Tie Su

881 citations
21 papers · 567 · h-index 8

Impact in

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

Papers in

    • Financial Markets and Investment Strategies 14
    • Stochastic processes and financial applications 11
    • Capital Investment and Risk Analysis 6
    • Financial Risk and Volatility Modeling 4
    • Housing Market and Economics 4
    • Market Dynamics and Volatility 3

Tie Su

19 papers receiving 526 citations

Peers

Tie Su
Comparison fields: 5 of 43
  • Finance 514
  • Economics and Econometrics 248
  • Accounting 94
  • General Economics, Econometrics and Finance 68
  • Management Science and Operations Research 61
Replace Fousseni Chabi-Yo with:
Fousseni Chabi-Yo United States
Chung-Ying Yeh Taiwan
Chayawat Ornthanalai Canada
Roméo Tédongap France
Tong-sheng Sun United States
Nicole Branger Germany
Saikat Nandi United States
Vineer Bhansali United States
Riccardo Cesari Italy
Yves Choueifaty
Tie Su relative to Fousseni Chabi-Yo United States Fousseni Chabi-Yo's profile →
Citations per field
00.5×1.6×
Fousseni Chabi-Yo · 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 14 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

20 of 20 papers shown

Showing the 20 most-cited of 21 papers — load more, or switch the sort, to bring in the rest.

#Work
1 1996217
2 200391
3 199784
4 199643
5 199743
6 199718
7 200313
8 200912
9 20056
10 20216
11 20186
12 19986
13 20155
14
A Simple Cost Reduction Strategy for Small Liquidity Traders: Trade at the Opening
19985
15 20073
16 20003
17 20032
18
Option Put-Call Parity Relations When the Underlying Security Pays Dividends
20062
19 19992
20 20120

About Tie Su

Tie Su is a scholar working on Finance, Economics and Econometrics, Accounting, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 21 papers that have together received 567 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (14 papers), Stochastic processes and financial applications (11 papers), Capital Investment and Risk Analysis (6 papers), Auditing, Earnings Management, Governance (5 papers), Housing Market and Economics (4 papers), Financial Risk and Volatility Modeling (4 papers), Market Dynamics and Volatility (3 papers) and Stock Market Forecasting Methods (3 papers). The work is most often cited by research in Finance (514 citations), Economics and Econometrics (248 citations), Accounting (94 citations), General Economics, Econometrics and Finance (68 citations) and Management Science and Operations Research (61 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 J. Heuson, Michael Connolly, Weiyu Guo, Yong Chen, Jun Wang, Qiang Kang and John S. Howe. Their work appears in journals such as Journal of Futures Markets, Financial Review, Journal of Empirical Finance, Management Science and Journal of Financial and Quantitative Analysis.

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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