Jingrui Li
Visiting Assistant Professor
| Office | GWBC 640 |
|---|---|
| Phone | 504.314.7928 |
| jli61@tulane.edu | |
| CV | Download PDF |
Courses
FINE 7180 Financial Modeling (Graduate)
FINE 4170 Financial Modeling (Undergraduate)
Research
- COVID-19, Volatility Dynamics, and Sentiment Trading (With Kose John) Forthcoming at Journal of Banking and Finance
- Decomposing the VIX: Implications for the predictability of stock returns (with Victor Chow, Wanjun Jiang, and Bingxin Li) Financial Review. 2020; 1-21. WILEY Top Cited Article Award (2020-2021)
- Does VIX Truly Measure Return Volatility? (with Victor Chow and Wanjun Jiang) Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning. 2021; 1533-1559