Junye LI

Junye LI

Fudan University - Shanghai / China
Business & Management / Strategic Management
AD Scientific Index ID: 725256
复旦大学
person_outline Junye LI's MOST POPULAR ARTICLES
1-) Self-exciting jumps, learning, and asset pricing implicationsA Fulop, J Li, J YuThe Review of Financial Studies 28 (3), 876-912, 2015912015
2-) Efficient learning via simulation: A marginalized resample-move approachA Fulop, J LiJournal of Econometrics 176 (2), 146-161, 2013852013
3-) The variance risk premium: Components, term structures, and stock return predictabilityJ Li, G ZinnaJournal of Business & Economic Statistics 36 (3), 411-425, 2018572018
4-) How much of bank credit risk is sovereign risk? Evidence from EuropeJ Li, G ZinnaJournal of Money, Credit and Banking 50 (6), 1225-1269, 2018402018
5-) On bank credit risk: systemic or bank specific? Evidence for the United States and United KingdomJ Li, G ZinnaJournal of Financial and Quantitative Analysis 49 (5-6), 1403-1442, 2014392014