Jingrui Li

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K. Victor Chow, CFAProfessor of Finance, West Virginia UniversityVerified email at mail.wvu.edu
Kose JohnNew York UniversityVerified email at stern.nyu.edu
Ben SopranzettiRutgers Business School: Newark and New BrunswickVerified email at business.rutgers.edu
Ruming LiuStevens Institute of TechnologyVerified email at stevens.edu
Marti SubrahmanyamNew York University Stern and NYU ShanghaiVerified email at stern.nyu.edu
Alexander KurovProfessor of Finance, West Virginia UniversityVerified email at mail.wvu.edu

Jingrui Li

Verified email at stevens.edu - Homepage


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
COVID-19, volatility dynamics, and sentiment trading K John, J Li Journal of Banking & Finance, 106162, 2021	65	2021
Does VIX truly measure return volatility? KV Chow, W Jiang, J Li Handbook of Financial Econometrics, Mathematics, Statistics, and Machine …, 2021	56	2021
Decomposing the VIX: implications for the predictability of stock returns KV Chow, W Jiang, B Li, J Li Financial Review 55 (4), 645-668, 2020	21*	2020
Persistence of Jump-Induced Tail Risk and Limits to Arbitrage KV Chow, K John, J Li, B Sopranzetti Quantitative Finance, 2022	7*	2022
Empirical asset pricing with equity tail risk J Li West Virginia University, 2019	1	2019
Pricing and Arbitrage Across 80 Cryptocurrency Exchanges J Li, R Liu Available at SSRN 4816710, 2024		2024

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