معرفی
Suzanne S. Lee is an Associate Professor of Finance at the Scheller College of Business, Georgia Institute of Technology, where she has been a faculty member since 2005. She also serves as the Ph.D. Coordinator, playing a key role in graduate education and research training.
Her educational background is highly quantitative and interdisciplinary:
- Ph.D., University of Chicago
- MBA, University of Chicago
- M.S. in Statistics, University of Chicago
Dr. Lee's research lies at the intersection of asset pricing and financial econometrics, with a strong focus on jump processes, market microstructure, and derivative markets. She investigates how sudden price movements (jumps) impact asset returns, risk, and information flow in financial markets. Her work extends to cryptocurrency, currency markets, and carry trade strategies, combining theoretical rigor with empirical validation using high-frequency data.
The analysis of her recent publications (2008–2024) reveals a consistent and influential research program centered on detecting and modeling jumps in financial time series. Her work spans equity, currency, and cryptocurrency markets, often employing advanced nonparametric and econometric techniques. A recurring theme is the role of jumps in pricing anomalies, risk measurement, and market efficiency, with increasing attention to digital assets in recent years.
Dr. Lee is actively engaged in the academic community through editorial service:
- Associate Editor, Journal of Banking and Finance
- Associate Editor, Asia-Pacific Journal of Financial Studies
She has presented her research at premier conferences such as the American Finance Association, European Finance Association, Econometric Society, and Society for Financial Econometrics. Her publications appear in the most prestigious journals in finance and econometrics, including the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, and Journal of Econometrics. While specific grant details are not listed, her sustained publication record in top journals indicates significant research funding and academic impact. She advises Ph.D. students through her role as Ph.D. Coordinator, though individual advisees are not named in the text.
Dr. Lee's work contributes to both theoretical and applied finance, improving our understanding of market dynamics, risk modeling, and asset pricing under extreme events. Her research has practical implications for risk management, trading strategies, and financial regulation.
