9
H index
9
i10 index
220
Citations
Kai Li : Citation Profile
Macquarie University | RESEARCH PRODUCTION: 21 Articles 12 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2009 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kai Li. | Is cited by:
| Cites to:
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Main data
Where Kai Li has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 8 |
| Journal of Economic Behavior & Organization | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney | 10 |
Recent works citing Kai Li (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | News-driven Expectations and Volatility Clustering. (2023). Inoua, Sabiou. In: Papers. RePEc:arx:papers:2309.04876. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494. Full description at Econpapers || Download paper |
| 2023 | Portfolio liquidation with delayed information. (2023). Wong, Hoi Ying ; Chiu, Mei Choi ; Yan, Tingjin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002109. Full description at Econpapers || Download paper |
| 2023 | Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886. Full description at Econpapers || Download paper |
| 2023 | A hybrid particle swarm optimization and simulated annealing algorithm for the job shop scheduling problem with transport resources. (2023). Gonalves, Jose F ; Homayouni, Mahdi S. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1140-1157. Full description at Econpapers || Download paper |
| 2023 | Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306. Full description at Econpapers || Download paper |
| 2023 | The impact of memory effect on time-delay logistic systems driven by a class of non-Gaussian noise. (2023). Han, Zikun ; Zhang, Congqing ; Yang, Yanling ; Hu, Zhouyu ; Wang, Qiubao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006209. Full description at Econpapers || Download paper |
| 2023 | The evolvement of momentum effects in China: Evidence from functional data analysis. (2023). Wang, Shixuan ; Teka, Hanen ; Liu, Zhenya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002197. Full description at Econpapers || Download paper |
| 2023 | Price behavior of small-cap stocks and momentum: A study using principal component momentum. (2023). Park, Jong Won ; Eom, Cheoljun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300034x. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the Chinas Stock Markets. (2023). Gao, Wei ; Wu, XU ; Yue, Ding ; Yan, Ruzhen. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10215-5. Full description at Econpapers || Download paper |
| 2023 | What we know about the low-risk anomaly: a literature review. (2023). Traut, Joshua. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00427-0. Full description at Econpapers || Download paper |
| 2023 | Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z. Full description at Econpapers || Download paper |
Works by Kai Li:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Stability and Hopf bifurcation analysis of a prey–predator system with two delays In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 13 |
| 2019 | Portfolio selection with inflation-linked bonds and indexation lags In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2020 | Investor overconfidence and the security market line: New evidence from China In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 12 |
| 2020 | Time to build and bond risk premia In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2022 | Time to build and bond risk premia.(2022) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Nonlinear effect of sentiment on momentum In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2012 | Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 26 |
| 2011 | Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model.(2011) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2014 | Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 24 |
| 2013 | Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2018 | Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
| 2009 | Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling. [Full Text][Citation analysis] | article | 22 |
| 2009 | Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs.(2009) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2022 | Bounded rationality, adaptive behaviour, and asset prices In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | Profitability of time series momentum In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 42 |
| 2016 | Volatility clustering: A nonlinear theoretical approach In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 10 |
| 2015 | Volatility Clustering: A Nonlinear Theoretical Approach.(2015) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2022 | Production delays and price dynamics In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
| 2022 | Social interaction, volatility clustering, and momentum In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2023 | Extrapolative asset pricing In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2020 | Financial intermediation and capital reallocation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2023 | Complementary potential of wind-solar-hydro power in Chinese provinces: Based on a high temporal resolution multi-objective optimization model In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 0 |
| 2022 | Investor Sentiment and Paradigm Shifts in Equity Return Forecasting In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2013 | An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance. [Full Text][Citation analysis] | article | 26 |
| 2012 | An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2014 | Asset Price Dynamics with Heterogeneous Beliefs and Time Delays In: PhD Thesis. [Full Text][Citation analysis] | book | 1 |
| 2018 | Time-varying economic dominance in financial markets: A bistable dynamics approach In: Published Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Time Series Momentum and Market Stability In: Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Optimal Time Series Momentum In: Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Market Sentiment and Paradigm Shifts In: Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Reversing Momentum: The Optimal Dynamic Momentum Strategy In: Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Time-Varying Economic Dominance Through Bistable Dynamics In: Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2019 | The collateralizability premium In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team