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Responders' dissatisfaction may provoke fair offer
Wenxin Xie; Li, Yong; Wang, Yougui; Li, Keqiang - In: Journal of economic interaction and coordination : JEIC 7 (2012) 2, pp. 197-207
Persistent link: https://www.econbiz.de/10009633338
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Profitability of time series momentum
He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
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Optimal time series momentum
He, Xue-zhong; Li, Kai; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344325
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Time series momentum and market stability
He, Xue-zhong; Li, Kai - 2014
Persistent link: https://www.econbiz.de/10010349290
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Herding, trend chasing and market volatility
Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 48 (2014), pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
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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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An evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong; Li, Kai - In: Annals of finance 9 (2013) 2, pp. 185-215
Persistent link: https://www.econbiz.de/10009741197
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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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Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai - In: Journal of economic dynamics & control 107 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
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Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong; Li, Kai; Wang, Chuncheng - In: Journal of economic behavior & organization : JEBO 130 (2016), pp. 274-297
Persistent link: https://www.econbiz.de/10011701919