Kai Li : Citation Profile

Macquarie University

11

H index

11

i10 index

294

Citations

RESEARCH PRODUCTION:

22

Articles

12

Papers

1

Books

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 21
   Journals where Kai Li has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 19 (6.07 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli961
   Updated: 2025-12-27    RAS profile: 2023-08-21    
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Relations with other researchers

Works with:

He, Xuezhong (Tony) (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kai Li.

Is cited by:

Li, Youwei (15)

He, Xuezhong (Tony) (12)

Westerhoff, Frank (8)

Zhou, Wei-Xing (5)

Lu, Shanglin (5)

Víg, Attila (5)

Li, Kai (4)

Gori, Luca (4)

Wang, Shixuan (4)

Li, Kai (4)

Radi, Davide (3)

Cites to:

He, Xuezhong (Tony) (151)

Hommes, Cars (62)

Campbell, John (47)

Shleifer, Andrei (39)

Brock, William (35)

Zheng, Min (29)

Shiller, Robert (25)

Westerhoff, Frank (24)

Li, Youwei (20)

Stambaugh, Robert (17)

Pedersen, Lasse (16)

Main data

Where Kai Li has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control8
Journal of Economic Behavior & Organization3

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney10

Recent works citing Kai Li (2025 and 2024)

YearTitle of citing document
2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

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2024Deriving joint operating rule curves for hydro–hydrogen–wind–photovoltaic hybrid power systems. (2024). Gong, YU ; Liu, Tingxi ; Duan, Limin. In: Applied Energy. RePEc:eee:appene:v:375:y:2024:i:c:s0306261924014673.

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2025Time-varying cost modeling and maintenance strategy optimization of plateau wind turbines considering degradation states. (2025). Li, Chengjiang ; Wang, Honglei ; Tang, Huakang. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s0306261924018476.

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2025The riddle of the sands: C02 emissions reduction and Californias renewables portfolio. (2025). van Kooten, Gerrit. In: Applied Energy. RePEc:eee:appene:v:384:y:2025:i:c:s0306261925002053.

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2025Short-term optimal scheduling and comprehensive assessment of hydro-photovoltaic-wind systems augmented with hybrid pumped storage hydropower plants and diversified energy storage configurations. (2025). Li, Rui ; Song, Tongqing ; Ju, Shenghong ; Tang, Haotian. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005173.

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2025Enhancing and stabilizing effects of low-carbon models on the synergistic benefits of wind and solar energy: Evidence from China. (2025). Zhu, Jianyu ; Li, Zhi ; Xu, Changchun ; Chen, Yaning ; Long, Yunxia ; Liu, Yongchang ; Wang, Hongyu. In: Applied Energy. RePEc:eee:appene:v:395:y:2025:i:c:s0306261925009420.

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2025A novel two-stage framework to improve the flexibility of grid connected wind-hydro power system in real-time operation. (2025). Lai, Chunyang ; Kazemtabrizi, Behzad. In: Applied Energy. RePEc:eee:appene:v:396:y:2025:i:c:s0306261925009419.

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2024Double well stochastic resonance for a class of three-dimensional financial systems. (2024). Xia, LU ; Wu, Jianjun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001838.

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2025“I’d lost trust and having to tell everyone the same story again and again and again…”: Bottlenecks and barriers to the application of therapeutic approaches within care services’ ecological systems. (2025). Paterson-Young, Claire ; Maher, Michael ; Karlidag-Dennis, Ecem ; Hogg, Megan. In: Children and Youth Services Review. RePEc:eee:cysrev:v:172:y:2025:i:c:s0190740925001355.

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2025The nexus of overnight trend and asset prices in China. (2025). Li, Youwei ; Guo, Jiaqi ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001891.

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2025Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Fifty years of portfolio optimization. (2024). Doumpos, Michalis ; Liesio, Juuso ; Zopounidis, Constantin ; Salo, Ahti. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:1-18.

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2024Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns. (2024). Zhang, Yali ; Zhao, Xiaojun ; Shang, Pengjian ; Xu, Chao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000227.

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2025A copula-based wind-solar complementarity coefficient: Case study of two clean energy bases, China. (2025). Zhu, Shengnan ; Meng, Jinyu ; Dong, Zengchuan. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005468.

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2025Cost-carbon-water nexus analysis of a biomass-wind-solar integrated cogeneration system: A system and ecological perspective. (2025). Chen, Yuzhu ; Yang, Kaifeng ; Guo, Weimin ; Hao, Shengwan ; Du, NA ; Lund, Peter D. In: Energy. RePEc:eee:energy:v:327:y:2025:i:c:s0360544225020018.

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2025Virtual water transfer through physical power transmission and its driving factors in China during 2006–2022: A bottom-up approach. (2025). Jin, YI ; Feng, Cuiyang ; Chen, Yingchao. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225021565.

