22
H index
37
i10 index
1638
Citations
Xi'an Jiaotong-Liverpool University (XJTLU) | 22 H index 37 i10 index 1638 Citations RESEARCH PRODUCTION: 46 Articles 83 Papers 1 Books 31 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xuezhong (Tony) He. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2021 | Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951. Full description at Econpapers || Download paper | |
2021 | The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1908.03233. Full description at Econpapers || Download paper | |
2020 | Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144. Full description at Econpapers || Download paper | |
2020 | Data Science in Economics. (2020). Ghamisi, Pedram ; Duan, Puhong ; Mosavi, Amir ; Nosratabadi, Saeed. In: Papers. RePEc:arx:papers:2003.13422. Full description at Econpapers || Download paper | |
2020 | Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709. Full description at Econpapers || Download paper | |
2020 | Dynamic Coupling and Market Instability. (2020). Zaparanuks, Dmitrijs ; Court, Elias ; Clack, Christopher D. In: Papers. RePEc:arx:papers:2005.13621. Full description at Econpapers || Download paper | |
2020 | Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. (2020). Masuda, Yuji ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2010.13038. Full description at Econpapers || Download paper | |
2021 | AI in Finance: Challenges, Techniques and Opportunities. (2021). Cao, Longbing. In: Papers. RePEc:arx:papers:2107.09051. Full description at Econpapers || Download paper | |
2021 | Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Chen, XI ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.04793. Full description at Econpapers || Download paper | |
2021 | Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137. Full description at Econpapers || Download paper | |
2021 | Behavioral heterogeneity in return expectations across equity style portfolios. (2021). Stork, Philip ; Vidojevic, Milan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1225-1250. Full description at Econpapers || Download paper | |
2021 | Building toward a solid foundation: The effect of thinking concretely about the future. (2021). Esmark, Carol L ; Farmer, Adam ; Waites, Stacie F. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:55:y:2021:i:1:p:254-273. Full description at Econpapers || Download paper | |
2020 | Teardowns, popups, and renovations: How does housing supply change?. (2020). Schuetz, Jenny. In: Journal of Regional Science. RePEc:bla:jregsc:v:60:y:2020:i:3:p:459-480. Full description at Econpapers || Download paper | |
2020 | Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281. Full description at Econpapers || Download paper | |
2021 | Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797. Full description at Econpapers || Download paper | |
2020 | The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance. (2020). Ravi, Kashyap. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:2:p:23:n:13. Full description at Econpapers || Download paper | |
2020 | The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance. (2020). Ravi, Kashyap. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:2:p:23:n:4. Full description at Econpapers || Download paper | |
2020 | “Animal spirits” and bank’s lending behaviour, a disequilibrium approach. (2020). Di Guilmi, Corrado ; Tianhao, Zhi ; Corrado, Di Guilmi ; Carl, Chiarella . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:21:n:1. Full description at Econpapers || Download paper | |
2020 | How market intervention can prevent bubbles and crashes. (2020). Sornette, Didier ; Westphal, Rebecca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2074. Full description at Econpapers || Download paper | |
2020 | Determinants of Short-term Liabilities of Financially Distressed SME-s. (2020). Taseva, Galya. In: Business Management. RePEc:dat:bmngmt:y:2020:i:1:p:5-24. Full description at Econpapers || Download paper | |
2020 | Does the “uptick rule†stabilize the stock market? Insights from adaptive rational equilibrium dynamics. (2020). Radi, Davide ; Dercole, Fabio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303625. Full description at Econpapers || Download paper | |
2020 | Dynamical analysis of a financial market with fundamentalists, chartists, and imitators. (2020). Campisi, Giovanni ; Brianzoni, Serena. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303807. Full description at Econpapers || Download paper | |
2020 | Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x. Full description at Econpapers || Download paper | |
2020 | Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities. (2020). SADEFO, Jules ; Berinyuy, James Njong ; Essomba, Rose Bandolo ; Kamdem, Jules Sadefo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306111. Full description at Econpapers || Download paper | |
2022 | A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973. Full description at Econpapers || Download paper | |
2022 | Dynamic properties for a stochastic food chain model. (2022). Lv, Jingliang ; Zhang, Liren ; Ma, Pengyu ; Zou, Xiaoling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010675. Full description at Econpapers || Download paper | |
2020 | Mean-variance analysis and the Modified Market Portfolio. (2020). Wenzelburger, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302167. Full description at Econpapers || Download paper | |
