Jessica Li

Neoma Business School

59, rue Pierre Taittinger

Reims, 51100

France

  • Neoma Business School

SCHOLARLY PAPERS

3

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844

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

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1.

Finance And Mathematics: Merger Or Acquisitions?

Number of pages: 38 Posted: 01 Oct 2014 Last Revised: 21 Sep 2015
Sebastien Lleo and Jessica Li
NEOMA Business School and Neoma Business School
Downloads 451 (99,618)
Citation 1

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mathematical finance, financial economics, history of economics, history of mathematics, embedding, derivatives pricing, financial crisis, Barnesian performativity

2.

Exploring Breaks in the Distribution of Stock Returns: Empirical Evidence from Apple Inc.

Number of pages: 54 Posted: 16 Nov 2020
Sebastien Lleo, William T. Ziemba and Jessica Li
NEOMA Business School, University of British Columbia (UBC) - Sauder School of Business and Neoma Business School
Downloads 276 (171,041)
Citation 1

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changepoint methods, regime switching models, machine learning, factor models, empirical asset pricing, event studies

3.

Technical Appendix for 'Exploring Breaks in the Distribution of Stock Returns: Empirical Evidence from Apple Inc.'

Number of pages: 46 Posted: 11 Dec 2020
Sebastien Lleo, William T. Ziemba and Jessica Li
NEOMA Business School, University of British Columbia (UBC) - Sauder School of Business and Neoma Business School
Downloads 117 (360,471)

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changepoint methods, regime switching models, machine learning, factor models, empirical asset pricing, event studies