Xuezhong He : Citation Profile


Are you Xuezhong He?

University of Technology Sydney (50% share)
University of Technology Sydney (50% share)

13

H index

17

i10 index

836

Citations

RESEARCH PRODUCTION:

37

Articles

67

Papers

RESEARCH ACTIVITY:

   18 years (1999 - 2017). See details.
   Cites by year: 46
   Journals where Xuezhong He has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 74 (8.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe4
   Updated: 2017-06-24    RAS profile: 2017-05-28    
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Relations with other researchers


Works with:

Chiarella, Carl (12)

Li, Kai (10)

Shi, Lei (8)

Li, Youwei (4)

Wei, Lijian (3)

TREICH, Nicolas (3)

Di Guilmi, Corrado (2)

Zheng, Min (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Xuezhong He.

Is cited by:

Westerhoff, Frank (82)

Hommes, Cars (55)

Chiarella, Carl (52)

Anufriev, Mikhail (42)

Gardini, Laura (30)

Bottazzi, Giulio (26)

Wagener, Florian (25)

Gomes, Orlando (18)

Chen, Zhenxi (17)

Huang, Weihong (17)

Tramontana, Fabio (14)

Cites to:

Chiarella, Carl (314)

Hommes, Cars (161)

Brock, William (86)

Lux, Thomas (80)

Westerhoff, Frank (46)

Li, Youwei (45)

Gardini, Laura (40)

NAPP, Clotilde (37)

Jouini, Elyès (37)

Huang, Weihong (36)

Farmer, J. (24)

Main data


Where Xuezhong He has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control8
Journal of Economic Behavior & Organization7
Physica A: Statistical Mechanics and its Applications3
Journal of Banking & Finance2
The European Journal of Finance2
Journal of Empirical Finance2
Macroeconomic Dynamics2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney51
Computing in Economics and Finance 2006 / Society for Computational Economics2
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Xuezhong He (2017 and 2016)


YearTitle of citing document
2016Order Book, Financial Markets and Self-Organized Criticality. (2016). Pluchino, Alessandro ; Rapisarda, Andrea . In: Papers. RePEc:arx:papers:1602.08270.

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2016A new structural stochastic volatility model of asset pricing and its stylized facts. (2016). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria . In: Papers. RePEc:arx:papers:1604.08824.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2017An empirical behavioural order-driven model with price limit rules. (2017). Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong . In: Papers. RePEc:arx:papers:1704.04354.

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2016Contrarian and Momentum Profits during Periods of High Trading Volume preceded by Stock Prices Shocks. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2016:p:378-384.

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2016Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach. (2016). Wang, Lijun ; Huang, Xuan ; Liu, Xiaojia . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:1608-1618.

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2016Itchy feet vs cool heads: Flow of funds in an agent-based financial market. (2016). Schenk-Hoppé, Klaus ; Wang, Tongya ; Schenk-Hoppe, Klaus Reiner ; Palczewski, Jan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:63:y:2016:i:c:p:53-68.

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2016Optimal monetary policy in a new Keynesian model with animal spirits and financial markets. (2016). Lengnick, Matthias ; Wohltmann, Hans-Werner . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:64:y:2016:i:c:p:148-165.

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2016Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents. (2016). In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:45-67.

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2016Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach. (2016). Westerhoff, Frank ; Dieci, Roberto . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:71:y:2016:i:c:p:21-44.

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2016The stock–bond comovements and cross-market trading. (2016). CHONG, Terence Tai Leung ; Li, Mengling ; Zhang, Yang ; Leung, Terence Tai ; Zheng, Huanhuan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:417-438.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

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2017Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish. (2017). Massari, Filippo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:190-205.

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2016Heterogeneous noisy beliefs and dynamic competition in financial markets. (2016). Rousseau, Fabrice ; Boco, Herve ; Germain, Laurent . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:347-363.

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2017Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations. (2017). Li, Shaoyu ; Xu, Zhiwei ; Wei, Lijia . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:113-125.

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2017Speculative behavior in a housing market: Boom and bust. (2017). Zheng, Min ; Wang, Shouyang . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:50-64.

