Kai Li
Title
Cited by
Cited by
Year
Profitability of time series momentum
XZ He, K Li
Journal of Banking & Finance 53, 140-157, 2015
522015
Stability and Hopf bifurcation analysis of a prey–predator system with two delays
K Li, J Wei
Chaos, Solitons & Fractals 42 (5), 2606-2613, 2009
512009
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
XZ He, K Li
Journal of Economic Dynamics and Control 36 (7), 973-987, 2012
462012
Market stability switches in a continuous-time financial market with heterogeneous beliefs
XZ He, K Li, J Wei, M Zheng
Economic Modelling 26 (6), 1432-1442, 2009
432009
An evolutionary CAPM under heterogeneous beliefs
C Chiarella, R Dieci, XZ He, K Li
Annals of Finance 9 (2), 185-215, 2013
412013
Herding, trend chasing and market volatility
C Di Guilmi, XZ He, K Li
Journal of Economic Dynamics and Control 48, 349-373, 2014
232014
Volatility clustering: A nonlinear theoretical approach
XZ He, K Li, C Wang
Journal of Economic Behavior & Organization 130, 274-297, 2016
222016
Asset allocation with time series momentum and reversal
XZ He, K Li, Y Li
Journal of Economic Dynamics and Control 91, 441-457, 2018
20*2018
Optimal dynamic momentum strategies
K Li, J Liu
Available at SSRN 2746561, 2019
11*2019
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting
L Chu, XZ He, K Li, J Tu
https://ssrn.com/abstract=3391059, 2020
9*2020
Extrapolative asset pricing
K Li, J Liu
2019 Financial Markets & Corporate Governance Conference, 2019
72019
Portfolio Selection under Time Delays: A Piecewise Dynamic Programming Approach
K Li, J Liu
https://ssrn.com/abstract=2916481, 2018
62018
Time-varying economic dominance in financial markets: A bistable dynamics approach
XZ He, K Li, C Wang
Chaos: An Interdisciplinary Journal of Nonlinear Science 28 (5), 055903, 2018
62018
Investor overconfidence and the security market line: New evidence from China
X Han, K Li, Y Li
Journal of Economic Dynamics and Control 117, 103961, 2020
52020
Asset price dynamics with heterogeneous beliefs and time delays
K Li
32014
Portfolio selection with inflation-linked bonds and indexation lags
K Li
Journal of Economic Dynamics and Control 107, 103727, 2019
22019
Hedging Momentum
K Li, L Ma
https://ssrn.com/abstract=3407263, 2019
12019
Social Interaction, Stochastic Volatility, and Momentum
X He, K Li, L Shi
Stochastic Volatility, and Momentum (February 17, 2017), 2017
12017
Time to build and bond risk premia
B Guo, F Huang, K Li
Journal of Economic Dynamics and Control 121, 104024, 2020
2020
Time-Varying Economic Dominance Through Bistable Dynamics
X He, K Li, C Wang
Available at SSRN 3106447, 2018
2018
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Articles 1–20