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
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Collaborations and top research areas from the last five years
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Investigation of stock market stabilization fund
Zhou, Z. (Primary Chief Investigator) & Li, K. (Partner Investigator)
1/01/23 → 31/12/26
Project: Research
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Industry Scholarship: The Impact of Green Finance on Firm Performance and the Role of Banks in Green Transformation
Bu, D. (Primary Chief Investigator) & Li, K. (Supervisor)
28/11/24 → 30/10/25
Project: Research
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MQSN 22: Non-Markovian Asset Pricing
Li, K. (Primary Chief Investigator)
3/02/22 → 31/12/22
Project: Research
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Slow diffusion of information in asset pricing and risk management
Li, K. (Primary Chief Investigator)
22/08/18 → 31/12/20
Project: Other
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Slow Diffusion of Information in Asset Pricing and Risk Management
Li, K. (Primary Chief Investigator)
1/01/18 → 31/12/20
Project: Research
Research Outputs
- 21 Article
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Evolution of investor sentiment: A systematic literature review and bibliometric analysis
Huynh, N., De Mello, L. & Li, K., Jun 2025, In: International Review of Economics and Finance. 100, p. 1-24 24 p., 104115.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)144 Downloads (Pure) -
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 AccessFile1 Citation (Scopus)95 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
5 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
19 Citations (Scopus)
Prizes
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Outstanding reviewer for Journal of Economic Dynamics and Control
Li, K. (Recipient), 2017
Prize: Honorary award
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