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A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
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Herding, trend chasing and market volatility
Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - 2013
Persistent link: https://www.econbiz.de/10010213177
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Reversing momentum : the optimal dynamic momentum strategy
Li, Kai; Liu, Jun - 2016
Persistent link: https://www.econbiz.de/10011777992
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Nonlinear effect of sentiment on momentum
Li, Kai - In: Journal of economic dynamics & control 133 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10014535145
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Optimal dynamic momentum strategies
Li, Kai; Liu, Jun - In: Operations research 70 (2022) 4, pp. 2054-2068
Persistent link: https://www.econbiz.de/10013366412
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Does resident leverage volatility affect corporate profitability? : an empirical study from Chinese A-share listed companies
Xie, Guo; Li, Kai - In: Managerial and decision economics : MDE ; the … 44 (2023) 3, pp. 1656-1668
Persistent link: https://www.econbiz.de/10014299344