Xuezhong (Tony) He
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Xuezhong (Tony) |
| last: |
He |
Identifer
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Department of Finance
International Business School Suzhou (IBSS)
Business Building (BS), South Campus
Xi'an Jiaotong-Liverpool University
No.8 Chongwen Road
Suzhou Dushu Lake Science and Education |
Affiliations
-
Xi'an Jiaotong-Liverpool University (XJTLU)
/ International Business School Suzhou (IBSS)
Research profile
author of:
- Asset Price and Wealth Dynamics under Heterogeneous Expectations (RePEc:ams:cdws01:5a.2)
by Xue-Zhong (Tony) He & Carl Chiarella - A Dynamic Analysis of Moving Average Rules (RePEc:ams:ndfwpp:04-14)
by Chiarella, C. & He, X.-Z. & Hommes, C.H. - Boundedly rational equilibrium and risk premium (RePEc:bla:acctfi:v:52:y:2012:i:1:p:71-93)
by Xue‐Zhong He & Lei Shi - Disagreement in a Multi-Asset Market (RePEc:bla:irvfin:v:12:y:2012:i:3:p:357-373)
by Xue-Zhong He & Lei Shi - A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market (RePEc:cup:macdyn:v:16:y:2012:i:04:p:556-575_00)
by Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo - Heterogeneous Beliefs, Risk, And Learning In A Simple Asset-Pricing Model With A Market Maker (RePEc:cup:macdyn:v:7:y:2003:i:04:p:503-536_02)
by Chiarella, Carl & He, Xue-Zhong - Market mood, adaptive beliefs and asset price dynamics (RePEc:eee:chsofr:v:29:y:2006:i:3:p:520-534)
by Dieci, Roberto & Foroni, Ilaria & Gardini, Laura & He, Xue-Zhong - A behavioral asset pricing model with a time-varying second moment (RePEc:eee:chsofr:v:29:y:2006:i:3:p:535-555)
by Chiarella, Carl & He, Xue-Zhong & Wang, Duo - Machine learning and speed in high-frequency trading (RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001439)
by Arifovic, Jasmina & He, Xue-zhong & Wei, Lijian - Reinforcement Learning Equilibrium in Limit Order Markets (RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019)
by He, Xue-Zhong & Lin, Shen - Dynamics of beliefs and learning under aL-processes -- the heterogeneous case (RePEc:eee:dyncon:v:27:y:2003:i:3:p:503-531)
by Chiarella, Carl & He, Xue-Zhong - Commodity markets, price limiters and speculative price dynamics (RePEc:eee:dyncon:v:29:y:2005:i:9:p:1577-1596)
by He, Xue-Zhong & Westerhoff, Frank H. - A dynamic analysis of moving average rules (RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1729-1753)
by Chiarella, Carl & He, Xue-Zhong & Hommes, Cars - Power-law behaviour, heterogeneity, and trend chasing (RePEc:eee:dyncon:v:31:y:2007:i:10:p:3396-3426)
by He, Xue-Zhong & Li, Youwei - An analysis of the effect of noise in a heterogeneous agent financial market model (RePEc:eee:dyncon:v:35:y:2011:i:1:p:148-162)
by Chiarella, Carl & He, Xue-Zhong & Zheng, Min - Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model (RePEc:eee:dyncon:v:36:y:2012:i:7:p:973-987)
by He, Xue-Zhong & Li, Kai - Herding, trend chasing and market volatility (RePEc:eee:dyncon:v:48:y:2014:i:c:p:349-373)
by Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai - Learning, information processing and order submission in limit order markets (RePEc:eee:dyncon:v:61:y:2015:i:c:p:245-268)
by Chiarella, Carl & He, Xue-Zhong & Wei, Lijian - Asset allocation with time series momentum and reversal (RePEc:eee:dyncon:v:91:y:2018:i:c:p:441-457)
by He, Xue-Zhong & Li, Kai & Li, Youwei - Market stability switches in a continuous-time financial market with heterogeneous beliefs (RePEc:eee:ecmode:v:26:y:2009:i:6:p:1432-1442)
by He, Xue-Zhong & Li, Kai & Wei, Junjie & Zheng, Min - Disagreement, correlation and asset prices (RePEc:eee:ecolet:v:116:y:2012:i:3:p:512-515)
by He, Xue-Zhong & Shi, Lei - Testing of a market fraction model and power-law behaviour in the DAX 30 (RePEc:eee:empfin:v:31:y:2015:i:c:p:1-17)
by He, Xue-Zhong & Li, Youwei - Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market (RePEc:eee:empfin:v:32:y:2015:i:c:p:19-34)
by Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza - Heterogeneous agent models in financial markets: A nonlinear dynamics approach (RePEc:eee:finana:v:62:y:2019:i:c:p:135-149)
by He, Xue-Zhong & Li, Youwei & Zheng, Min - Profitability of time series momentum (RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157)
by He, Xue-Zhong & Li, Kai - Index portfolio and welfare analysis under heterogeneous beliefs (RePEc:eee:jbfina:v:75:y:2017:i:c:p:64-79)
by He, Xue-Zhong & Shi, Lei - Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 (RePEc:eee:jeborg:v:105:y:2014:i:c:p:1-16)
by Chiarella, Carl & He, Xue-Zhong & Zwinkels, Remco C.J. - Volatility clustering: A nonlinear theoretical approach (RePEc:eee:jeborg:v:130:y:2016:i:c:p:274-297)
by He, Xue-Zhong & Li, Kai & Wang, Chuncheng - Trading heterogeneity under information uncertainty (RePEc:eee:jeborg:v:130:y:2016:i:c:p:64-80)
by He, Xue-Zhong & Zheng, Huanhuan - Social interaction, volatility clustering, and momentum (RePEc:eee:jeborg:v:203:y:2022:i:c:p:125-149)
by He, Xue-Zhong & Li, Kai & Santi, Caterina & Shi, Lei - An analysis of the cobweb model with boundedly rational heterogeneous producers (RePEc:eee:jeborg:v:61:y:2006:i:4:p:750-768)
by Chiarella, Carl & He, Xue-Zhong & Hung, Hing & Zhu, Peiyuan - Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework (RePEc:eee:jeborg:v:62:y:2007:i:3:p:408-427)
by Chiarella, Carl & Dieci, Roberto & He, Xue-Zhong - Dynamics of moving average rules in a continuous-time financial market model (RePEc:eee:jeborg:v:76:y:2010:i:3:p:615-634)
by He, Xue-Zhong & Zheng, Min - Estimating behavioural heterogeneity under regime switching (RePEc:eee:jeborg:v:83:y:2012:i:3:p:446-460)
by Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan - Ambiguous price formation (RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000356)
by Aliyev, Nihad & He, Xue-Zhong - Prediction market prices under risk aversion and heterogeneous beliefs (RePEc:eee:mateco:v:70:y:2017:i:c:p:105-114)
by He, Xue-Zhong & Treich, Nicolas - Moving average rules as a source of market instability (RePEc:eee:phsmap:v:370:y:2006:i:1:p:12-17)
by Chiarella, Carl & He, Xue-Zhong & Hommes, Cars - The stochastic bifurcation behaviour of speculative financial markets (RePEc:eee:phsmap:v:387:y:2008:i:15:p:3837-3846)
by Chiarella, Carl & He, Xue-Zhong & Wang, Duo & Zheng, Min - Does the market maker stabilize the market? (RePEc:eee:phsmap:v:388:y:2009:i:15:p:3164-3180)
by Zhu, Mei & Chiarella, Carl & He, Xue-Zhong & Wang, Duo - A Stochastic Model of Real-Financial Interaction with Boundedly Rational Heterogeneous Agents (RePEc:eme:ceazzz:s0573-8555(05)77010-3)
by Carl Chiarella & Peter Flaschel & Xue-Zhong He & Hing Hung - Dynamics of Beliefs and Learning Under aL-Processes—The Homogeneous Case (RePEc:eme:isetez:s1571-0386(2004)0000014017)
by Xue-Zhong He - Non-Standard Errors (RePEc:grz:wpsses:2021-08)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To - Heterogeneous Beliefs and Prediction Market Accuracy (RePEc:ide:wpaper:27154)
by He, Xue-Zhong & Treich, Nicolas - The dynamic behaviour of asset prices in disequilibrium: a survey (RePEc:ids:ijbeaf:v:2:y:2011:i:2:p:101-139)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He - Investor Sentiment and Paradigm Shifts in Equity Return Forecasting (RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4301-4325)
by Liya Chu & Xue-Zhong He & Kai Li & Jun Tu - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - An evolutionary CAPM under heterogeneous beliefs (RePEc:kap:annfin:v:9:y:2013:i:2:p:185-215)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li - Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model (RePEc:kap:compec:v:19:y:2002:i:1:p:95-132)
by Chiarella, Carl & He, Xue-Zhong - Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, Dynamic Modelling and Econometrics in Economics and Finance 18 (RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9817-6)
