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Kai Li

Global rank #7022 92%

Institution: Macquarie University

Primary Field: Macro (weighted toward more recent publications)

Homepage: https://researchers.mq.edu.au/en/persons/kai-li

First Publication: 2009

Most Recent: 2023

RePEc ID: pli961 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 3.85 0.00 5.87
Last 10 Years 0.00 1.68 8.55 0.00 11.90
All Time 0.00 1.68 11.23 0.00 14.83

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 13.46

Publications (15)

Year Article Journal Tier Authors
2023 Extrapolative asset pricing Journal of Economic Theory A 2
2022 Time to build and bond risk premia Journal of Economic Dynamics and Control B 3
2022 Production delays and price dynamics Journal of Economic Behavior and Organization B 3
2022 Social interaction, volatility clustering, and momentum Journal of Economic Behavior and Organization B 4
2021 Nonlinear effect of sentiment on momentum Journal of Economic Dynamics and Control B 1
2020 Financial intermediation and capital reallocation Journal of Financial Economics A 3
2020 Investor overconfidence and the security market line: New evidence from China Journal of Economic Dynamics and Control B 3
2020 Time to build and bond risk premia Journal of Economic Dynamics and Control B 3
2019 Portfolio selection with inflation-linked bonds and indexation lags Journal of Economic Dynamics and Control B 1
2018 Asset allocation with time series momentum and reversal Journal of Economic Dynamics and Control B 3
2016 Volatility clustering: A nonlinear theoretical approach Journal of Economic Behavior and Organization B 3
2015 Profitability of time series momentum Journal of Banking & Finance B 2
2014 Herding, trend chasing and market volatility Journal of Economic Dynamics and Control B 3
2012 Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model Journal of Economic Dynamics and Control B 2
2009 Market stability switches in a continuous-time financial market with heterogeneous beliefs Economic Modeling C 4