Publications
Embedded Files
Li, J., Ruan, X., and Zhang, J. E. (2022). The price of COVID-19-induced uncertainty in the options market. Economics Letters, 110265.
Li, J., Ruan, X., Gehricke, S. A., and Zhang, J. E. (2021). The COVID-19 risk in the Chinese option market. International Review of Finance, 1-10.
Li, J., Gehricke, S. A., and Zhang, J. E. (2019). How do US options traders “smirk” on China? Evidence from FXI options. Journal of Futures Markets, 39, 1450-1470.
Conference Contribution
(P=presentation, C=presented by coauthor, D=discussion)
New Zealand Finance Colloquium (NZFC), 17-18 February 2022, Christchurch, New Zealand. (P)
International Conference on Futures and Other Derivatives (ICFOD) Online Conference, 11-12 December 2021. (P, P)
International Conference on Futures and Other Derivatives (ICFOD) Online Conference, 4-5 December 2020. (P)
New Zealand Finance Colloquium (NZFC), 14-15 February 2019, Christchurch, New Zealand. (C)
New Zealand Finance Meeting (NZFM), 17-19 December 2018, Queenstown, New Zealand. (P, D)
International Conference on Futures and Other Derivatives (ICFOD), 19-20 October 2018, Shanghai, China. (P, D, Session Chair)
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