• 15 Citations
  • 3 h-Index
20122020

Research output per year

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Personal profile

Education/Academic qualification

Finance, PhD, University of Technology Sydney

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Projects

Research Outputs

  • 15 Citations
  • 3 h-Index
  • 8 Article

A behavioural model of investor sentiment in limit order markets

Chiarella, C., He, X-Z., Shi, L. & Wei, L., 2 Jan 2017, In : Quantitative Finance. 17, 1, p. 71-86 16 p.

Research output: Contribution to journalArticle

  • 3 Citations (Scopus)

    Index portfolio and welfare analysis under heterogeneous beliefs

    He, X. Z. & Shi, L., 1 Feb 2017, In : Journal of Banking and Finance. 75, p. 64-79 16 p.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)

    Consumption-based CAPM with belief heterogeneity

    Shi, L., 1 Apr 2016, In : Journal of Economic Dynamics and Control. 65, p. 30-46 17 p.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)

    Position limit for the CSI 300 stock index futures market

    Wei, L., Zhang, W., Xiong, X. & Shi, L., 1 Sep 2015, In : Economic Systems. 39, 3, p. 369-389 21 p.

    Research output: Contribution to journalArticle

  • 3 Citations (Scopus)

    On the numerical stability of simulation methods for SDEs under multiplicative noise in finance

    Platen, E. & Shi, L., Feb 2013, In : Quantitative Finance. 13, 2, p. 183-194 12 p.

    Research output: Contribution to journalArticle