Jianhui (Iris) Li

Jianhui (Iris) Li

PhD Candidate in Finance

Research

Publications

Li, Jianhui, Xinfeng Ruan, Sebastian A. Gehricke, and Jin E. Zhang, 2022, The COVID-19 risk in the Chinese option market, International Review of Finance 22(2), 346-355, doi:10.1111/irfi.12365

Li, Jianhui, Xinfeng Ruan, and Jin E. Zhang, 2022, The price of COVID-19-induced uncertainty in the options market, Economics Letters 211, 110265, doi:10.1016/j.econlet.2021.110265

Li, Jianhui, Sebastian A. Gehricke, and Jin E. Zhang, 2019, How do US options traders “smirk” on China? Evidence from FXI options, Journal of Futures Markets 39(11), 1450-1470, doi:10.1002/fut.22005

Working papers

Li, Jianhui, Erdinc Akyildirimb, Thomas Conlond, and Shaen Corbet, 2023, Corporate reputational dynamics and their impact on global commodity markets.

Li, Jianhui, Xinfeng Ruan, and Jin E. Zhang, 2023, COVID-19 tail risk.

Li, Jianhui, Xinfeng Ruan, and Jin E. Zhang, 2022,The shape of the implied volatility smirk, informed trading, and the cross-section of stock returns.

Conferences

27th New Zealand Finance Colloquium (NZFC), 16 - 17 February 2023, Victoria University Wellington, Wellington, New Zealand.

  • Presentor

26th New Zealand Finance Colloquium (NZFC), 17 - 18 February 2022, Universiry of Canterbury, Christchurch, New Zealand.

  • Presentor

10th International Conference on Futures and Other Derivatives (ICFOD), 10 - 12 December 2021, Fudan University and Beihang University, Nanning, China.

  • Presentor

9th International Conference on Futures and Other Derivatives (ICFOD), 4 - 5 December 2020, Fudan University and Beihang University, Zhuhai, China.

  • Presentor; Discussant

23rd New Zealand Finance Colloquium (NZFC), 13 - 15 February 2019, Universiry of Lincoln, Christchurch, New Zealand.

  • Co-author

2018 New Zealand Finance Meeting (NZFM), 17 - 19 December 2018, Auckland University of Technology, Queenstown, New Zealand.

  • Presentor; Discussant

7th International Conference on Futures and Other Derivatives (ICFOD), 18 - 20 October 2018, Fudan University, Shanghai, China.

  • Presentor; Discussant; Session Chair

Ad-Hoc Reviewer

  • Applied Economics
  • Applied Economics Letters