Kai Li
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Identifer
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Affiliations
-
Macquarie University
/ Faculty of Business and Economics
Research profile
author of:
- Stability and Hopf bifurcation analysis of a prey–predator system with two delays (RePEc:eee:chsofr:v:42:y:2009:i:5:p:2606-2613)
by Li, Kai & Wei, Junjie - Portfolio selection with inflation-linked bonds and indexation lags (RePEc:eee:dyncon:v:107:y:2019:i:c:10)
by Li, Kai - Investor overconfidence and the security market line: New evidence from China (RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299)
by Han, Xing & Li, Kai & Li, Youwei - Time to build and bond risk premia (RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925)
by Guo, Bin & Huang, Fuzhe & Li, Kai - Nonlinear effect of sentiment on momentum (RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883)
by Li, Kai - Time to build and bond risk premia (RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154)
by Guo, Bin & Huang, Fuzhe & Li, Kai - Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model (RePEc:eee:dyncon:v:36:y:2012:i:7:p:973-987)
by He, Xue-Zhong & Li, Kai - Herding, trend chasing and market volatility (RePEc:eee:dyncon:v:48:y:2014:i:c:p:349-373)
by Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai - Asset allocation with time series momentum and reversal (RePEc:eee:dyncon:v:91:y:2018:i:c:p:441-457)
by He, Xue-Zhong & Li, Kai & Li, Youwei - Market stability switches in a continuous-time financial market with heterogeneous beliefs (RePEc:eee:ecmode:v:26:y:2009:i:6:p:1432-1442)
by He, Xue-Zhong & Li, Kai & Wei, Junjie & Zheng, Min - Bounded rationality, adaptive behaviour, and asset prices (RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163)
by Zhao, Dongxu & Li, Kai - Profitability of time series momentum (RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157)
by He, Xue-Zhong & Li, Kai - Volatility clustering: A nonlinear theoretical approach (RePEc:eee:jeborg:v:130:y:2016:i:c:p:274-297)
by He, Xue-Zhong & Li, Kai & Wang, Chuncheng - Production delays and price dynamics (RePEc:eee:jeborg:v:194:y:2022:i:c:p:341-362)
by Hommes, Cars & Li, Kai & Wagener, Florian - Social interaction, volatility clustering, and momentum (RePEc:eee:jeborg:v:203:y:2022:i:c:p:125-149)
by He, Xue-Zhong & Li, Kai & Santi, Caterina & Shi, Lei - Extrapolative asset pricing (RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479)
by Li, Kai & Liu, Jun - Financial intermediation and capital reallocation (RePEc:eee:jfinec:v:138:y:2020:i:3:p:663-686)
by Ai, Hengjie & Li, Kai & Yang, Fang - Complementary potential of wind-solar-hydro power in Chinese provinces: Based on a high temporal resolution multi-objective optimization model (RePEc:eee:rensus:v:184:y:2023:i:c:s1364032123004239)
by Fan, Jing-Li & Huang, Xi & Shi, Jie & Li, Kai & Cai, Jingwen & Zhang, Xian - Investor Sentiment and Paradigm Shifts in Equity Return Forecasting (RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4301-4325)
by Liya Chu & Xue-Zhong He & Kai Li & Jun Tu - Optimal Dynamic Momentum Strategies (RePEc:inm:oropre:v:70:y:2022:i:4:p:2054-2068)
by Kai Li & Jun Liu - An evolutionary CAPM under heterogeneous beliefs (RePEc:kap:annfin:v:9:y:2013:i:2:p:185-215)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li - Poynting vector of an ELF electromagnetic wave in three-layered ocean floor (RePEc:taf:tewaxx:v:32:y:2018:i:18:p:2339-2349)
by Tong He & Li Na He & Kai Li - Asset Price Dynamics with Heterogeneous Beliefs and Time Delays (RePEc:uts:finphd:1-2014)
by Kai Li - Time-varying economic dominance in financial markets: A bistable dynamics approach (RePEc:uts:ppaper:2018-1)
by Xue-Zhong He & Kai Li & Chuncheng Wang - Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs (RePEc:uts:rpaper:252)
by Xue-Zhong He & Kai Li & Junjie Wei & Min Zheng - Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model (RePEc:uts:rpaper:291)
by Xue-Zhong He & Kai Li - An Evolutionary CAPM Under Heterogeneous Beliefs (RePEc:uts:rpaper:315)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li - Herding, Trend Chasing and Market Volatility (RePEc:uts:rpaper:337)
by Corrado Di Guilmi & Xue-Zhong He & Kai Li - Time Series Momentum and Market Stability (RePEc:uts:rpaper:341)
by Xue-Zhong He & Kai Li - Optimal Time Series Momentum (RePEc:uts:rpaper:353)
by Xue-Zhong He & Kai Li & Youwei Li - Market Sentiment and Paradigm Shifts (RePEc:uts:rpaper:356)
by Liya Chu & Xue-Zhong He & Kai Li & Jun Tu - Volatility Clustering: A Nonlinear Theoretical Approach (RePEc:uts:rpaper:365)
by Xue-Zhong He & Kai Li & Chuncheng Wan - Reversing Momentum: The Optimal Dynamic Momentum Strategy (RePEc:uts:rpaper:370)
by Kai Li & Jun Liu - Time-Varying Economic Dominance Through Bistable Dynamics (RePEc:uts:rpaper:390)
by Xue-Zhong He & Kai Li & Chuncheng Wang - The collateralizability premium (RePEc:zbw:safewp:264)
by Ai, Hengjie & Li, Jun E. & Li, Kai & Schlag, Christian