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2016Stock market participation and endogenous boom-bust dynamics. (2016). Westerhoff, Frank ; Schmitt, Noemi . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:72-75.

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2016Production phase and ultimate pit limit design under commodity price uncertainty. (2016). Chatterjee, Snehamoy ; Ali, Mohammad Waqar ; Sethi, Manas Ranjan . In: European Journal of Operational Research. RePEc:eee:ejores:v:248:y:2016:i:2:p:658-667.

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2017Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints. (2017). Tong, Jun ; Hu, Jianqiang . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:24-34.

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2016The roles of past returns and firm fundamentals in driving US stock price movements. (2016). Wu, Eliza ; Hong, Kihoon . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:62-75.

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2016Market ecologies: The effect of information on the interaction and profitability of technical trading strategies. (2016). Ladley, Daniel ; Jackson, Antony . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:270-280.

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2017Discovering discoveries: Identifying biomedical discoveries using citation contexts. (2017). Small, Henry ; Patek, Mike ; Tseng, Hung . In: Journal of Informetrics. RePEc:eee:infome:v:11:y:2017:i:1:p:46-62.

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2016Microfoundations for switching behavior in heterogeneous agent models: An experiment. (2016). Bao, Te ; Tuinstra, Jan ; Anufriev, Mikhail . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:129:y:2016:i:c:p:74-99.

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2016Producing biodiesel from soybeans in Zambia: An economic analysis. (2016). Drabik, Dusan ; Timilsina, Govinda R ; de Gorter, Harry ; DeGorter, Harry . In: Food Policy. RePEc:eee:jfpoli:v:59:y:2016:i:c:p:103-109.

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2016The anatomy of sovereign risk contagion. (2016). Wu, Eliza ; Remolona, Eli ; Erdem, Magdalena ; Kalotychou, Elena . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:264-286.

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2017Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110.

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2017Simple agent-based dynamical system models for efficient financial markets: Theory and examples. (2017). Immonen, Eero . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:69:y:2017:i:c:p:38-53.

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2016Dynamical analysis for a model of asset prices with two delays. (2016). Wang, Luxuan ; Wei, Junjie ; Niu, Ben . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:297-313.

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2016Anomalous volatility scaling in high frequency financial data. (2016). Nava, Noemi ; di Matteo, T ; Aste, Tomaso . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:434-445.

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2016Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (2016). Podobnik, B ; Havlin, S ; Kononovicius, A ; Stanley, H E ; Gontis, V. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:1091-1102.

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2016Network of listed companies based on common shareholders and the prediction of market volatility. (2016). Ren, DA ; Zhang, Yongjie ; Li, Jie ; Feng, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:508-521.

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2017Aggregated applications and benefits of energy storage systems with application-specific control methods: A review. (2017). Katsanevakis, Markos ; Lu, Junwei ; Stewart, Rodney A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:75:y:2017:i:c:p:719-741.

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2016Exploring Price Fluctuations in a Double Auction Market. (2016). Li, Honggang ; Ji, Mingjie . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:2:d:10.1007_s10614-015-9520-9.

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2016The Stock-Bond Comovements and Cross-Market Trading. (2016). CHONG, Terence Tai Leung ; Li, Mengling ; Zhang, Yang ; Zheng, Huanhuan . In: MPRA Paper. RePEc:pra:mprapa:75871.

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2017Cross-Sectional and Time-Series Momentum Returns and Market States. (2017). Cheema, Muhammad A ; Man, Yimei ; Nartea, Gilbert V. In: MPRA Paper. RePEc:pra:mprapa:78989.

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2016Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High- Frequency Trading. (2016). Napoletano, Mauro ; Leal, Sandrine Jacob . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/3utlh0ehcn860pus6p2p683ade.

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2016Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation. (2016). Westerhoff, Frank ; Franke, Reiner . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:11:y:2016:i:1:d:10.1007_s11403-014-0140-6.

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2017Forecast combination, non-linear dynamics, and the macroeconomy. (2017). Gibbs, Christopher G. In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:3:d:10.1007_s00199-016-0951-x.

