Projects per year
Personal profile
Education/Academic qualification
finance, PhD, University of Technology Sydney
1 Jul 2010 → 3 Jun 2014
Award Date: 3 Jun 2014
mathematics, M.S., Harbin Institute of Technology
Jul 2007 → Jun 2009
Award Date: 1 Jun 2009
mathematics, B.S., Harbin Institute of Technology
Jul 2003 → Jun 2007
Award Date: 1 Jun 2007
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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.
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Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Slow Diffusion of Information in Asset Pricing and Risk Management
1/01/18 → 31/12/20
Project: Research
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Return Predictability under Heterogeneous Beliefs and Investor Sentiment
1/01/17 → 31/12/17
Project: Research
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Study on market liquidity crash based on big-data analytics and agent-based modelling
1/01/17 → 31/12/20
Project: Research
Research Outputs
- 257 Citations
- 10 h-Index
- 17 Article
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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
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Investor sentiment and paradigm shifts in equity return forecasting
Chu, L., He, X-Z., Li, K. & Tu, J., 5 Apr 2022, (E-pub ahead of print) In: Management Science.Research output: Contribution to journal › Article › peer-review
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Optimal Dynamic Momentum Strategies
Li, K. & Liu, J., 17 Feb 2022, (E-pub ahead of print) In: Operations Research. 16 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Production delays and price dynamics
Hommes, C., Li, K. & Wagener, F., Feb 2022, In: Journal of Economic Behavior and Organization. 194, p. 341–362 22 p.Research output: Contribution to journal › Article › peer-review
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Nonlinear effect of sentiment on momentum
Li, K., Dec 2021, In: Journal of Economic Dynamics and Control. 133, p. 1-22 22 p., 104253.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Prizes
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Outstanding reviewer for Journal of Economic Dynamics and Control
Li, Kai (Recipient), 2017
Prize: Honorary award
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