Citation profile for Lei Shi

Lei Shi : Citation Profile

University of Technology Sydney

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 3
   Journals where Lei Shi has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 3 (8.82 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh331
   Updated: 2021-10-09    RAS profile: 2017-09-28
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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 Lei Shi.

Is cited by:

He, Xuezhong (3)

Platen, Eckhard (2)

Chiarella, Carl (2)

Allen, David (1)

Schasfoort, Joeri (1)

Zhou, Wei-Xing (1)

tolotti, marco (1)

JAWADI, Fredj (1)

de Winter, Jasper (1)

Hindrayanto, Irma (1)

Ftiti, Zied (1)

Cites to:

Jouini, ElyÃ¨s (30)

NAPP, Clotilde (30)

Chiarella, Carl (19)

He, Xuezhong (15)

Yan, Hongjun (11)

Uppal, Raman (8)

Basak, Suleyman (7)

Platen, Eckhard (6)

Wenzelburger, Jan (6)

Buraschi, Andrea (5)

Iori, Giulia (5)

Main data

Where Lei Shi has published?

Working Papers Series with more than one paper published	# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney	9

Recent works citing Lei Shi (2021 and 2020)

Year	Title of citing document
2020	Teardowns, popups, and renovations: How does housing supply change?. (2020). Schuetz, Jenny. In: Journal of Regional Science. RePEc:bla:jregsc:v:60:y:2020:i:3:p:459-480. Full description at Econpapers \|\| Download paper
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
2020	The Effect of Online Investor Sentiment on Stock Movements: An LSTM Approach. (2020). Yu, Guangjin ; Wang, Gaoshan ; Shen, Xiaohong. In: Complexity. RePEc:hin:complx:4754025. Full description at Econpapers \|\| Download paper
2020	Investor Sentiment in an Artificial Limit Order Market. (2020). Wei, Lijian ; Jianwei, LI ; Shi, Lei. In: Complexity. RePEc:hin:complx:8581793. Full description at Econpapers \|\| Download paper
2020	Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures. (2020). Mollica, Vito ; Hunt, Jack ; Curran, Edward. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1793-1806. Full description at Econpapers \|\| Download paper

Works by Lei Shi:

Year	Title	Type	Cited
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	2
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	1
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	9
2014	Position-Limit Design for the CSI 300 Futures Markets In: Research Paper Series. [Full Text][Citation analysis]	paper	0