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 1 126 1 2 3 307
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 0 1 134
Differences in Opinion and Risk Premium 0 1 1 62 1 2 4 214
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 1 1 80 2 5 8 158
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 1 1 3 138
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 0 1 1 105
On the Numerical Stability of Simulation Methods for SDES 0 0 0 86 0 1 1 246
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 2 3 4 943
Position-Limit Design for the CSI 300 Futures Markets 0 0 0 36 1 3 4 87
Total Working Papers 0 2 3 715 8 18 29 2,332


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 6 8 9 104
Consumption-based CAPM with belief heterogeneity 0 0 0 8 0 0 3 63
Disagreement in a Multi-Asset Market 0 0 0 13 0 2 5 58
Disagreement, correlation and asset prices 0 0 0 16 0 0 1 73
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 0 2 4 45
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 1 2 4 26
Position limit for the CSI 300 stock index futures market 0 0 0 8 2 2 2 86
Total Journal Articles 0 0 0 68 9 16 28 455


Statistics updated 2026-01-09