Tie Su

887 citations
17 papers · 468 · h-index 8

Impact in

  • Finance top 1%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Capital Investment and Risk Analysis
    • Market Dynamics and Volatility
    • Complex Systems and Time Series Analysis

Papers in

    • Financial Markets and Investment Strategies 12
    • Stochastic processes and financial applications 10
    • Capital Investment and Risk Analysis 6
    • Financial Risk and Volatility Modeling 4
    • Housing Market and Economics 4
    • Market Dynamics and Volatility 3

Tie Su

16 papers receiving 429 citations

Peers

Tie Su
Comparison fields: 5 of 43
  • Finance 416
  • Economics and Econometrics 210
  • General Economics, Econometrics and Finance 64
  • Accounting 76
  • Management Science and Operations Research 51
Replace Paul Georg Schneider with:
Paul Georg Schneider Switzerland
Ingmar Nolte United Kingdom
Chayawat Ornthanalai Canada
Tong-sheng Sun United States
Domenico Cuoco United States
Fousseni Chabi-Yo United States
Saikat Nandi United States
Hugues Langlois Canada
Yeung L. Chan United States
Nikolaos Panigirtzoglou United Kingdom
Tie Su relative to Paul Georg Schneider Switzerland Paul Georg Schneider's profile →
Citations per field
00.5×1.5×1.8×
Paul Georg Schneider · 1×
Citations per year

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-authors

The 12 scholars most cited alongside Tie Su, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Tie Su Line = papers co-authored together Tie Su links everyone, so they are left out of the graph.

All Works

17 of 17 papers shown
#Work
1 1996184
2 200377
3 199771
4 199735
5 199631
6 199714
7 200912
8 200311
9 20187
10 20057
11 19986
12 20215
13 20073
14 20032
15
Option Put-Call Parity Relations When the Underlying Security Pays Dividends
20062
16 19991
17 20120

About Tie Su

Tie Su is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Management Science and Operations Research, having authored 17 papers that have together received 468 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (12 papers), Stochastic processes and financial applications (10 papers), Capital Investment and Risk Analysis (6 papers), Housing Market and Economics (4 papers), Financial Risk and Volatility Modeling (4 papers), Auditing, Earnings Management, Governance (3 papers), Market Dynamics and Volatility (3 papers) and Stock Market Forecasting Methods (2 papers). The work is most often cited by research in Finance (416 citations), Economics and Econometrics (210 citations), General Economics, Econometrics and Finance (64 citations), Accounting (76 citations) and Management Science and Operations Research (51 citations). Tie Su has collaborated with scholars based in United States, China and South Korea. Frequent co-authors include Charles J. Corrado, Raymond M. Brooks, Ajay Patel, Andrea Jane Heuson, Michael Connolly, Weiyu Guo, Wenjin Tang, Xi Li, Wayne E. Ferson and Qiang Kang. Their work appears in journals such as Journal of Futures Markets, Financial Review, The Journal of Business, Management Science and The Journal of Financial Research.

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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