Access Statistics for Lei Shi

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
A Behavioural Model of Investor Sentiment in Limit Order Markets 0 0 0 126 1 1 8 313
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 2 3 8 141
Differences in Opinion and Risk Premium 0 0 1 62 2 3 8 218
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 1 80 1 1 11 162
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 1 1 4 141
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 2 3 6 110
On the Numerical Stability of Simulation Methods for SDES 0 0 0 86 1 4 9 254
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 1 5 9 949
Position-Limit Design for the CSI 300 Futures Markets 0 0 0 36 1 7 15 98
Total Working Papers 0 0 2 715 12 28 78 2,386


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Boundedly rational equilibrium and risk premium 0 0 0 14 1 1 15 110
Consumption-based CAPM with belief heterogeneity 0 0 0 8 1 4 9 70
Disagreement in a Multi-Asset Market 0 0 0 13 1 1 6 60
Disagreement, correlation and asset prices 0 0 0 16 6 7 9 82
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 3 9 16 59
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 2 2 13 36
Position limit for the CSI 300 stock index futures market 0 0 0 8 3 8 16 100
Total Journal Articles 0 0 0 68 17 32 84 517


Statistics updated 2026-05-06