Jingrui Li, Ph.D. 2019
"WVU PhD program fosters a close professor-student relationship, which enables great amount of individual attention. The faculty genuinely cares about their students, and it was a joyful experience to study at Chambers college."
Tips for Future WVU Finance Ph.D. Students
Focus on developing a solid research agenda while at the same time do a good job teaching in the classroom. Utilize every opportunity to network with great professors in this profession.
Initial Placement: Tulane University
Areas of Interest
Cryptocurrencies, Machine Learning, Big Data, Theoretical and Empirical Asset Pricing, Derivatives , Investments, and Market Microstructure
Academic Positions
Stevens Institute of Technology, School of Business
- Assistant Professor in FinTech, September 2022 – present
Tulane University, A. B. Freeman School of Business
- Visiting Assistant Professor of Finance, July 2019 – June 2022
Education
Ph.D. in Finance, College of Business and Economics
- West Virginia University, USA, 2014-2019
M.Sc. Statistics, Eberly College of Arts and Sciences
- West Virginia University, USA, 2013-2014
M.Sc. Finance, College of Business and Economics
- West Virginia University, USA, 2012-2013
Bachelor of Management, Major in Accounting
- School of Business, Liaoning University, China, 2008-2012
Publications
“Persistence of Jump-Induced Tail Risk and Limits to Arbitrage (with Victor Chow, Kose John, and Ben Sopranzetti), Quantitative Finance, forthcoming.
“COVID-19, Volatility Dynamics, and Sentiment Trading” (with Kose John), Journal of Banking and Finance, (2021), 106162.
“Decomposing the VIX: Implications for the Predictability of Stock Returns (with Victor Chow, Wanjun Jiang, and Bingxin Li), Financial Review, (2020), 1-21.
“Does VIX Truly Measure Return Volatility?” (with Victor Chow and Wanjun Jiang), Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, (2021), 1533-1559 .
Working Papers
“Margin Rules” (with Kose John, Apoorva Koticha, Ranga Narayanan, and Marti G. Subrahmanyam).
“Bitcoin Prices” (with Kose John).
“Limits to Arbitrage” (with Kose John)