Answers so far have been templating the values into a plain SQL string. That's absolutely fine for integers, but if we wanted to do it for strings we get the escaping issue.
Here's a variant using a parameterised query that would work for both:
placeholder= '?' # For SQLite. See DBAPI paramstyle.
placeholders= ', '.join(placeholder for unused in l)
query= 'SELECT name FROM students WHERE id IN (%s)' % placeholders
cursor.execute(query, l)
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