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2025Optimization configuration of hybrid energy storage capacities for large-scale renewable energy bases in desert: A case study of Tennger, China. (2025). Qin, Jiajun ; Fang, Fang ; Tian, Xin. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225024338.

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2025Multi-objective optimization and mechanism analysis of integrated hydro-wind-solar-storage system: Based on medium-long-term complementary dispatching model coupled with short-term power balance. (2025). Peng, Wang ; Jiang, Zhiqiang ; Lu, Jia ; Xu, Yang ; Wang, Jingyi. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225028889.

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2025Modeling bimodal stock price dynamics by a parsimonious diffusion process. (2025). Wang, Shixuan ; Liu, Zhenya ; Ling, Shiqing ; Zhan, Yaosong. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004545.

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2024Information shocks and short-term market overreaction: The role of investor attention. (2024). Meng, Yongqiang ; Xiong, Xiong ; Li, Xiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510.

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2024Trading on trends: How the ordering of historical volume predicts Chinese stock returns?. (2024). Li, Yihan. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004502.

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2025A novel HAR-type realized volatility forecasting model using graph neural network. (2025). Yin, Xuebao ; Yao, Yuhang ; Hu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008135.

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2024Momentum and reversal strategies with low uncertainty. (2024). Cai, Feifei ; An, Pengda ; Zhang, Qingyi ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010006.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2025Movables as collateral and corporate credit: Loan-level evidence from legal reforms across Europe. (2025). Saffar, Walid ; Ongena, Steven ; Wei, Lai ; Sun, Yuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002450.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024The use of asset growth in empirical asset pricing models. (2024). Gulen, Huseyin ; COOPER, MICHAEL ; Ion, Mihai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001861.

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2024Financial constraints, cash flow timing patterns, and asset prices. (2024). Li, Kai ; Zhang, Xiao ; Hu, Weiping. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000783.

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2024Intermediary-based equity term structure. (2024). Li, Kai ; Xu, Chenjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000795.

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2024Financial market concentration and misallocation. (2024). Sockin, Michael ; Neuhann, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000989.

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2025Robustness and dynamic sentiment. (2025). Xing, Hao ; Vedolin, Andrea ; Maenhout, Pascal J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001764.

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2024When Chinese mania meets global frenzy: Commodity price bubbles. (2024). Fan, John Hua ; Todorova, Neda ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000564.

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2025Embracing market dynamics in the post-COVID era: A data-driven analysis of investor sentiment and behavioral characteristics in stock index futures returns. (2025). Tan, Huimin ; Li, Wenyong ; Bai, Xiuran ; Liu, Ting ; Fan, Chunguo ; Gao, Jie. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001580.

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2024Is there a time-series momentum effect in the Asian crude oil futures market?. (2024). Li, Yuqi ; He, Xiaoxiao ; Zhong, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002245.

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2025The evolution of herding behavior in stock markets: Evidence from a smooth time-varying analysis. (2025). Li, Xiaoyang ; Qiu, Liping ; Cheng, Tingting ; Xing, Shuo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000010.

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2024Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

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2024Regional diversification of hydro, wind, and solar generation potential: A mean-variance model to stabilize power fluctuations in the Brazilian integrated electrical energy transmission and distribution system. (2024). Cardoso, Frederico A ; Tapia, Lucio Guido. In: Renewable Energy. RePEc:eee:renene:v:235:y:2024:i:c:s096014812401334x.

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2025Unlocking hydropower synergies: Multi-objective optimization drawdown operation of cascade reservoirs. (2025). Chang, Fi-John ; Liu, Pan ; Ning, Zhihao ; Zhou, Yanlai ; Lin, Fanqi ; Xu, Chong-Yu. In: Renewable Energy. RePEc:eee:renene:v:247:y:2025:i:c:s0960148125007591.

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2024Power sector carbon reduction review for South Korea in 2030. (2024). Kim, Yong-Gun ; Choo, Hyunwoong. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:196:y:2024:i:c:s1364032124000716.

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2025Sustainable energy integration: Enhancing the complementary operation of pumped-storage power and hydropower systems. (2025). Zhou, Yanlai ; Ning, Zhihao ; Guo, Shenglian ; Xu, Chong-Yu ; Chang, Fi-John ; Huang, Kangkang. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:210:y:2025:i:c:s1364032124009018.

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2025Assessing the impact of climate change on the optimal solar–wind hybrid power generation potential in China: A focus on stability and complementarity. (2025). Tang, Haiping ; Lv, Furong. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:212:y:2025:i:c:s1364032125001029.

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2025Revisiting the role of investor sentiment in the stock market. (2025). Tiwari, Aviral ; Pham, Huy. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002527.

