Wayne Y. Lee

with Indro · 2002

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Whom Wayne Y. Lee trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. Ronald J. Balvers
  3. Eugene F. Fama
  4. Yangru Wu

Who trusts Wayne Y. Lee overall

  1. Antonios Siganos
  2. Jiahong Li
  3. Camila C. Pereira
  4. Evangelos Vagenas‐Nanos
  5. Hui Bu
  6. Shao‐Chi Chang
  7. Selin Duz Tan

Papers from Wayne Y. Lee's perspective

Ordered by how strongly the researchers Wayne Y. Lee trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Behavior of Stock-Market Prices
  3. Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies
  4. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  5. The Pricing of Options and Corporate Liabilities
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Separating Microstructure Noise from Volatility
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers