Junye Li

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8489-3958

Fudan University

Publications

• Skewness Risk Premia and the Cross Section of Currency Returns — Journal of Financial and Quantitative Analysis 2026
• Estimating and Testing Long-Run Risk Models: International Evidence — Management Science 2025
• Self-Exciting Jumps, Learning, and Asset Pricing Implications — The Review of Financial Studies 2015
• On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom — Journal of Financial and Quantitative Analysis 2014