Jingrui Li

Jingrui Li

Stevens Institute of Technology - Hoboken / United States
Others
AD Scientific Index ID: 5417372
person_outline Jingrui Li's MOST POPULAR ARTICLES
1-) COVID-19, volatility dynamics, and sentiment tradingK John, J LiJournal of Banking & Finance, 106162, 2021682021
2-) Does VIX truly measure return volatility?KV Chow, W Jiang, J LiHandbook of Financial Econometrics, Mathematics, Statistics, and Machine …, 2021572021
3-) Decomposing the VIX: implications for the predictability of stock returnsKV Chow, W Jiang, B Li, J LiFinancial Review 55 (4), 645-668, 202022*2020
4-) Persistence of Jump-Induced Tail Risk and Limits to ArbitrageKV Chow, K John, J Li, B SopranzettiQuantitative Finance, 20227*2022
5-) Empirical asset pricing with equity tail riskJ LiWest Virginia University, 201912019