	47	656
Timotheos Angelidis Greece	15	458 0.9×	435 1.8×	87 0.9×	136 2.0×	70 1.1×	43	581
Peter Vlaar Netherlands	9	322 0.6×	266 1.1×	57 0.6×	180 2.6×	35 0.6×	27	421
Andreas Kaeck United Kingdom	10	474 0.9×	207 0.8×	78 0.8×	78 1.1×	16 0.3×	23	511

Countries citing papers authored by Tie Su

Since Specialization

Citations

This map shows the geographic impact of Tie Su'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 Tie Su with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tie Su more than expected).

Fields of papers citing papers by Tie Su

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Tie Su. 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 Tie Su. The network helps show where Tie Su may publish in the future.

Co-authorship network of co-authors of Tie Su

This figure shows the co-authorship network connecting the top 25 collaborators of Tie Su. A scholar is included among the top collaborators of Tie Su 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 Tie Su. Tie Su is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Su, Tie, et al.. (2021). Non-marketability and one-day selling lockup. Journal of Empirical Finance. 65. 1–23. 6 indexed citations

Kang, Qiang, Xi Li, & Tie Su. (2018). Sell-Side Financial Analysts and the CFA^® Program. Financial Analysts Journal. 74(2). 70–83. 6 indexed citations

Su, Tie, et al.. (2015). Non-Marketability and One-Day Selling Lockup. SSRN Electronic Journal. 5 indexed citations

Kang, Qiang, Xi Li, & Tie Su. (2012). CFA Certification Program and Sell-Side Analysts. SSRN Electronic Journal.

Heuson, Andrea J. & Tie Su. (2012). Mortgage Delivery to the Secondary Market when Interest Rates are Falling. Financial Review. 47(2). 219–246.

Chen, Yong, et al.. (2009). The value of mortgage prepayment and default options. Journal of Futures Markets. 29(9). 840–861. 12 indexed citations

Emery, Douglas R., Weiyu Guo, & Tie Su. (2007). A closer look at Black–Scholes option thetas. Journal of Economics and Finance. 32(1). 59–74. 3 indexed citations

Guo, Weiyu & Tie Su. (2006). Option Put-Call Parity Relations When the Underlying Security Pays Dividends. RePEc: Research Papers in Economics. 5(3). 225–230. 2 indexed citations

Ferson, Wayne E., Andrea J. Heuson, & Tie Su. (2005). Weak-Form and Semi-Strong-Form Stock Return Predictability Revisited. Management Science. 51(10). 1582–1592. 6 indexed citations

10.

Ferris, Stephen P., Weiyu Guo, & Tie Su. (2003). Predicting Implied Volatility in the Commodity Futures Options Markets. SHILAP Revista de lepidopterología. 1. 2 indexed citations

11.

Brooks, Raymond M., Ajay Patel, & Tie Su. (2003). How the Equity Market Responds to Unanticipated Events*. The Journal of Business. 76(1). 109–133. 91 indexed citations

12.

Heuson, Andrea J. & Tie Su. (2003). Intra–day Behavior of Treasury Sector Index Option Implied Volatilities around Macroeconomic Announcements. Financial Review. 38(1). 161–177. 13 indexed citations

13.

Howe, John S. & Tie Su. (2000). Discretionary Reductions in Warrant Exercise Prices. SSRN Electronic Journal. 3 indexed citations

14.

Brooks, Raymond M., et al.. (1999). Large price movements and short-lived changes in spreads, volume, and selling pressure. The Quarterly Review of Economics and Finance. 39(2). 303–316. 2 indexed citations

15.

Su, Tie & Raymond M. Brooks. (1998). A Simple Cost Reduction Strategy for Small Liquidity Traders: Trade at the Opening. 5 indexed citations

16.

Corrado, Charles J. & Tie Su. (1998). An empirical test of the Hull-White option pricing model. Journal of Futures Markets. 18(4). 363–378. 6 indexed citations

17.

Brooks, Raymond M. & Tie Su. (1997). A Simple Cost Reduction Strategy for Small Liquidity Traders: Trade at the Opening. Journal of Financial and Quantitative Analysis. 32(4). 525–525. 18 indexed citations

18.

Corrado, Charles J. & Tie Su. (1997). Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices. The Journal of Derivatives. 4(4). 8–19. 84 indexed citations

19.

Corrado, Charles J. & Tie Su. (1997). Implied volatility skews and stock return skewness and kurtosis implied by stock option prices. European Journal of Finance. 3(1). 73–85. 43 indexed citations

20.

Corrado, Charles J. & Tie Su. (1996). S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula. Journal of Futures Markets. 16(6). 611–629. 43 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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