| How do US options traders “smirk” on China? Evidence from FXI options J Li, SA Gehricke, JE Zhang Journal of Futures Markets 39 (11), 1450-1470, 2019 | 19 | 2019 |
| The COVID‐19 risk in the Chinese option market J Li, X Ruan, SA Gehricke, JE Zhang International Review of Finance 22 (2), 346-355, 2022 | 8 | 2022 |
| The price of COVID-19-induced uncertainty in the options market J Li, X Ruan, JE Zhang Economics Letters 211, 110265, 2022 | 6 | 2022 |
| COVID-19 Tail Risk J Li Department of Accountancy and Finance Otago Business School, University of …, 2022 | | 2022 |
| How Do US Options Traders" smirk" on China?: Evidence from FXI Options: a Thesis Submitted for the Degree of Master of Business at the University of Otago, Dunedin, New Zealand J Li University of Otago, 2018 | | 2018 |
| The Shape of the Implied Volatility Smirk, Investor Sentiment, and the Cross-Section of Stock Returns J Li, X Ruan, JE Zhang | | |
Jin E. ZhangUniversity of OtagoAdresse e-mail validée de otago.ac.nz
