- Huang, T., Li, J., Wu, F., and Zhu, N. "R&D Information Quality and Stock Returns". This version: January 2016 (PDF)
Presented at: 2015 International Dauphine-ESSEC-SMU Conference on Systemic Risk.
- Fulop, A. and Li, J. "Inferring Volatility Dynamics and Variance Risk Premia: An Efficient Bayesian Approach". First version: December 2014; This version: March 2015 (PDF) [Internet Appendix].
Presented at: 2014 Princeton-QUT-SMU Workshop on Financial Econometrics; 2nd ESSEC Workshop on Empirical Finance; 2015 SoFiE Annual Conference; 2015 China International Conference in Finance.
- Li, J. and Zinna, G. "How Much of Bank Credit Risk Is Sovereign Risk? Evidence from the Eurozone". Submitted. First version: June 2014; This version: November 2015 (PDF) [Internet Appendix].
Presented at: Sveriges Riksbank; Central Bank of Brazil; European Banking Authority; ESSEC Business School; Bank of England; Bank of Italy; International Monetary Fund.
- Li, J. and Zinna, G. "The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability". R&R for Journal of Business & Economic Statistics. First version: January 2013; This version: November 2015 (PDF) [Internet Appendix].
Presented at: Xiamen University; Erasmus University Rotterdam; Nankai University; Shanghai Futures Exchange; European Finance Association Annual Meeting; Princeton-QUT-SMU Workshop on Financial Econometrics; The international Symposium on Forecasting; Interational Symposium on Econometric Theory and Applications