by Xue-Zhong He - Heterogeneous Beliefs and Prediction Market Accuracy (RePEc:ler:wpaper:27153)
by He, Xue-Zhong & Treich, Nicolas - A Non-Stationary Asset Pricing Model under Heterogeneous Expectations (RePEc:sce:scecf1:39)
by Carl Chiarella and Xue-Zhong He - An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies (RePEc:sce:scecf2:135)
by Carl Chiarella & Tony He - Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers (RePEc:sce:scecf3:31)
by Peiyuan Zhu & Carl Chiarella & Tony He - A Dynamical Analysis of Moving Average Rules (RePEc:sce:scecf4:238)
by Cars Hommes & Carl Chiarella & Xue-Zhong He - Long Memory, Heterogeneity, and Trend Chasing (RePEc:sce:scecf5:113)
by Youwei Li & Xue-Zhong He - Heterogeneity, Profitability and Autocorrelations (RePEc:sce:scecf5:244)
by Youwei Li & Xue-Zhong (Tony) He - Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model (RePEc:sce:scecf9:223)
by Xue-Zhong He & Carl Chiarella - Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis (RePEc:sce:scecfa:108)
by Carl Chiarella & Roberto Dieci & Tony He - A Dynamic Heterogeneous Beliefs CAPM (RePEc:sce:scecfa:181)
by Carl Chiarella & Xue-Zhong He & Roberto Dieci & University of Technology Sydney - Cross-section instability in financial markets: impatience, extrapolation, and switching (RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00348-5)
by Roberto Dieci & Xue-Zhong He - Diversification Effect of Heterogeneous Beliefs (RePEc:spr:dymchp:978-3-642-16943-4_4)
by Xue-Zhong He & Lei Shi - The Stock Option Problem (RePEc:spr:dymchp:978-3-662-45906-5_1)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Pricing Derivative Securities: A General Approach (RePEc:spr:dymchp:978-3-662-45906-5_10)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Applying the General Pricing Framework (RePEc:spr:dymchp:978-3-662-45906-5_11)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Jump-Diffusion Processes (RePEc:spr:dymchp:978-3-662-45906-5_12)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Option Pricing Under Jump-Diffusion Processes (RePEc:spr:dymchp:978-3-662-45906-5_13)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Partial Differential Equation Approach Under Geometric Jump-Diffusion Process (RePEc:spr:dymchp:978-3-662-45906-5_14)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Stochastic Volatility (RePEc:spr:dymchp:978-3-662-45906-5_15)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Pricing the American Feature (RePEc:spr:dymchp:978-3-662-45906-5_16)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Pricing Options Using Binomial Trees (RePEc:spr:dymchp:978-3-662-45906-5_17)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Volatility Smiles (RePEc:spr:dymchp:978-3-662-45906-5_18)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Allowing for Stochastic Interest Rates in the Black–Scholes Model (RePEc:spr:dymchp:978-3-662-45906-5_19)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Stochastic Processes for Asset Price Modelling (RePEc:spr:dymchp:978-3-662-45906-5_2)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Change of Numeraire (RePEc:spr:dymchp:978-3-662-45906-5_20)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - The Paradigm Interest Rate Option Problem (RePEc:spr:dymchp:978-3-662-45906-5_21)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Modelling Interest Rate Dynamics (RePEc:spr:dymchp:978-3-662-45906-5_22)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Interest Rate Derivatives: One Factor Spot Rate Models (RePEc:spr:dymchp:978-3-662-45906-5_23)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Interest Rate Derivatives: Multi-Factor Models (RePEc:spr:dymchp:978-3-662-45906-5_24)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - The Heath–Jarrow–Morton Framework (RePEc:spr:dymchp:978-3-662-45906-5_25)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - The LIBOR Market Model (RePEc:spr:dymchp:978-3-662-45906-5_26)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - An Initial Attempt at Pricing an Option (RePEc:spr:dymchp:978-3-662-45906-5_3)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - The Stochastic Differential Equation (RePEc:spr:dymchp:978-3-662-45906-5_4)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Manipulating Stochastic Differential Equations and Stochastic Integrals (RePEc:spr:dymchp:978-3-662-45906-5_5)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Ito’s Lemma and Its Applications (RePEc:spr:dymchp:978-3-662-45906-5_6)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - The Continuous Hedging Argument (RePEc:spr:dymchp:978-3-662-45906-5_7)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - The Martingale Approach (RePEc:spr:dymchp:978-3-662-45906-5_8)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - The Partial Differential Equation Approach Under Geometric Brownian Motion (RePEc:spr:dymchp:978-3-662-45906-5_9)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - Derivative Security Pricing (RePEc:spr:dymeef:978-3-662-45906-5)
by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos - An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies (RePEc:spr:ihichp:978-3-540-49487-4_20)
by Carl Chiarella & Xue-Zhong He - Time-varying beta: a boundedly rational equilibrium approach (RePEc:spr:joevec:v:23:y:2013:i:3:p:609-639)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He - The adaptiveness in stock markets: testing the stylized facts in the DAX 30 (RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9)
by Xue-Zhong He & Youwei Li - An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects (RePEc:spr:lnechp:978-3-540-27296-0_18)
by Carl Chiarella & Xue-Zhong He - Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment (RePEc:spr:lnechp:978-3-540-28727-8_7)
by Carl Chiarella & Xue-Zhong He & Duo Wang - Nonlinear Economic Dynamics and Financial Modelling (RePEc:spr:sprbok:978-3-319-07470-2)
by None - Butter mountains, milk lakes and optimal price limiters (RePEc:taf:apeclt:v:14:y:2007:i:15:p:1131-1136)
by Ned Corron & Xue-Zhong He & Frank Westerhoff - Do heterogeneous beliefs diversify market risk? (RePEc:taf:eurjfi:v:17:y:2011:i:3:p:241-258)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He - Heterogeneous expectations and exchange rate dynamics (RePEc:taf:eurjfi:v:19:y:2013:i:5:p:392-419)
by Carl Chiarella & Xue-Zhong He & Min Zheng - Asset price and wealth dynamics under heterogeneous expectations (RePEc:taf:quantf:v:1:y:2001:i:5:p:509-526)
by C. Chiarella & X-Z. He - A behavioural model of investor sentiment in limit order markets (RePEc:taf:quantf:v:17:y:2017:i:1:p:71-86)
by Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei - Rollover risk and credit risk under time-varying margin (RePEc:taf:quantf:v:17:y:2017:i:3:p:455-469)
by Xue-Zhong He & Eva Lütkebohmert & Yajun Xiao - Heterogeneity, convergence, and autocorrelations (RePEc:taf:quantf:v:8:y:2008:i:1:p:59-79)
by Xue-Zhong He & Youwei Li - A Dynamic Analysis of Moving Average Rules (RePEc:tin:wpaper:20050057)
by Carl Chiarella & Tony He & Cars H. Hommes - Heterogeneous Beliefs and Prediction Market Accuracy (RePEc:tse:wpaper:27155)
by He, Xue-Zhong & Treich, Nicolas - Momentum and index investing: implications for market efficiency (RePEc:uts:ppaper:2005-4)
by Ron Bird & Xue-Zhong He & Satish Thosar & Paul Woolley - The case for market inefficiency: Investment style and market pricing (RePEc:uts:ppaper:2005-5)
by Ron Bird & Xue-Zhong He & Satish Thosar & Paul Woolley - Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies (RePEc:uts:ppaper:2008-3)
by G Gong & J Gao & Xue-Zhong He - Developing actionable trading agents (RePEc:uts:ppaper:2009-5)
by Longbing Cao & Xue-Zhong He - Asymmetry of technical analysis and market price volatility (RePEc:uts:ppaper:2009-6)
