Lei Shi : Citation Profile


Are you Lei Shi?

University of Technology Sydney

3

H index

0

i10 index

31

Citations

RESEARCH PRODUCTION:

7

Articles

9

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:
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, Elyès (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, Sydney9

Recent works citing Lei Shi (2021 and 2020)


YearTitle of citing document
2020Teardowns, 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.

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2021Asset 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

2021On 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.

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2020The Effect of Online Investor Sentiment on Stock Movements: An LSTM Approach. (2020). Yu, Guangjin ; Wang, Gaoshan ; Shen, Xiaohong. In: Complexity. RePEc:hin:complx:4754025.

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2020Investor Sentiment in an Artificial Limit Order Market. (2020). Wei, Lijian ; Jianwei, LI ; Shi, Lei. In: Complexity. RePEc:hin:complx:8581793.

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2020Trading 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:


YearTitleTypeCited
2012Boundedly rational equilibrium and risk premium In: Accounting and Finance.
[Full Text][Citation analysis]
article3
2012Disagreement in a Multi-Asset Market In: International Review of Finance.
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article2
2016Consumption-based CAPM with belief heterogeneity In: Journal of Economic Dynamics and Control.
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article2
2012Disagreement, correlation and asset prices In: Economics Letters.
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article2
2015Position limit for the CSI 300 stock index futures market In: Economic Systems.
[Full Text][Citation analysis]
article2
2017Index portfolio and welfare analysis under heterogeneous beliefs In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article2
2013On the numerical stability of simulation methods for SDEs under multiplicative noise in finance In: Quantitative Finance.
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article1
2008Heterogeneity, Bounded Rationality and Market Dysfunctionality In: Research Paper Series.
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paper0
2008On the Numerical Stability of Simulation Methods for SDES In: Research Paper Series.
[Full Text][Citation analysis]
paper4
2009Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs In: Research Paper Series.
[Full Text][Citation analysis]
paper1
2010Differences in Opinion and Risk Premium In: Research Paper Series.
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paper2
2012Heterogeneous Beliefs and the Performances of Optimal Portfolios In: Research Paper Series.
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paper0
2012Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs In: Research Paper Series.
[Full Text][Citation analysis]
paper1
2012Heterogeneous Beliefs and the Cross-Section of Asset Returns In: Research Paper Series.
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paper0
2014A Behavioural Model of Investor Sentiment in Limit Order Markets In: Research Paper Series.
[Full Text][Citation analysis]
paper9
2014Position-Limit Design for the CSI 300 Futures Markets In: Research Paper Series.
[Full Text][Citation analysis]
paper0

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