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 0 6 8 312
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 4 5 138
Differences in Opinion and Risk Premium 0 0 1 62 0 2 5 215
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 1 80 0 5 11 161
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 0 3 4 140
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 0 2 3 107
On the Numerical Stability of Simulation Methods for SDES 0 0 0 86 0 4 5 250
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 1 4 5 945
Position-Limit Design for the CSI 300 Futures Markets 0 0 0 36 1 6 9 92
Total Working Papers 0 0 3 715 2 36 55 2,360


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 11 14 109
Consumption-based CAPM with belief heterogeneity 0 0 0 8 0 3 5 66
Disagreement in a Multi-Asset Market 0 0 0 13 0 1 5 59
Disagreement, correlation and asset prices 0 0 0 16 0 2 2 75
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 3 8 10 53
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 0 9 11 34
Position limit for the CSI 300 stock index futures market 0 0 0 8 0 8 8 92
Total Journal Articles 0 0 0 68 3 42 55 488


Statistics updated 2026-03-04