Kai Li

Kai Li

Macquarie University

H-index: 14

Oceania-Australia

About Kai Li

Kai Li, With an exceptional h-index of 14 and a recent h-index of 13 (since 2020), a distinguished researcher at Macquarie University, specializes in the field of asset pricing, portfolio selection, complex systems, time delays.

His recent articles reflect a diverse array of research interests and contributions to the field:

Extrapolative asset pricing

Time to build and bond risk premia

Bounded rationality, adaptive behaviour, and asset prices

Production delays and price dynamics

Investor Sentiment and Paradigm Shifts in Equity Return Forecasting

Social interaction, volatility clustering, and momentum

Optimal dynamic momentum strategies

Nonlinear effect of sentiment on momentum

Kai Li Information

University

Position

___

Citations(all)

596

Citations(since 2020)

372

Cited By

378

hIndex(all)

14

hIndex(since 2020)

13

i10Index(all)

15

i10Index(since 2020)

14

Email

University Profile Page

Macquarie University

Google Scholar

View Google Scholar Profile

Kai Li Skills & Research Interests

asset pricing

portfolio selection

complex systems

time delays

Top articles of Kai Li

Title

Journal

Author(s)

Publication Date

Extrapolative asset pricing

Journal of Economic Theory

Kai Li

Jun Liu

2023

Time to build and bond risk premia

Journal of Economic Dynamics and Control

Bin Guo

Fuzhe Huang

Kai Li

2020/12/1

Bounded rationality, adaptive behaviour, and asset prices

International Review of Financial Analysis

Dongxu Zhao

Kai Li

2022/3/1

Production delays and price dynamics

Journal of Economic Behavior & Organization

Cars Hommes

Kai Li

Florian Wagener

2022/2/1

Investor Sentiment and Paradigm Shifts in Equity Return Forecasting

Management Science

Liya Chu

Xue-Zhong He

Kai Li

Jun Tu

2022/6

Social interaction, volatility clustering, and momentum

Journal of Economic Behavior & Organization

Xue-Zhong He

Kai Li

Caterina Santi

Lei Shi

2022/11/1

Optimal dynamic momentum strategies

Operations Research

Kai Li

Jun Liu

2022/7

Nonlinear effect of sentiment on momentum

Journal of Economic Dynamics and Control

Kai Li

2021/12/1

Investor overconfidence and the security market line: New evidence from China

Journal of Economic Dynamics and Control

Xing Han

Kai Li

Youwei Li

2020/8

See List of Professors in Kai Li University(Macquarie University)

Co-Authors

H-index: 57
Cars Hommes

Cars Hommes

Universiteit van Amsterdam

H-index: 37
Xuezhong (Tony) He

Xuezhong (Tony) He

University of Technology & Management

H-index: 20
Florian Wagener

Florian Wagener

Universiteit van Amsterdam

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