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 8 313
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 1 3 8 142
Differences in Opinion and Risk Premium 0 0 1 62 0 2 7 218
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 1 80 0 1 11 162
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 0 1 4 141
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 0 3 7 111
On the Numerical Stability of Simulation Methods for SDES 0 0 0 86 1 4 12 257
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 0 1 9 949
Position-Limit Design for the CSI 300 Futures Markets 0 0 0 36 0 1 15 98
Total Working Papers 0 0 2 715 2 17 81 2,391


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 14 110
Consumption-based CAPM with belief heterogeneity 0 0 0 8 1 3 11 72
Disagreement in a Multi-Asset Market 1 1 1 14 1 2 7 61
Disagreement, correlation and asset prices 0 0 0 16 1 7 10 83
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 1 5 18 61
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 0 4 14 38
Position limit for the CSI 300 stock index futures market 0 0 0 8 0 5 18 102
Total Journal Articles 1 1 1 69 4 27 92 527


Statistics updated 2026-07-10