Kai Li : Citation Profile


Are you Kai Li?

Macquarie University

6

H index

5

i10 index

130

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   6 years (2009 - 2015). See details.
   Cites by year: 21
   Journals where Kai Li has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 7 (5.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli961
   Updated: 2020-11-21    RAS profile: 2020-08-05    
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Relations with other researchers


Works with:

He, Xuezhong (4)

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 (23)

Li, Youwei (11)

Westerhoff, Frank (8)

Zhou, Wei-Xing (4)

Radi, Davide (3)

Stefanescu, Razvan (2)

Gori, Luca (2)

JAWADI, Fredj (2)

Ftiti, Zied (2)

Tramontana, Fabio (2)

Anufriev, Mikhail (2)

Cites to:

He, Xuezhong (60)

Chiarella, Carl (32)

Hommes, Cars (20)

Zheng, Min (13)

Brock, William (12)

Lux, Thomas (8)

Li, Youwei (7)

Shleifer, Andrei (6)

Westerhoff, Frank (6)

Stein, Jeremy (5)

Pedersen, Lasse (5)

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 (2020 and 2019)


YearTitle of citing document
2019Analytic solutions in a continuous-time financial market model. (2019). Andr, Attila ; Bihary, Zsolt. In: Papers. RePEc:arx:papers:1902.09999.

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2019Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects. (2019). Hommes, Cars ; Vroegop, Joris. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:314-333.

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2019Portfolio selection with inflation-linked bonds and indexation lags. (2019). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:10.

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2020Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299.

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2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:135-149.

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2019Intraday momentum and reversal in Chinese stock market. (2019). Zhou, Haigang ; Gu, Zherong ; Chu, Xiaojun. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:83-88.

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2020Does intraday time-series momentum exist in Chinese stock index futures market?. (2020). Shen, Dehua ; Li, YI ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304337.

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2020Long-term time series reversal: International evidence. (2020). Malin, Mirela ; Kobinger, Sonja ; Bornholt, Graham. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244312030069x.

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2019A novel approach to detect volatility clusters in financial time series. (2019). Sanchez-Granero, M A ; Fernandez-Martinez, M ; Trinidad, J E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119314098.

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2020News-Driven Expectations and Volatility Clustering. (2020). Inoua, Sabiou. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:17-:d:310875.

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2019Procedural rationality, asset heterogeneity and market selection. (2019). Tavin, Bertrand ; Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-02312310.

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2019The Complexion of Multi-period Stackelberg Triopoly Game with Bounded Rationality. (2019). Yu, YU. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-018-9834-5.

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2020Heterogén kereskedési stratégiák hatása a piaci árfolyamokra. (2020). Vig, Attila Andras ; Bihary, Zsolt. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1914.

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2020Social Transmission Bias and Cultural Evolution in Financial Markets. (2020). Hirshleifer, David ; Akcay, Erol. In: NBER Working Papers. RePEc:nbr:nberwo:27745.

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2019Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market. (2019). Hu, Yingyi. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2849-4.

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2019Exchange rate dynamics under limits of arbitrage and heterogeneous expectations. (2019). Datta, Soumya. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-019-00237-6.

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2019From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas . In: Management Review Quarterly. RePEc:spr:manrev:v:69:y:2019:i:2:d:10.1007_s11301-018-0151-9.

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2019Re-examining differences between momentum and time series momentum among individual stocks. (2019). He, Chaohua ; Mu, Yuandong. In: Applied Economics Letters. RePEc:taf:apeclt:v:26:y:2019:i:18:p:1537-1543.

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2019A simple mechanism for financial bubbles: time-varying momentum horizon. (2019). Schatz, M ; Lin, L ; Sornette, D. In: Quantitative Finance. RePEc:taf:quantf:v:19:y:2019:i:6:p:937-959.

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2020Trend following with momentum versus moving averages: a tale of differences. (2020). Giner, Javier ; Zakamulin, Valeriy. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:6:p:985-1007.

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2019Asynchronous Algorithms for Computing Equilibrium Prices in a Capital Asset Pricing Model. (2019). You, Jianxin ; Hu, Jian-Qiang ; Tong, Jun. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:36:y:2019:i:05:n:s0217595919500234.

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2019Housing markets, expectation formation and interest rates. (2019). Westerhoff, Frank ; Martin, Carolin ; Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:142.

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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.
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article23
2011Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model.(2011) In: Research Paper Series.
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This paper has another version. Agregated cites: 23
paper
2014Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control.
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article17
2013Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series.
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This paper has another version. Agregated cites: 17
paper
2009Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling.
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article21
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: 21
paper
2015Profitability of time series momentum In: Journal of Banking & Finance.
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article27
2013An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance.
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article26
2012An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
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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paper3
2015Volatility Clustering: A Nonlinear Theoretical Approach In: Research Paper Series.
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paper8

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