Jingrui Li

Calculated based on number of publications stored in Pure and citations from Scopus
20202023

Research activity per year

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  • Persistence of jump-induced tail risk and limits to arbitrage

    Chow, K. V., John, K., Li, J. & Sopranzetti, B., 2023, In: Quantitative Finance. 23, 4, p. 705-719 15 p.

    Research output: Contribution to journalArticlepeer-review

  • COVID-19, volatility dynamics, and sentiment trading

    John, K. & Li, J., Dec 2021, In: Journal of Banking and Finance. 133, 106162.

    Research output: Contribution to journalArticlepeer-review

    Open Access
    67 Scopus citations
  • Decomposing the VIX: Implications for the predictability of stock returns

    Chow, K. V., Jiang, W., Li, B. & Li, J., 1 Nov 2020, In: Financial Review. 55, 4, p. 645-668 24 p.

    Research output: Contribution to journalArticlepeer-review

    14 Scopus citations
  • Does VIX truly measure return volatility?

    Chow, K. V., Jiang, W. & Li, J., 1 Jan 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes). p. 1533-1559 27 p.

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    10 Scopus citations