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 2 122 0 2 12 298
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 30 5 7 16 121
Differences in Opinion and Risk Premium 0 0 1 61 0 2 9 202
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 1 77 0 0 3 145
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 30 5 8 22 121
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 24 1 2 5 94
On the Numerical Stability of Simulation Methods for SDES 0 0 0 84 0 3 5 238
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 3 224 0 2 19 903
Position-Limit Design for the CSI 300 Futures Markets 0 0 0 36 0 0 2 77
Total Working Papers 0 0 7 688 11 26 93 2,199


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 13 0 1 3 87
Consumption-based CAPM with belief heterogeneity 0 0 0 8 0 1 5 57
Disagreement in a Multi-Asset Market 0 0 1 13 0 1 3 52
Disagreement, correlation and asset prices 0 0 1 15 0 2 4 67
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 1 6 1 1 4 36
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 0 1 1 22
Position limit for the CSI 300 stock index futures market 0 0 1 7 1 2 10 78
Total Journal Articles 0 0 4 65 2 9 30 399


Statistics updated 2021-10-04