Access Statistics for Kai Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Evolutionary CAPM Under Heterogeneous Beliefs 0 0 0 94 0 0 1 217
Herding, Trend Chasing and Market Volatility 0 0 0 96 0 0 0 235
Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model 0 0 1 42 0 0 1 152
Market Sentiment and Paradigm Shifts 0 0 1 91 0 0 6 291
Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs 0 0 0 38 0 0 0 157
Optimal Time Series Momentum 0 0 0 206 0 0 1 413
Reversing Momentum: The Optimal Dynamic Momentum Strategy 1 1 3 125 1 1 5 478
The collateralizability premium 0 0 0 32 0 1 5 66
Time Series Momentum and Market Stability 0 0 0 75 0 0 1 242
Time-Varying Economic Dominance Through Bistable Dynamics 0 0 0 11 0 0 0 39
Time-varying economic dominance in financial markets: A bistable dynamics approach 0 0 0 5 0 0 0 28
Volatility Clustering: A Nonlinear Theoretical Approach 0 0 0 52 0 0 2 150
Total Working Papers 1 1 5 867 1 2 22 2,468


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An evolutionary CAPM under heterogeneous beliefs 0 0 3 29 0 0 6 160
Asset allocation with time series momentum and reversal 0 0 0 9 0 1 1 58
Bounded rationality, adaptive behaviour, and asset prices 0 0 1 5 1 1 4 11
Complementary potential of wind-solar-hydro power in Chinese provinces: Based on a high temporal resolution multi-objective optimization model 0 0 2 4 1 2 7 11
Extrapolative asset pricing 0 0 1 4 0 1 2 13
Financial intermediation and capital reallocation 0 0 2 16 2 2 9 84
Herding, trend chasing and market volatility 0 0 1 22 0 0 3 85
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model 0 0 1 38 0 0 2 139
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting 0 0 7 7 1 1 20 25
Investor overconfidence and the security market line: New evidence from China 0 0 2 14 0 0 4 74
Market stability switches in a continuous-time financial market with heterogeneous beliefs 0 0 1 32 0 0 1 120
Nonlinear effect of sentiment on momentum 0 0 0 3 0 1 2 8
Optimal Dynamic Momentum Strategies 0 0 1 1 1 1 4 4
Portfolio selection with inflation-linked bonds and indexation lags 0 0 2 8 0 1 9 46
Poynting vector of an ELF electromagnetic wave in three-layered ocean floor 0 0 0 0 0 0 0 0
Production delays and price dynamics 0 0 2 11 1 1 4 26
Profitability of time series momentum 0 1 3 90 0 1 8 293
Social interaction, volatility clustering, and momentum 0 0 0 1 0 1 4 8
Stability and Hopf bifurcation analysis of a prey–predator system with two delays 0 0 0 2 0 0 2 14
Time to build and bond risk premia 0 0 0 3 1 2 5 21
Time to build and bond risk premia 0 0 0 1 0 0 2 5
Volatility clustering: A nonlinear theoretical approach 0 0 2 12 0 1 5 58
Total Journal Articles 0 1 31 312 8 17 104 1,263


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Price Dynamics with Heterogeneous Beliefs and Time Delays 0 0 0 9 0 0 1 32
Total Books 0 0 0 9 0 0 1 32


Statistics updated 2025-03-03