Kai Li : Citation Profile


Are you Kai Li?

Macquarie University

6

H index

6

i10 index

183

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   6 years (2009 - 2015). See details.
   Cites by year: 30
   Journals where Kai Li has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 7 (3.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli961
   Updated: 2022-08-13    RAS profile: 2020-08-05    
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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:

He, Xuezhong (Tony) (25)

Li, Youwei (12)

Westerhoff, Frank (8)

Hommes, Cars (5)

Zhou, Wei-Xing (4)

Wagener, Florian (4)

Gori, Luca (4)

Víg, Attila (4)

Radi, Davide (3)

Anufriev, Mikhail (2)

Naimzada, Ahmad (2)

Cites to:

He, Xuezhong (Tony) (62)

Chiarella, Carl (32)

Hommes, Cars (21)

Zheng, Min (13)

Brock, William (12)

Lux, Thomas (8)

Judd, Kenneth (7)

Tesfatsion, Leigh (7)

Westerhoff, Frank (7)

Gardini, Laura (7)

Li, Youwei (7)

Main data


Where Kai Li has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney8

Recent works citing Kai Li (2022 and 2021)


YearTitle of citing document
2021Behavioral heterogeneity in return expectations across equity style portfolios. (2021). Stork, Philip ; Vidojevic, Milan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1225-1250.

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2021Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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2022Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.

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2022What drives intraday reversal? illiquidity or liquidity oversupply?. (2022). Xiong, Xiong ; Lin, Shen ; Kang, Junqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000185.

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2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219.

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2021Herding in the bad times: The 2008 and COVID-19 crises. (2021). Mallor, Tania ; Ferreruela, Sandra . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001467.

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2021Asymmetry, tail risk and time series momentum. (2021). Wang, Shixuan ; Lu, Shanglin ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002581.

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2022Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163.

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2022Intraday time series momentum: Global evidence and links to market characteristics. (2022). Urquhart, Andrew ; Sakkas, Athanasios ; Li, Zeming. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100001x.

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2021Return signal momentum. (2021). Thomakos, Dimitrios ; Liu, Jiadong ; Papailias, Fotis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:124:y:2021:i:c:s0378426621000212.

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2022Production delays and price dynamics. (2022). Wagener, Florian ; Hommes, Cars ; Li, Kai. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:341-362.

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2022Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?. (2022). Huang, Paoyu ; Hsu, Chinning ; Ni, Yensen ; Day, Min-Yuh. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3328-:d:807894.

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2021The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Teresiene, Deimante ; Yue, Xiao-Guang ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243.

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2021Social Media Skits: Reshaping the Entertainment Experience of Broadcast Audience. (2021). Sodeinde, Oluwaseyi Adewunmi ; Ojomo, Olusegun. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211032176.

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2021Cross-section instability in financial markets: impatience, extrapolation, and switching. (2021). He, Xue-Zhong ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00348-5.

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2021An empirical behavioral order-driven model with price limit rules. (2021). Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yongjie ; Xu, Hai-Chuan ; Xiong, Xiong. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00288-4.

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2022Momentum investing: a systematic literature review and bibliometric analysis. (2022). Walia, Nidhi ; Singh, Simarjeet. In: Management Review Quarterly. RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00205-6.

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Works by Kai Li:


YearTitleTypeCited
2012Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article31
2011Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model.(2011) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2014Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article28
2013Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2009Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling.
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article26
2009Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2015Profitability of time series momentum In: Journal of Banking & Finance.
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article43
2013An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance.
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article32
2012An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2014Time Series Momentum and Market Stability In: Research Paper Series.
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paper4
2015Optimal Time Series Momentum In: Research Paper Series.
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paper1
2015Market Sentiment and Paradigm Shifts In: Research Paper Series.
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paper6
2015Volatility Clustering: A Nonlinear Theoretical Approach In: Research Paper Series.
[Full Text][Citation analysis]
paper12

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