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2025Evolution of investor sentiment: A systematic literature review and bibliometric analysis. (2025). Li, Kai ; de Mello, Lurion ; Huynh, Nhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002783.

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2024Anchoring effect, prospect value and stock return. (2024). Lin, Lei ; He, Fangyi ; Chen, Chun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1539-1556.

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2024A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Lyu, Yang ; Zhang, Xiaoqi ; Zhou, Wenyuan ; Fu, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

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2024Identification of the contagion effect in Chinas financial market uncertainties: A multiscale and dynamic perspective. (2024). Rong, Xueyun ; Wang, Xinya ; Xu, Xin ; Xuan, Siyuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1340-1362.

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2024Financial intermediation and informational efficiency: Predicting business cycles. (2024). Gurdgiev, Constantin ; French, Joseph ; Chatterjee, Ujjal ; Borochin, Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005999.

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2025The role of whale investors in the bitcoin market. (2025). Shi, Guiqiang ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002648.

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2024Can the construction of smart cities promote the capital allocation efficiency: Evidence from China. (2024). Liu, Jiashu ; Cui, Shuhui. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s004016252400475x.

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2024The profitability of interacting trading strategies from an ecological perspective. (2024). Li, Honggang ; Xing, Kun. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:3:d:10.1007_s10436-024-00445-6.

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2024Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z.

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2025Asymptotic Dynamics in a Multi-market Delayed Cobweb Model. (2025). Szidarovszky, Ferenc ; Matsumoto, Akio. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10540-x.

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2024Nonlinear Kaldor model augmented with retardation and anticipation. (2024). Matsumoto, Akio ; Szidarovszky, Ferenc. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:3:d:10.1007_s10479-023-05415-1.

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2025The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds. (2025). doğan, buhari ; Doan, Buhari ; Aikins, Emmanuel Joel ; Khalfaoui, Rabeh ; Goodell, John W ; Le, Tn-Lan. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:3:d:10.1007_s10668-023-04153-5.

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2025Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y.

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2025Taxing versus subsidizing debt under financial frictions. (2025). Schabert, Andreas. In: Economic Theory. RePEc:spr:joecth:v:79:y:2025:i:4:d:10.1007_s00199-024-01615-3.

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2024Contrarians, extrapolators, and stock market momentum and reversal. (2024). Gulen, Huseyin ; Cassella, Stefano ; Ruan, Fangcheng ; Atmaz, Adem. In: Other publications TiSEM. RePEc:tiu:tiutis:03234c35-3504-48b5-ba41-43f3c338170a.

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Works by Kai Li:

YearTitleTypeCited
2009Stability and Hopf bifurcation analysis of a prey–predator system with two delays In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article13
2019Portfolio selection with inflation-linked bonds and indexation lags In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2020Investor overconfidence and the security market line: New evidence from China In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article18
2020Time to build and bond risk premia In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2022Time to build and bond risk premia.(2022) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2021Nonlinear effect of sentiment on momentum In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2012Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article28
2011Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model.(2011) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2014Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article26
2013Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article13
2009Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling.
[Full Text][Citation analysis]		article23
2009Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2022Bounded rationality, adaptive behaviour, and asset prices In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2015Profitability of time series momentum In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article52
2016Volatility clustering: A nonlinear theoretical approach In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article13
2015Volatility Clustering: A Nonlinear Theoretical Approach.(2015) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2022Production delays and price dynamics In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article4
2022Social interaction, volatility clustering, and momentum In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2023Extrapolative asset pricing In: Journal of Economic Theory.
[Full Text][Citation analysis]		article4
2020Financial intermediation and capital reallocation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2023Complementary potential of wind-solar-hydro power in Chinese provinces: Based on a high temporal resolution multi-objective optimization model In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article16
2022Investor Sentiment and Paradigm Shifts in Equity Return Forecasting In: Management Science.
[Full Text][Citation analysis]		article7
2022Optimal Dynamic Momentum Strategies In: Operations Research.
[Full Text][Citation analysis]		article1
2013An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance.
[Full Text][Citation analysis]		article28
2012An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2018Poynting vector of an ELF electromagnetic wave in three-layered ocean floor In: Journal of Electromagnetic Waves and Applications.
[Full Text][Citation analysis]		article0
2014Asset Price Dynamics with Heterogeneous Beliefs and Time Delays In: PhD Thesis.
[Full Text][Citation analysis]		book1
2018Time-varying economic dominance in financial markets: A bistable dynamics approach In: Published Paper Series.
[Full Text][Citation analysis]		paper6
2014Time Series Momentum and Market Stability In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2015Optimal Time Series Momentum In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2015Market Sentiment and Paradigm Shifts In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2016Reversing Momentum: The Optimal Dynamic Momentum Strategy In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2018Time-Varying Economic Dominance Through Bistable Dynamics In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2019The collateralizability premium In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper6

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