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Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei; Li, Yi; Xiong, Xiong; Wang, Pengfei - In: Journal of banking & finance 133 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
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Does size matter in the cryptocurrency market?
Li, Yi; Zhang, Wei; Xiong, Xiong; Wang, Pengfei - In: Applied economics letters 27 (2020) 14, pp. 1141-1149
Persistent link: https://www.econbiz.de/10012267073
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Profitability of reversal strategies : a modified version of the Carhart model in China
Zhang, Wei; Wang, Guanying; Wang, Xingchun; Xiong, Xiong; … - In: Economic modelling 69 (2018), pp. 26-37
Persistent link: https://www.econbiz.de/10012016080
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Consumption-based CAPM with belief heterogeneity
Shi, Lei - In: Journal of economic dynamics & control 65 (2016), pp. 30-46
Persistent link: https://www.econbiz.de/10011708306
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Differences in opinion and risk premium
He, Xue-zhong; Shi, Lei - 2010
Persistent link: https://www.econbiz.de/10008662189
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Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong; Shi, Lei - 2008
Persistent link: https://www.econbiz.de/10003857147
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Portfolio analysis and zero-beta CAPM with heterogeneous beliefs
He, Xue-zhong; Shi, Lei - 2009
Persistent link: https://www.econbiz.de/10003857507
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Option pricing when changes of the underlying asset prices are restricted
Jiang, George J.; Pan, Guanzhong; Shi, Lei - In: Journal of mathematical finance 1 (2011) 2, pp. 28-33
Persistent link: https://www.econbiz.de/10009716642
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Disagreement, correlation and asset prices
He, Xue-zhong; Shi, Lei - In: Economics letters 116 (2012) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10009674250
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Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong; Shi, Lei - 2012
Persistent link: https://www.econbiz.de/10009564462