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 1 125 0 0 2 304
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 1 3 133
Differences in Opinion and Risk Premium 0 0 0 61 0 0 0 210
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 0 79 0 1 1 150
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 0 1 1 136
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 0 0 1 104
On the Numerical Stability of Simulation Methods for SDES 0 0 1 86 0 0 1 245
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 2 233 0 1 3 940
Position-Limit Design for the CSI 300 Futures Markets 0 0 0 36 0 0 1 83
Total Working Papers 0 0 4 712 0 4 13 2,305


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 1 3 95
Consumption-based CAPM with belief heterogeneity 0 0 0 8 0 1 1 61
Disagreement in a Multi-Asset Market 0 0 0 13 0 1 1 54
Disagreement, correlation and asset prices 0 0 1 16 1 1 3 73
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 0 2 3 43
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 0 1 1 23
Position limit for the CSI 300 stock index futures market 0 0 0 8 0 0 0 84
Total Journal Articles 0 0 1 68 1 7 12 433


Statistics updated 2025-03-03