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2016Rock around the clock: An agent-based model of low- and high-frequency trading. (2016). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:26:y:2016:i:1:d:10.1007_s00191-015-0418-4.

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2016Endogenous time-varying risk aversion and asset returns. (2016). Berardi, Michele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:26:y:2016:i:3:d:10.1007_s00191-015-0435-3.

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2016Taste, information, and asset prices: implications for the valuation of CSR. (2016). Friedman, Henry L ; Heinle, Mirko S. In: Review of Accounting Studies. RePEc:spr:reaccs:v:21:y:2016:i:3:d:10.1007_s11142-016-9359-x.

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2016Far from the Madding Crowd: Collective Wisdom in Prediction Markets. (2016). Bottazzi, Giulio ; Giachini, Daniele . In: LEM Papers Series. RePEc:ssa:lemwps:2016/14.

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2016Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent Based Model with Low- and High-Frequency Trading. (2016). Napoletano, Mauro ; Leal, Sandrine Jacob . In: LEM Papers Series. RePEc:ssa:lemwps:2016/15.

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2016On controlling chaos in a discrete tâtonnement process. (2016). Sordi, Serena ; Naimzada, Ahmad. In: Department of Economics University of Siena. RePEc:usi:wpaper:729.

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2016Divergent behavior in markets with idiosyncratic private information. (2016). Goldbaum, David . In: Working Paper Series. RePEc:uts:ecowps:34.

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2016Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective. (2016). . In: PhD Thesis. RePEc:uts:finphd:28.

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2016Information Content of Trading Activity in Precious Metals Futures Markets. (2016). Pradkhan, Elina . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:5:p:421-456.

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2016Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2016). Westerhoff, Frank ; Schmitt, Noemi . In: BERG Working Paper Series. RePEc:zbw:bamber:111.

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2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi . In: BERG Working Paper Series. RePEc:zbw:bamber:119.

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2017Modeling consumer confidence and its role for expectation formation: A horse race. (2017). Sacht, Stephen ; Jang, Tae-Seok . In: Economics Working Papers. RePEc:zbw:cauewp:201704.

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2016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

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2016Regimes dependent speculative trading: Evidence from the United States housing market. (2016). Chen, Zhenxi. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:66.

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Works by Xuezhong He:


