Projects per year
Personal profile
Education/Academic qualification
finance, PhD, Asset Price Dynamics with Heterogeneous Beliefs and Time Delays, University of Technology Sydney
1 Jul 2010 → 3 Jun 2014
Award Date: 3 Jun 2014
mathematics, M.S., Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs, Harbin Institute of Technology
Jul 2007 → Jun 2009
Award Date: 1 Jun 2009
mathematics, B.S., Stability and Hopf Bifurcation Analysis of a Prey-Predator System with Two Delays, Harbin Institute of Technology
Jul 2003 → Jun 2007
Award Date: 1 Jun 2007
Fingerprint
Dive into the research topics where Kai Li is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
Investigation of stock market stabilization fund
Zhou, Z. & Li, K.
1/01/23 → 31/12/26
Project: Research
-
-
-
Slow Diffusion of Information in Asset Pricing and Risk Management
1/01/18 → 31/12/20
Project: Research
-
Return Predictability under Heterogeneous Beliefs and Investor Sentiment
1/01/17 → 31/12/17
Project: Research
Research Outputs
- 20 Article
-
The nexus of overnight trend and asset prices in China
Guo, J., Han, X., Li, K. & Li, Y., Jan 2025, In: Journal of Economic Dynamics and Control. 170, p. 1-23 23 p., 104997.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Downloads (Pure) -
Extrapolative asset pricing
Li, K. & Liu, J., Jun 2023, In: Journal of Economic Theory. 210, p. 1-47 47 p., 105651.Research output: Contribution to journal › Article › peer-review
4 Citations (Scopus) -
Bounded rationality, adaptive behaviour, and asset prices
Zhao, D. & Li, K., Mar 2022, In: International Review of Financial Analysis. 80, p. 1-14 14 p., 102037.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
Investor sentiment and paradigm shifts in equity return forecasting
Chu, L., He, X-Z., Li, K. & Tu, J., Jun 2022, In: Management Science. 68, 6, p. 4301-4325 25 p.Research output: Contribution to journal › Article › peer-review
10 Citations (Scopus) -
Optimal dynamic momentum strategies
Li, K. & Liu, J., 1 Jul 2022, In: Operations Research. 70, 4, p. 2054-2068 15 p.Research output: Contribution to journal › Article › peer-review
Open Access4 Citations (Scopus)
Prizes
-
-
-
Outstanding reviewer for Journal of Economic Dynamics and Control
Li, Kai (Recipient), 2017
Prize: Honorary award
-
-