Projects per year
Personal profile
Education/Academic qualification
Finance, PhD, Portfolio Analysis and Asset Pricing under Heterogeneous Beliefs, University of Technology Sydney
Award Date: 10 Nov 2010
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Dive into the research topics where Lei Shi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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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
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Rozetta Industrial PhD Scholarship Robert Gaudiosi
Mollica, V., Shi, L. & Gaudiosi, R.
1/04/24 → 31/03/25
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
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The social value of information uncertainty
He, X-Z., Shi, L. & Tolotti, M., Jan 2025, In: Journal of Economic Behavior and Organization. 229, p. 1-24 24 p., 106840.Research output: Contribution to journal › Article › peer-review
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Social interaction, volatility clustering, and momentum
He, X-Z., Li, K., Santi, C. & Shi, L., Nov 2022, In: Journal of Economic Behavior and Organization. 203, p. 125-149 25 p.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
Dynamic asset pricing with interactions between short-sale and borrowing constraints
Shi, L. & Xiao, Y., Dec 2021, In: Review of Asset Pricing Studies. 11, 4, p. 886–923 38 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)69 Downloads (Pure) -
Investor sentiment in an artificial limit order market
Wei, L. & Shi, L., 30 Jun 2020, In: Complexity. 2020, p. 1-10 10 p., 8581793.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)60 Downloads (Pure) -
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 journal › Article › peer-review
12 Citations (Scopus)