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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Collaborations and top research areas from the last five years
Projects
- 3 Finished
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Rozetta Industrial PhD Scholarship Robert Gaudiosi
Mollica, V. (Primary Chief Investigator), Shi, L. (Chief Investigator) & Gaudiosi, R. (Student)
1/04/24 → 31/03/25
Project: Research
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Asset Pricing with Heterogeneous Constrained Investors
Shi, L. (Primary Chief Investigator)
1/01/18 → 31/12/18
Project: Research
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Study on market liquidity crash based on big-data analytics and agent-based modelling
Wei, L. (Primary Chief Investigator), Li, K. (Partner Investigator) & Shi, L. (Partner Investigator)
1/01/17 → 31/12/20
Project: Research
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Enhancing return forecasting using LSTM with agent-based synthetic data
Wei, L., Chen, S., Lin, J. & Shi, L., Jun 2025, In: Decision Support Systems. 193, p. 1-10 10 p., 114452.Research output: Contribution to journal › Article › peer-review
1 Link opens in a new tab Citation (Scopus) -
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
Open AccessFile2 Link opens in a new tab Citations (Scopus)29 Downloads (Pure) -
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 Link opens in a new tab Citations (Scopus)85 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 AccessFile4 Link opens in a new tab Citations (Scopus)76 Downloads (Pure)