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Dive into the research topics where Jingrui Li is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Bitcoin price volatility: Effects of retail traders, illegal users, and sentiment
John, K. & Li, J., Sep 2025, In: Journal of Corporate Finance. 94, 102837.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
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 journal › Article › peer-review
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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 journal › Article › peer-review
Open Access80 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 journal › Article › peer-review
19 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 proceeding › Chapter › peer-review
12 Scopus citations