Bingxin Li

Professional Preparation

C. T. Bauer College of Business, University of Houston – Finance, Ph.D., 2013

Conrad N. Hilton College of Hotel and Restaurant Management, University of Houston – Hotel and Restaurant Management, M.S., 2007

College of Natural Science and Mathematics, University of Houston – Physics, M.S., 2005

Department of Physics, Shandong Normal University, China – Physics, B.S., 1998

2014-Present: Assistant Professor of Finance, West Virginia University

Chow, V., Jiang, W., Li, B, and Li, J. 2020. Decomposing the VIX: Implications for the Predictability of Stock Returns, Financial Review, forthcoming.
Li, B. 2020. Option-implied Filtering: Evidence from the GARCH Option Pricing Model, Review of Quantitative Finance and Accounting, 54, 1037-1057.
Li, B. and Piqueira, N. 2019. State-Dependent Size and Value Premium: Evidence from a Regime Switching Asset Pricing Model, Journal of Asset Management 20 (3), 229-249.
Li, B. 2019. Price Dynamics of Natural Gas Futures, Energy Economics 78, 91-108.
Li, B. 2018. Speculation, Risk Aversion, and Risk Premiums in the Crude Oil Market, Journal of Banking and Finance 95, 64-81.
Boyd, N., Harris, J., and Li, B. 2018. An Update on Speculation and Financialization in Commodity Markets, Journal of Commodity Markets 10, 91-104.
Burks, N., Li, B., Bowling, J., and Schmid, N. 2018. Capitalizing Off Collapse: The Hidden Alpha During the Crisis Periods, International Research Journal of Applied Finance IX (3), 124-133.
Christoffersen, P., Jacobs, K., and Li, B. 2016. Dynamic Jump Intensities in Crude Oil Futures and Options Markets, Journal of Derivatives 24 (2), 8-30.