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 1 2 306
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 0 2 134
Differences in Opinion and Risk Premium 1 1 1 62 1 1 3 213
Heterogeneity, Bounded Rationality and Market Dysfunctionality 1 1 1 80 3 5 7 156
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 0 0 2 137
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 1 1 2 105
On the Numerical Stability of Simulation Methods for SDES 0 0 0 86 0 0 0 245
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 0 0 1 940
Position-Limit Design for the CSI 300 Futures Markets 0 0 0 36 0 1 1 84
Total Working Papers 2 2 3 715 6 9 20 2,320


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 2 96
Consumption-based CAPM with belief heterogeneity 0 0 0 8 0 0 3 63
Disagreement in a Multi-Asset Market 0 0 0 13 2 3 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 0 2 43
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 0 0 2 24
Position limit for the CSI 300 stock index futures market 0 0 0 8 0 0 0 84
Total Journal Articles 0 0 0 68 2 3 15 441


Statistics updated 2025-11-08