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Disagreement, correlation and asset prices
He, Xue-zhong; Shi, Lei - In: Economics letters 116 (2012) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10009674250
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A behavioural model of investor sentiment in limit order markets
Chiarella, Carl; He, Xue-zhong; Shi, Lei; Wei, Lijian - 2014
Persistent link: https://www.econbiz.de/10010349284
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Should they play? : market value of corporate partnerships with professional sport leagues
Lei, Shi; Ghosh, Chinmoy; Srinivasan, Han - In: Journal of sport management : the official journal of … 24 (2010) 6, pp. 702-743
Persistent link: https://www.econbiz.de/10008825837
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Dynamic asset pricing with interactions between short-sale and borrowing constraints
Shi, Lei; Xiao, Yajun - In: Review of asset pricing studies : RAPS 11 (2021) 4, pp. 886-923
Persistent link: https://www.econbiz.de/10012694396
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Social interaction, volatility clustering, and momentum
He, Xue-zhong; Li, Kai; Santi, Caterina; Shi, Lei - In: Journal of economic behavior & organization : JEBO 203 (2022), pp. 125-149
Persistent link: https://www.econbiz.de/10014227916