Slow diffusion of information in asset pricing and risk management

Project: Other

Transfer

Status	Finished
Effective start/end date	22/08/18 → 31/12/20

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
Optimal dynamic momentum strategies
Li, K. & Liu, J., 1 Jul 2022, In: Operations Research. 70, 4, p. 2054-2068 15 p.
Research output: Contribution to journal › Article › peer-review

Open Access
1 Citation (Scopus)
Investor overconfidence and the security market line: New evidence from China
Han, X., Li, K. & Li, Y., Aug 2020, In: Journal of Economic Dynamics and Control. 117, p. 1-28 28 p., 103961.
Research output: Contribution to journal › Article › peer-review
14 Citations (Scopus)

Project Details