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 0 1 9 314
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 0 8 142
Differences in Opinion and Risk Premium 0 0 1 62 1 1 7 219
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 1 80 0 2 11 164
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 0 1 5 142
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 0 0 7 111
On the Numerical Stability of Simulation Methods for SDES 0 0 0 86 0 0 12 257
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 0 0 9 949
Position-Limit Design for the CSI 300 Futures Markets 0 0 0 36 0 0 14 98
Total Working Papers 0 0 2 715 1 5 82 2,396


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 0 0 14 110
Consumption-based CAPM with belief heterogeneity 0 0 0 8 0 1 10 73
Disagreement in a Multi-Asset Market 0 0 1 14 0 1 6 62
Disagreement, correlation and asset prices 0 0 0 16 0 1 11 84
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 1 2 20 63
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 0 1 15 39
Position limit for the CSI 300 stock index futures market 0 0 0 8 0 1 19 103
Total Journal Articles 0 0 1 69 1 7 95 534


Statistics updated 2026-10-11