by Min Zheng & Duo Wang & Xue-Zhong He - A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs (RePEc:uts:ppaper:2016-4)
by Xue-Zhong He & Lei Shi - The effect of genetic algorithm learning with a classifier system in limit order markets (RePEc:uts:ppaper:2017-3)
by Lijian Wei & Xiong Xiong & Wei Zhang & Xue-Zhong He & Yongjie Zhang - Time-varying economic dominance in financial markets: A bistable dynamics approach (RePEc:uts:ppaper:2018-1)
by Xue-Zhong He & Kai Li & Chuncheng Wang - Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio (RePEc:uts:ppaper:2019-3)
by Nhi N.Y.Vo & Xue-Zhong He & Shaowu Liu & Guandong Xu - Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers (RePEc:uts:rpaper:108)
by Carl Chiarella & Xue-Zhong He & Peiyuan Zhu - A Dynamic Analysis of Moving Average Rules (RePEc:uts:rpaper:133)
by Carl Chiarella & Xue-Zhong He & Cars Hommes - Commodity Markets, Price Limiters and Speculative Price Dynamics (RePEc:uts:rpaper:136)
by Xue-Zhong He & Frank H. Westerhoff - A Behavioural Asset Pricing Model with a Time-Varying Second Moment (RePEc:uts:rpaper:141)
by Carl Chiarella & Xue-Zhong He & Duo Wang - Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment (RePEc:uts:rpaper:142)
by Carl Chiarella & Xue-Zhong He & Duo Wang - Heterogeneity, Profitability and Autocorrelations (RePEc:uts:rpaper:147)
by Xue-Zhong He & Youwei Li - Long Memory, Heterogeneity and Trend Chasing (RePEc:uts:rpaper:148)
by Xue-Zhong He & Youwei Li - Butter Mountains, Milk Lakes and Optimal Price Limiters (RePEc:uts:rpaper:158)
by Ned Corron & Xue-Zhong He & Frank Westerhoff - Market Mood, Adaptive Beliefs and Asset Price Dynamics (RePEc:uts:rpaper:162)
by Roberto Dieci & Ilaria Foroni & Laura Gardini & Xue-Zhong He - Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework (RePEc:uts:rpaper:166)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He - Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model (RePEc:uts:rpaper:18)
by Carl Chiarella & Xue-Zhong He - Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis (RePEc:uts:rpaper:186)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He - Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy (RePEc:uts:rpaper:199)
by Jian Gao & Gang Gong & Xue-Zhong He - The Stochastic Dynamics of Speculative Prices (RePEc:uts:rpaper:208)
by Carl Chiarella & Xue-Zhong He & Min Zheng - Heterogeneity, Market Mechanisms, and Asset Price Dynamics (RePEc:uts:rpaper:231)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He - Heterogeneity, Bounded Rationality and Market Dysfunctionality (RePEc:uts:rpaper:233)
by Xue-Zhong He & Lei Shi - Heterogeneous Expectations and Exchange Rate Dynamics (RePEc:uts:rpaper:243)
by Carl Chiarella & Xue-Zhong He & Min Zheng - Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs (RePEc:uts:rpaper:244)
by Xue-Zhong He & Lei Shi - A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market (RePEc:uts:rpaper:251)
by Carl Chiarella & Xue-Zhong He & Paolo Pellizzari - Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs (RePEc:uts:rpaper:252)
by Xue-Zhong He & Kai Li & Junjie Wei & Min Zheng - A Framework for CAPM with Heterogenous Beliefs (RePEc:uts:rpaper:254)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He - Dynamics of Moving Average Rules in a Continuous-time Financial Market Model (RePEc:uts:rpaper:268)
by Xue-Zhong He & Min Zheng - Differences in Opinion and Risk Premium (RePEc:uts:rpaper:271)
by Xue-Zhong He & Lei Shi - Time-Varying Beta: A Boundedly Rational Equilibrium Approach (RePEc:uts:rpaper:275)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He - Estimating Behavioural Heterogeneity Under Regime Switching (RePEc:uts:rpaper:290)
by Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng - Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model (RePEc:uts:rpaper:291)
