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 1 1 9 314
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 1 8 142
Differences in Opinion and Risk Premium 0 0 1 62 0 0 6 218
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 1 80 2 2 12 164
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 1 1 5 142
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 0 0 7 111
On the Numerical Stability of Simulation Methods for SDES 0 0 0 86 0 1 12 257
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 0 0 9 949
Position-Limit Design for the CSI 300 Futures Markets 0 0 0 36 0 0 15 98
Total Working Papers 0 0 2 715 4 6 83 2,395


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 14 110
Consumption-based CAPM with belief heterogeneity 0 0 0 8 0 2 10 73
Disagreement in a Multi-Asset Market 0 1 1 14 0 2 7 62
Disagreement, correlation and asset prices 0 0 0 16 1 2 11 84
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 0 2 19 62
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 1 1 15 39
Position limit for the CSI 300 stock index futures market 0 0 0 8 0 1 19 103
Total Journal Articles 0 1 1 69 2 10 95 533


Statistics updated 2026-09-10