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Differences in opinion and risk premium
He, Xue-zhong; Shi, Lei - 2010
Persistent link: https://www.econbiz.de/10008662189
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Disagreement in a multi-asset market
He, Xue-zhong; Shi, Lei - In: International review of finance 12 (2012) 3, pp. 357-373
Persistent link: https://www.econbiz.de/10009671364
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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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Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong; Shi, Lei - 2012
Persistent link: https://www.econbiz.de/10009564462
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Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong; Shi, Lei - 2012
Persistent link: https://www.econbiz.de/10009564473
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Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong; Shi, Lei - 2008
Persistent link: https://www.econbiz.de/10003857147
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Index portfolio and welfare analysis under heterogeneous beliefs
He, Xue-zhong; Shi, Lei - In: Journal of banking & finance 75 (2017), pp. 64-79
Persistent link: https://www.econbiz.de/10011742152
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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
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Asset pricing, volatility and market behaviour : a market fraction approach
He, Xue-zhong - 2003
Persistent link: https://www.econbiz.de/10002250856
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Consumption-based CAPM with belief heterogeneity
Shi, Lei - In: Journal of economic dynamics & control 65 (2016), pp. 30-46
Persistent link: https://www.econbiz.de/10011708306