Victoria Li

Tulane University - A.B. Freeman School of Business

7 McAlister Drive

New Orleans, LA 70118

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 15,100

SSRN RANKINGS

Top 15,100

in Total Papers Downloads

3,126

CITATIONS

4

Ideas:
“  Empirical Asset Pricing, Behavioral Finance, Derivatives, Investments and Market Microstructure.  ”

Scholarly Papers (3)

1.

Does VIX Truly Measure Return Volatility?

Number of pages: 35 Posted: 31 Aug 2014 Last Revised: 24 Jan 2018
Victor Chow, Wanjun Jiang and Victoria Li
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University and Tulane University - A.B. Freeman School of Business
Downloads 2,843 (3,919)
Citation 6

Abstract:

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Implied Volatility, VIX, Ex-ante Moments

2.

VIX Decomposed Tail Risk Premia and the Tail Risk Factor

Number of pages: 60 Posted: 14 Mar 2016 Last Revised: 16 Jan 2018
Victor Chow, Wanjun Jiang, Bingxin Li and Victoria Li
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University, West Virginia University and Tulane University - A.B. Freeman School of Business
Downloads 283 (106,076)

Abstract:

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Tail Risk, Jumps, Risk Premium, Asset Pricing Factor

3.

Unrealistic Optimism and Asymmetry in the Pricing of Equity Tail Risk

Posted: 15 Mar 2018
Victor Chow, Victoria Li and Ben J. Sopranzetti
West Virginia University - Department of Finance, Tulane University - A.B. Freeman School of Business and Rutgers Business School: Newark and New Brunswick

Abstract:

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tail risk, asymmetry, cross-section of stock returns, return prediction, behavioral finance, investor psychology, empirical asset pricing