YearTitleTypeCited
2001Asset Price and Wealth Dynamics under Heterogeneous Expectations In: CeNDEF Workshop Papers, January 2001.
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paper99
2001Asset price and wealth dynamics under heterogeneous expectations.(2001) In: Quantitative Finance.
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article
2001Asset Price and Wealth Dynamics Under Heterogeneous Expectations.(2001) In: Research Paper Series.
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paper
2004A Dynamic Analysis of Moving Average Rules In: CeNDEF Working Papers.
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paper57
2006A dynamic analysis of moving average rules.(2006) In: Journal of Economic Dynamics and Control.
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2004A Dynamical Analysis of Moving Average Rules.(2004) In: Computing in Economics and Finance 2004.
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paper
2005A Dynamic Analysis of Moving Average Rules.(2005) In: Tinbergen Institute Discussion Papers.
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2004A Dynamic Analysis of Moving Average Rules.(2004) In: Research Paper Series.
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paper
2012Boundedly rational equilibrium and risk premium In: Accounting and Finance.
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article1
2012Disagreement in a Multi-Asset Market In: International Review of Finance.
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article2
2012A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET In: Macroeconomic Dynamics.
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article3
2009A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market.(2009) In: Research Paper Series.
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2003HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER In: Macroeconomic Dynamics.
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article58
2000Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker.(2000) In: Research Paper Series.
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2003Dynamics of beliefs and learning under aL-processes -- the heterogeneous case In: Journal of Economic Dynamics and Control.
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article40
2001Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case.(2001) In: Research Paper Series.
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2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
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article45
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
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2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
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article29
2011An analysis of the effect of noise in a heterogeneous agent financial market model In: Journal of Economic Dynamics and Control.
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article10
2012Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model In: Journal of Economic Dynamics and Control.
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article6
2011Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model.(2011) In: Research Paper Series.
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2014Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control.
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2013Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series.
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2015Learning, information processing and order submission in limit order markets In: Journal of Economic Dynamics and Control.
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2009Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling.
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2009Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs.(2009) In: Research Paper Series.
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2012Disagreement, correlation and asset prices In: Economics Letters.
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article1
2015Testing of a market fraction model and power-law behaviour in the DAX 30 In: Journal of Empirical Finance.
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article3
2015Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30.(2015) In: Research Paper Series.
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2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market In: Journal of Empirical Finance.
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article3
2015Profitability of time series momentum In: Journal of Banking & Finance.
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article7
2017Index portfolio and welfare analysis under heterogeneous beliefs In: Journal of Banking & Finance.
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article1
2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 In: Journal of Economic Behavior & Organization.
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2014Heterogeneous Expectations in Asset Pricing:Empirical Evidence from the S&P500.(2014) In: Research Paper Series.
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2016Volatility clustering: A nonlinear theoretical approach In: Journal of Economic Behavior & Organization.
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2015Volatility Clustering: A Nonlinear Theoretical Approach.(2015) In: Research Paper Series.
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2016Trading heterogeneity under information uncertainty In: Journal of Economic Behavior & Organization.
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2016Trading Heterogeneity under Information Uncertainty.(2016) In: Research Paper Series.
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2006An analysis of the cobweb model with boundedly rational heterogeneous producers In: Journal of Economic Behavior & Organization.
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2007Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework In: Journal of Economic Behavior & Organization.
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article43
2005Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework.(2005) In: Research Paper Series.
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2010Dynamics of moving average rules in a continuous-time financial market model In: Journal of Economic Behavior & Organization.
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article5
2010Dynamics of Moving Average Rules in a Continuous-time Financial Market Model.(2010) In: Research Paper Series.
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2012Estimating behavioural heterogeneity under regime switching In: Journal of Economic Behavior & Organization.
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2011Estimating Behavioural Heterogeneity Under Regime Switching.(2011) In: Research Paper Series.
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2006Moving average rules as a source of market instability In: Physica A: Statistical Mechanics and its Applications.
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2008The stochastic bifurcation behaviour of speculative financial markets In: Physica A: Statistical Mechanics and its Applications.
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2009Does the market maker stabilize the market? In: Physica A: Statistical Mechanics and its Applications.
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2012Heterogeneous Beliefs and Prediction Market Accuracy In: IDEI Working Papers.
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2013Heterogeneous Beliefs and Prediction Market Accuracy.(2013) In: LERNA Working Papers.
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2012Heterogeneous Beliefs and Prediction Market Accuracy.(2012) In: TSE Working Papers.
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2011The dynamic behaviour of asset prices in disequilibrium: a survey In: International Journal of Behavioural Accounting and Finance.
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2013An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance.
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2012An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series.
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2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model. In: Computational Economics.
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article123
1999Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model.(1999) In: Computing in Economics and Finance 1999.
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1999Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model.(1999) In: Research Paper Series.
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2001A Non-Stationary Asset Pricing Model under Heterogeneous Expectations In: Computing in Economics and Finance 2001.
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2002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies In: Computing in Economics and Finance 2002.
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2002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies.(2002) In: Research Paper Series.
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2003Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers In: Computing in Economics and Finance 2003.
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2003Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers.(2003) In: Research Paper Series.
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2005Long Memory, Heterogeneity, and Trend Chasing In: Computing in Economics and Finance 2005.
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2005Long Memory, Heterogeneity and Trend Chasing.(2005) In: Research Paper Series.
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2005Heterogeneity, Profitability and Autocorrelations In: Computing in Economics and Finance 2005.
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2005Heterogeneity, Profitability and Autocorrelations.(2005) In: Research Paper Series.
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2006Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis In: Computing in Economics and Finance 2006.
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2006A Dynamic Heterogeneous Beliefs CAPM In: Computing in Economics and Finance 2006.
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2013Time-varying beta: a boundedly rational equilibrium approach In: Journal of Evolutionary Economics.
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2010Time-Varying Beta: A Boundedly Rational Equilibrium Approach.(2010) In: Research Paper Series.
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2007Butter mountains, milk lakes and optimal price limiters In: Applied Economics Letters.
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