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 1 94 0 1 5 217
Herding, Trend Chasing and Market Volatility 0 0 0 96 0 0 1 235
Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model 1 1 1 42 1 1 2 152
Market Sentiment and Paradigm Shifts 0 0 1 90 0 1 3 286
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 2 206 1 1 7 413
Reversing Momentum: The Optimal Dynamic Momentum Strategy 0 2 3 124 0 2 8 475
The collateralizability premium 0 0 1 32 0 0 6 61
Time Series Momentum and Market Stability 0 0 0 75 0 1 6 242
Time-Varying Economic Dominance Through Bistable Dynamics 0 0 0 11 0 0 2 39
Time-varying economic dominance in financial markets: A bistable dynamics approach 0 0 0 5 0 0 3 28
Volatility Clustering: A Nonlinear Theoretical Approach 0 0 0 52 0 0 2 148
Total Working Papers 1 3 9 865 2 7 45 2,453


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 1 2 27 0 3 4 157
Asset allocation with time series momentum and reversal 0 0 0 9 0 0 1 57
Bounded rationality, adaptive behaviour, and asset prices 0 0 2 4 1 2 5 9
Complementary potential of wind-solar-hydro power in Chinese provinces: Based on a high temporal resolution multi-objective optimization model 0 0 2 2 0 1 5 5
Extrapolative asset pricing 0 0 3 3 0 0 11 11
Financial intermediation and capital reallocation 0 0 0 14 0 0 9 75
Herding, trend chasing and market volatility 0 0 1 21 0 0 2 82
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model 0 0 0 37 0 0 1 137
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting 1 3 3 3 2 7 12 12
Investor overconfidence and the security market line: New evidence from China 0 0 1 12 0 1 5 71
Market stability switches in a continuous-time financial market with heterogeneous beliefs 0 0 0 31 0 0 1 119
Nonlinear effect of sentiment on momentum 0 0 0 3 0 1 3 7
Optimal Dynamic Momentum Strategies 0 0 0 0 0 1 1 1
Portfolio selection with inflation-linked bonds and indexation lags 0 0 3 6 0 0 4 37
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 1 2 6 11 2 3 9 25
Profitability of time series momentum 0 1 5 88 1 4 11 289
Social interaction, volatility clustering, and momentum 0 0 1 1 1 1 3 5
Stability and Hopf bifurcation analysis of a prey–predator system with two delays 0 0 0 2 0 1 3 13
Time to build and bond risk premia 0 0 0 1 0 1 2 4
Time to build and bond risk premia 0 0 0 3 1 2 3 18
Volatility clustering: A nonlinear theoretical approach 0 0 2 10 0 1 7 54
Total Journal Articles 2 7 31 288 8 29 102 1,188


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 31
Total Books 0 0 0 9 0 0 1 31


Statistics updated 2024-06-06