by Xue-Zhong He & Kai Li - Heterogeneous Beliefs and the Performances of Optimal Portfolios (RePEc:uts:rpaper:301)
by Xue-Zhong He & Lei Shi - Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs (RePEc:uts:rpaper:302)
by Xue-Zhong He & Lei Shi & Min Zheng - Heterogeneous Beliefs and the Cross-Section of Asset Returns (RePEc:uts:rpaper:303)
by Xue-Zhong He & Lei Shi - An Evolutionary CAPM Under Heterogeneous Beliefs (RePEc:uts:rpaper:315)
by Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li - Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets (RePEc:uts:rpaper:316)
by Xue-Zhong He - Learning and Information Dissemination in Limit Order Markets (RePEc:uts:rpaper:333)
by Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang - Learning and Evolution of Trading Strategies in Limit Order Markets (RePEc:uts:rpaper:335)
by Carl Chiarella & Xue-Zhong He & Lijian Wei - Herding, Trend Chasing and Market Volatility (RePEc:uts:rpaper:337)
by Corrado Di Guilmi & Xue-Zhong He & Kai Li - Time Series Momentum and Market Stability (RePEc:uts:rpaper:341)
by Xue-Zhong He & Kai Li - A Behavioural Model of Investor Sentiment in Limit Order Markets (RePEc:uts:rpaper:342)
by Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei - Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 (RePEc:uts:rpaper:344)
by Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels - Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker (RePEc:uts:rpaper:35)
by Carl Chiarella & Xue-Zhong He - Optimal Time Series Momentum (RePEc:uts:rpaper:353)
by Xue-Zhong He & Kai Li & Youwei Li - Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 (RePEc:uts:rpaper:354)
by Xue-Zhong He & Youwei Li - Market Sentiment and Paradigm Shifts (RePEc:uts:rpaper:356)
by Liya Chu & Xue-Zhong He & Kai Li & Jun Tu - The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 (RePEc:uts:rpaper:364)
by Xue-Zhong He & Youwei Li - Volatility Clustering: A Nonlinear Theoretical Approach (RePEc:uts:rpaper:365)
by Xue-Zhong He & Kai Li & Chuncheng Wan - Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning (RePEc:uts:rpaper:37)
by Carl Chiarella & Xue-Zhong He - Toward a General Model of Financial Markets (RePEc:uts:rpaper:371)
by Nihad Aliyev & Xue-Zhong He - Trading Heterogeneity Under Information Uncertainty (RePEc:uts:rpaper:373)
by Xue-Zhong He & Huanhuan Zheng - Ambiguous Market Making (RePEc:uts:rpaper:383)
by Nihad Aliyev & Xue-Zhong He - Heterogeneous Agent Models in Finance (RePEc:uts:rpaper:389)
by Roberto Dieci & Xue-Zhong He - Time-Varying Economic Dominance Through Bistable Dynamics (RePEc:uts:rpaper:390)
by Xue-Zhong He & Kai Li & Chuncheng Wang - Are We Better-off for Working Hard? (RePEc:uts:rpaper:391)
by Xue-Zhong He & Lei Shi & Marco Tolotti - The Microstructure of Endogenous Liquidity Provision (RePEc:uts:rpaper:402)
by F. Douglas Foster & Xue-Zhong He & Junqing Kang & Shen Lin - Reinforcement Learning in Limit Order Markets (RePEc:uts:rpaper:403)
by Xue-Zhong He & Shen Lin - The Fast and the Furious: Exchange Latency and Ever-fast Trading (RePEc:uts:rpaper:419)
by Xue-Zhong He & Junqing Kang & Xuan Zhou - Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case (RePEc:uts:rpaper:53)
by Carl Chiarella & Xue-Zhong He - Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case (RePEc:uts:rpaper:55)
by Carl Chiarella & Xue-Zhong He - Asset Price and Wealth Dynamics Under Heterogeneous Expectations (RePEc:uts:rpaper:56)
by Carl Chiarella & Xue-Zhong He - An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies (RePEc:uts:rpaper:84)
by Carl Chiarella & Xue-Zhong He - Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach (RePEc:uts:rpaper:95)
by Xue-Zhong He - The Dynamics of the Cobweb when Producers are Risk Averse Learners (RePEc:uts:wpaper:90)
by Carl Chiarella & Xue-Zhong He - Portfolio Efficiency Under Heterogeneous Beliefs (RePEc:wsi:wschap:9789814304078_0005)
by Xue-Zhong He & Lei Shi