Leilei Shi

Haitong Securities Co. Ltd.----Beijing Fuwaidajie

#2010, Tower A

#2 Fuwaidajie, Xicheng District

Beijing, 100037

China

http://https://www.htsec.com/ChannelHome/4793976/index.shtml

International Institute of Finance, School of Management, University of Science and Technology of China (USTC)

96, Jinzhai Road

Hefei, Anhui 230026

China

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 49,483

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Top 49,483

in Total Papers Downloads

1,125

SSRN CITATIONS
Rank 36,312

SSRN RANKINGS

Top 36,312

in Total Papers Citations

8

CROSSREF CITATIONS

14

Scholarly Papers (12)

1.

Market Crowd Trading Conditioning and Its Measurement

Number of pages: 38 Posted: 20 Aug 2010 Last Revised: 28 Nov 2011
Haitong Securities Co. Ltd.----Beijing Fuwaidajie, Beihang University (BUAA) - School of Economic and Management Science, Beihang University (BUAA), Van Gold Asset Management, Complex System Research Group and Beihang University (BUAA)
Downloads 228 (167,146)
Citation 7

Abstract:

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behavioral finance, econophysics, crowd behavior, trading conditioning, probability wave, and interaction and coherence

2.

A Security Price Volatile Trading Conditioning Model

Number of pages: 46 Posted: 03 Jan 2010 Last Revised: 19 Feb 2010
Haitong Securities Co. Ltd.----Beijing Fuwaidajie, Beihang University (BUAA), Van Gold Asset Management, Beihang University (BUAA) - School of Economic and Management Science, Complex System Research Group and Beihang University (BUAA)
Downloads 158 (232,125)

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behavioral finance, transaction volume-price probability wave, price volatility, trading conditioning, disposition effect, herd behavior, excessive trading, econophysics

3.

Interactively Coherent Preferences and Intraday Cumulative Trading Volume Distribution over Price in Stock Market

Number of pages: 48 Posted: 20 Apr 2017 Last Revised: 18 Aug 2021
Haitong Securities Co. Ltd.----Beijing Fuwaidajie, University of Science and Technology of China (USTC) - School of Management, University of San Diego and University of Science and Technology of China (USTC) - Department of Modern Physics
Downloads 127 (275,865)

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Interactively Coherent Preferences, Local Cooperation, Local Market Dynamic Equilibrium, Overall Market Dynamic Disequilibrium, Volume Distribution over Price, Probability Wave

4.

Does Security Transaction Volume-Price Behavior Resemble a Probability Wave?

Physica A, Vol. 366, pp. 419-436, 2006
Number of pages: 18 Posted: 03 Jan 2010
Leilei Shi
Haitong Securities Co. Ltd.----Beijing Fuwaidajie
Downloads 124 (280,905)
Citation 3

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Price volatility, Volume kurtosis, Volume-price behavior, Coherence, Probability wave

5.

A Unified Theory: Prospect Theory and Market Dynamics

Number of pages: 30 Posted: 23 Oct 2014 Last Revised: 30 Aug 2015
Leilei Shi
Haitong Securities Co. Ltd.----Beijing Fuwaidajie
Downloads 116 (294,621)
Citation 1

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prospect theory, trading weight, behavioral utility, reference-dependent preferences, volume distribution, differential equation

6.

Prospect Theory and Measurement on Crowd’s Subjective Behaviors in Trading

Number of pages: 22 Posted: 21 Oct 2014 Last Revised: 30 Aug 2015
Leilei Shi
Haitong Securities Co. Ltd.----Beijing Fuwaidajie
Downloads 84 (363,910)
Citation 1

Abstract:

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prospect theory, crowd’s traders, reference price, trading weight, volume distribution, explicit models

7.

Network Complexity and Financial Behavior – Volume Distribution over Price in Financial Market

Number of pages: 18 Posted: 15 Jan 2021 Last Revised: 19 Jul 2021
Leilei Shi and Bing-Hong Wang
Haitong Securities Co. Ltd.----Beijing Fuwaidajie and University of Science and Technology of China (USTC) - Department of Modern Physics
Downloads 69 (406,877)

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Social finance; Complex networks; Equilibrium and disequilibrium; Probability wave; Differential equation; Interactive individuals; Volume distribution over price; Nonlinear jump return; COVID-19 pandemic

8.

A Price Dynamic Equilibrium Model with Trading Volume Weights Based on a Price-Volume Probability Wave Differential Equation

International Review of Financial Analysis Volume 74, March 2021, 101603
Number of pages: 44 Posted: 02 Dec 2019 Last Revised: 26 Jul 2021
Haitong Securities Co. Ltd.----Beijing Fuwaidajie, University of Science and Technology of China (USTC) - Department of Modern Physics, University of Science and Technology of China (USTC) - School of Management and Beijing Normal University (BNU) - School of Systems Science
Downloads 66 (416,572)
Citation 2

Abstract:

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Behavioral finance theory, Mathematical method, Market dynamic equilibrium, Volume distribution over price, Momentum and reversal

9.

Market Crowd's Trading Conditioning and its Measurement - Presentation Slides

Number of pages: 44 Posted: 01 Mar 2011 Last Revised: 16 Mar 2011
Leilei Shi
Haitong Securities Co. Ltd.----Beijing Fuwaidajie
Downloads 60 (437,066)

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behavioral finance, econophysics, crowd behavior, trading concitioning, transaction volume-price probability wave

10.

Reference Price Updating, Adaptation, and Trading Volume

Number of pages: 19 Posted: 29 Oct 2014 Last Revised: 28 Nov 2014
Leilei Shi and Yiwen Wang
Haitong Securities Co. Ltd.----Beijing Fuwaidajie and Beihang University (BUAA)
Downloads 53 (462,820)
Citation 1

Abstract:

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crowd’s traders, reference prices, trading volume, reference price updating, adaptation, risk attitude

11.

The Volume and Behaviour of Crowds

Shi, Leilei (2013): “The Volume and Behavior of Crowds,” Automated Trader, Q2, 90-92
Number of pages: 2 Posted: 11 Mar 2020 Last Revised: 16 Mar 2020
Leilei Shi
Haitong Securities Co. Ltd.----Beijing Fuwaidajie
Downloads 25 (602,205)
Citation 2

Abstract:

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behavioral finance, price, volume, behavior analysis, explicit model

12.

Coherent Preferences and Asset Prices in Stock Market

Number of pages: 27 Posted: 14 Oct 2019 Last Revised: 24 Dec 2020
Haitong Securities Co. Ltd.----Beijing Fuwaidajie, University of San Diego, University of Science and Technology of China (USTC) - School of Management and University of Science and Technology of China (USTC) - Department of Modern Physics
Downloads 15 (672,656)

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coherent preferences, volume weights, price reference point, disposition and inverse disposition

Other Papers (1)

Total Downloads: 5
1.

Coherent Preferences and Price Reference Point Jumps in Stock Market (Poster Presentation)

Poster to be Presented at the 3rd International Workshop on “Financial Markets and Nonlinear Dynamics (FMND),” Paris, France, June 1-2, 2017
Number of pages: 1 Posted: 11 May 2017
Leilei Shi, Boris Podobnik and Andrea Fenu
Haitong Securities Co. Ltd.----Beijing Fuwaidajie, Boston University and University of San Diego
Downloads 5

Abstract:

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Market Microstructure, Coherent Preferences, Price-Volume Distribution, Narrow Framing, Reference Point, Jump, Decision Weight, Prospect Theory