3
H index
1
i10 index
36
Citations
University of Technology Sydney | 3 H index 1 i10 index 36 Citations RESEARCH PRODUCTION: 7 Articles 9 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lei Shi. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney | 9 |
Year | Title of citing document |
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2021 | Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216. Full description at Econpapers || Download paper |
2021 | On the MS-stability of predictor–corrector schemes for stochastic differential equations. (2021). Senosiain, M J ; Zeghdane, R ; Tocino, A. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:180:y:2021:i:c:p:289-305. Full description at Econpapers || Download paper |
2022 | The Spatio-Temporal Pattern and Spatial Effect of Installation of Lifts in Old Residential Buildings: Evidence from Hangzhou in China. (2022). Jin, Jing ; Ma, Lindong ; Li, Zeling ; Dai, Xinjun. In: Land. RePEc:gam:jlands:v:11:y:2022:i:9:p:1600-:d:917971. Full description at Econpapers || Download paper |
2022 | Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485. Full description at Econpapers || Download paper |
2021 | An empirical behavioral order-driven model with price limit rules. (2021). Zhang, Wei ; Xu, Hai-Chuan ; Xiong, Xiong ; Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei. 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 |
Year | Title | Type | Cited |
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2012 | Boundedly rational equilibrium and risk premium In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
2012 | Disagreement in a Multi-Asset Market In: International Review of Finance. [Full Text][Citation analysis] | article | 2 |
2016 | Consumption-based CAPM with belief heterogeneity In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2012 | Disagreement, correlation and asset prices In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2015 | Position limit for the CSI 300 stock index futures market In: Economic Systems. [Full Text][Citation analysis] | article | 4 |
2017 | Index portfolio and welfare analysis under heterogeneous beliefs In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2013 | On the numerical stability of simulation methods for SDEs under multiplicative noise in finance In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2008 | Heterogeneity, Bounded Rationality and Market Dysfunctionality In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2008 | On the Numerical Stability of Simulation Methods for SDES In: Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
2009 | Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs In: Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2010 | Differences in Opinion and Risk Premium In: Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2012 | Heterogeneous Beliefs and the Performances of Optimal Portfolios In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2012 | Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs In: Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2012 | Heterogeneous Beliefs and the Cross-Section of Asset Returns In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | A Behavioural Model of Investor Sentiment in Limit Order Markets In: Research Paper Series. [Full Text][Citation analysis] | paper | 11 |
2014 | Position-Limit Design for the CSI 300 Futures Markets In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
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