| A Behavioral Model of Investor Sentiment in Limit Order Markets C Chiarella, X He, L Shi, L Wei Forthcoming in Quantitative Finance, 2016 | 22 | 2016 |
| Position limit for the CSI 300 stock index futures market L Wei, W Zhang, X Xiong, L Shi Economic Systems 39 (3), 369-389, 2015 | 14 | 2015 |
| On the numerical stability of simulation methods for SDEs E Platen, L Shi QFRC Research Paper 234, 2008 | 11 | 2008 |
| Portfolio analysis and Zero-Beta CAPM with Heterogeneous beliefs XZ He, L Shi Quantitative Finance Research Centre, University of Technology, Sydney …, 2009 | 8 | 2009 |
| The social value of information uncertainty X He, L Shi, M Tolotti Available at SSRN 3332356, 2019 | 6 | 2019 |
| Boundedly rational equilibrium and risk premium XZ He, L Shi Accounting & Finance 52 (1), 71-93, 2012 | 6 | 2012 |
| Index portfolio and welfare analysis under heterogeneous beliefs XZ He, L Shi Journal of Banking & Finance 75, 64-79, 2017 | 5 | 2017 |
| A binomial model of asset and option pricing with heterogeneous beliefs XZ He, L Shi Journal of Management Science and Engineering 1 (1), 94-113, 2016 | 5 | 2016 |
| Disagreement, correlation and asset prices XZ He, L Shi Economics Letters 116 (3), 512-515, 2012 | 5 | 2012 |
| Diversification effect of heterogeneous beliefs XZ He, L Shi Computational methods in economic dynamics, 57-75, 2011 | 5 | 2011 |
| Differences in opinion and risk premium XZ He, L Shi Research Paper 271, 2010 | 5 | 2010 |
| Dynamic asset pricing with interactions between short-sale and borrowing constraints L Shi, Y Xiao The Review of Asset Pricing Studies 11 (4), 886-923, 2021 | 4 | 2021 |
| Consumption-based CAPM with belief heterogeneity L Shi Journal of Economic Dynamics and Control 65, 30-46, 2016 | 4 | 2016 |
| Zero-Beta CAPM with Heterogeneous Beliefs X He, L Shi 20th Australasian Finance & Banking Conference, 2007 | 4 | 2007 |
| Disagreement in a Multi‐Asset Market XZ He, L Shi International Review of Finance 12 (3), 357-373, 2012 | 3 | 2012 |
| Social interaction, stochastic volatility, and momentum X He, K Li, C Santi, L Shi Stochastic Volatility, and Momentum (April 19, 2021), 2021 | 2 | 2021 |
| Investor sentiment in an artificial limit order market L Wei, L Shi Complexity 2020, 1-10, 2020 | 2 | 2020 |
| On the numerical stability of simulation methods for SDEs under multiplicative noise in finance E Platen, L Shi Quantitative Finance 13 (2), 183-194, 2013 | 2 | 2013 |
| Portfolio efficiency under heterogeneous beliefs XZ He, L Shi Recent Advances In Financial Engineering 2009, 127-156, 2010 | 2 | 2010 |
| Social interaction, volatility clustering, and momentum XZ He, K Li, C Santi, L Shi Journal of Economic Behavior & Organization 203, 125-149, 2022 | 1 | 2022 |
Carl ChiarellaProfessor of Quantitative FinanceVerified email at uts.edu.au
