| Profitability of time series momentum XZ He, K Li Journal of Banking & Finance 53, 140-157, 2015 | 103 | 2015 |
| Stability and Hopf bifurcation analysis of a prey–predator system with two delays K Li, J Wei Chaos, Solitons & Fractals 42 (5), 2606-2613, 2009 | 77 | 2009 |
| An evolutionary CAPM under heterogeneous beliefs C Chiarella, R Dieci, XZ He, K Li Annals of Finance 9, 185-215, 2013 | 61 | 2013 |
| Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model XZ He, K Li Journal of Economic Dynamics and Control 36 (7), 973-987, 2012 | 59 | 2012 |
| Market stability switches in a continuous-time financial market with heterogeneous beliefs XZ He, K Li, J Wei, M Zheng Economic Modelling 26 (6), 1432-1442, 2009 | 47 | 2009 |
| Asset allocation with time series momentum and reversal XZ He, K Li, Y Li Journal of Economic Dynamics and Control 91, 441-457, 2018 | 46* | 2018 |
| Volatility clustering: A nonlinear theoretical approach XZ He, K Li, C Wang Journal of Economic Behavior & Organization 130, 274-297, 2016 | 40 | 2016 |
| Herding, trend chasing and market volatility C Di Guilmi, XZ He, K Li Journal of Economic Dynamics and Control 48, 349-373, 2014 | 38 | 2014 |
| Investor Sentiment and Paradigm Shifts in Equity Return Forecasting L Chu, XZ He, K Li, J Tu Management Science 68 (6), 4301-4325, 2022 | 35* | 2022 |
| Investor overconfidence and the security market line: New evidence from China X Han, K Li, Y Li Journal of Economic Dynamics and Control 117, 103961, 2020 | 34 | 2020 |
| Optimal dynamic momentum strategies K Li, J Liu Operations Research 70 (4), 2054-2068, 2022 | 22 | 2022 |
| Extrapolative asset pricing K Li, J Liu Journal of Economic Theory 210, 105651, 2023 | 19 | 2023 |
| Time-varying economic dominance in financial markets: A bistable dynamics approach XZ He, K Li, C Wang Chaos: An Interdisciplinary Journal of Nonlinear Science 28 (5), 2018 | 17 | 2018 |
| Portfolio selection with inflation-linked bonds and indexation lags K Li Journal of Economic Dynamics and Control 107, 103727, 2019 | 16 | 2019 |
| Portfolio Selection under Time Delays: A Piecewise Dynamic Programming Approach K Li, J Liu https://ssrn.com/abstract=2916481, 2018 | 10* | 2018 |
| Asset price dynamics with heterogeneous beliefs and time delays K Li | 4 | 2014 |
| Social interaction, volatility clustering, and momentum XZ He, K Li, C Santi, L Shi Journal of Economic Behavior & Organization 203, 125-149, 2022 | 3* | 2022 |
| Bounded rationality, adaptive behaviour, and asset prices D Zhao, K Li International Review of Financial Analysis 80, 102037, 2022 | 3 | 2022 |
| Nonlinear effect of sentiment on momentum K Li Journal of Economic Dynamics and Control 133, 104253, 2021 | 3 | 2021 |
| Time to build and bond risk premia B Guo, F Huang, K Li Journal of Economic Dynamics and Control 121, 104024, 2020 | 3 | 2020 |
Xuezhong (Tony) HeProfessor of Finance, Xi'an Jiaotong-Liverpool UniversityEmail verificata su xjtlu.edu.cn
