6
H index
6
i10 index
183
Citations
Kai Li : Citation Profile
Macquarie University | RESEARCH PRODUCTION: 5 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2009 - 2015). 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 | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney | 8 |
Recent works citing Kai Li (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Behavioral 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. Full description at Econpapers || Download paper |
| 2021 | Nonlinear 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. Full description at Econpapers || Download paper |
| 2022 | Time 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. Full description at Econpapers || Download paper |
| 2022 | What 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. Full description at Econpapers || Download paper |
| 2021 | Intraday 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. Full description at Econpapers || Download paper |
| 2021 | Herding 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. Full description at Econpapers || Download paper |
| 2021 | Asymmetry, 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. Full description at Econpapers || Download paper |
| 2022 | Bounded 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. Full description at Econpapers || Download paper |
| 2022 | Intraday 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. Full description at Econpapers || Download paper |
| 2021 | Return signal momentum. (2021). Thomakos, Dimitrios ; Liu, Jiadong ; Papailias, Fotis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:124:y:2021:i:c:s0378426621000212. Full description at Econpapers || Download paper |
| 2022 | Production 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. Full description at Econpapers || Download paper |
| 2022 | Do 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | Social 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. Full description at Econpapers || Download paper |
| 2021 | Cross-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. Full description at Econpapers || Download paper |
| 2021 | An 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. Full description at Econpapers || Download paper |
| 2022 | Momentum 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. Full description at Econpapers || Download paper |
Works by Kai Li:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 31 |
| 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 another version. Agregated cites: 31 | paper | |
| 2014 | Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 28 |
| 2013 | Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2009 | Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling. [Full Text][Citation analysis] | article | 26 |
| 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 another version. Agregated cites: 26 | paper | |
| 2015 | Profitability of time series momentum In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 43 |
| 2013 | An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance. [Full Text][Citation analysis] | article | 32 |
| 2012 | An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 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 | 6 |
| 2015 | Volatility Clustering: A Nonlinear Theoretical Approach In: Research Paper Series. [Full Text][Citation analysis] | paper | 12 |
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