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 1 2 126 0 1 3 305
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 0 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 1 1 2 151
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 1 1 2 137
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 0 86 0 0 0 245
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 2 233 0 0 3 940
Position-Limit Design for the CSI 300 Futures Markets 0 0 0 36 0 0 1 83
Total Working Papers 0 1 4 713 2 3 15 2,308


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 3 95
Consumption-based CAPM with belief heterogeneity 0 0 0 8 0 0 1 61
Disagreement in a Multi-Asset Market 0 0 0 13 0 0 1 54
Disagreement, correlation and asset prices 0 0 0 16 0 1 2 73
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 0 0 3 43
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 0 0 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 0 68 0 1 11 433


Statistics updated 2025-05-12