Bingxin Li

West Virginia University

Assistant Professor

Morgantown, WV 26506

United States

SCHOLARLY PAPERS

6

DOWNLOADS

344

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Decomposing the VIX: Implications for the Predictability of Stock Returns

The Financial Review, Forthcoming
Number of pages: 39 Posted: 14 Mar 2016 Last Revised: 19 Aug 2020
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 320 (105,908)

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Polynomial Variation, Quadratic Variation, Variance Risk Premium, Tail Risk Premium, Predictability

2.

Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets

Journal of Derivatives 24 (2), 8-30, 2016
Number of pages: 38 Posted: 19 Feb 2019 Last Revised: 19 Aug 2020
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and West Virginia University
Downloads 24 (553,589)

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Crude oil, Futures, Options, Discrete-time models, Jump intensities, Risk premiums

3.

Decomposing the VIX: Implications for the Predictability of Stock Returns

Financial Review, Vol. 55, Issue 4, pp. 645-668, 2020
Number of pages: 24 Posted: 09 Oct 2020
West Virginia University, Guang Hua School of Management, Peking University, West Virginia University and Tulane University - A.B. Freeman School of Business
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polynomial variation, predictability, quadratic variation, tail risk premium, variance risk premium

4.

Trade Secrets Protection and Stock Price Crash Risk

Posted: 09 Jun 2020 Last Revised: 29 Jul 2020
Dan Hu, Eunju Lee and Bingxin Li
University of Massachusetts Lowell, University of Massachusetts Lowell and West Virginia University

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Trade secrets protection, Uniform Trade Secrets Act, Stock price crash risk, Information asymmetry, Earnings response coefficient, Short interest

5.

Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets

Journal of Derivatives, 24 (2), 8-30, Rotman School of Management Working Paper No. 2861911, https://doi.org/10.3905/jod.2016.24.2.008
Posted: 20 May 2019 Last Revised: 18 Aug 2020
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and West Virginia University

Abstract:

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Crude oil; Futures; Options; Discrete-time models; Jump intensities; Risk premiums

6.

Speculation, Risk Aversion, and Risk Premiums in the Crude Oil Market

Posted: 02 Apr 2015
Bingxin Li
West Virginia University

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Oil; Futures; Options; Speculation; Risk Aversion; Risk Premium