2020 | Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301885. Full description at Econpapers || Download paper | |
2020 | Quantifying the concerns of Dimon and Buffett with data and computation. (2020). Oldham, Matthew. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300336. Full description at Econpapers || Download paper | |
2020 | The high frequency trade off between speed and sophistication. (2020). Ladley, Daniel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300804. Full description at Econpapers || Download paper | |
2020 | Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299. Full description at Econpapers || Download paper | |
2020 | Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model. (2020). Godin, Antoine ; Szyszka, Adam ; Rzeszutek, Marcin ; Augier, Stanislas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301330. Full description at Econpapers || Download paper | |
2020 | Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421. Full description at Econpapers || Download paper | |
2020 | Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925. Full description at Econpapers || Download paper | |
2021 | Market stability with machine learning agents. (2021). Georges, Christophre ; Pereira, Javier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302001. Full description at Econpapers || Download paper | |
2021 | Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883. Full description at Econpapers || Download paper | |
2021 | Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219. Full description at Econpapers || Download paper | |
2020 | Modelling contagion of financial crises. (2020). Chen, Zhenxi ; Huang, Weihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830069x. Full description at Econpapers || Download paper | |
2021 | Information interaction, behavioral synchronization and asset market volatility. (2021). Li, Hong Gang ; Gao, Yudong ; Wang, Chengjin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302084. Full description at Econpapers || Download paper | |
2021 | The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321. Full description at Econpapers || Download paper | |
2021 | Herding in the bad times: The 2008 and COVID-19 crises. (2021). Mallor, Tania ; Ferreruela, Sandra . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001467. Full description at Econpapers || Download paper | |
2020 | Eductive stability may not imply evolutionary stability in the presence of information costs. (2020). Naimzada, Ahmad ; Pireddu, Marina. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302381. Full description at Econpapers || Download paper | |
2020 | Finance for nature: A global estimate of public biodiversity investments. (2020). Seidl, Andrew ; Riva, Massimiliano ; van den Heuvel, Onno ; Arlaud, Marco ; Mulungu, Kelvin. In: Ecosystem Services. RePEc:eee:ecoser:v:46:y:2020:i:c:s2212041620301583. Full description at Econpapers || Download paper | |
2022 | New evidence on market response to public announcements in the presence of microstructure noise. (2022). Irwin, Scott ; Garcia, Philip ; Serra, Teresa ; Bian, Siyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:785-800. Full description at Econpapers || Download paper | |
2020 | Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642. Full description at Econpapers || Download paper | |
2021 | Same same but different – Stylized facts of CTA sub strategies. (2021). Li, Youwei ; Mende, Alexander ; Liu, Rui Peng ; Erds, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000016. Full description at Econpapers || Download paper | |
2021 | Asymmetry, tail risk and time series momentum. (2021). Wang, Shixuan ; Lu, Shanglin ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002581. Full description at Econpapers || Download paper | |
2020 | How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries. (2020). Li, Jianping ; Sun, Xiaolei ; Wang, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306981. Full description at Econpapers || Download paper | |
2020 | Does intraday time-series momentum exist in Chinese stock index futures market?. (2020). Shen, Dehua ; Li, YI ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304337. Full description at Econpapers || Download paper | |
2021 | Pricking asset market bubbles. (2021). Westerhoff, Frank ; Schmitt, Noemi. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s154461231930844x. Full description at Econpapers || Download paper | |
2021 | Trading signal, functional data analysis and time series momentum. (2021). Zhang, Yifan ; Lu, Shanglin ; Liu, Zhenya ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000143. Full description at Econpapers || Download paper | |
2022 | Intraday time series momentum: Global evidence and links to market characteristics. (2022). Urquhart, Andrew ; Sakkas, Athanasios ; Li, Zeming. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100001x. Full description at Econpapers || Download paper | |
2020 | Long-term time series reversal: International evidence. (2020). Malin, Mirela ; Kobinger, Sonja ; Bornholt, Graham. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244312030069x. Full description at Econpapers || Download paper | |
2020 | Bitcoin: Speculative asset or innovative technology?. (2020). Lee, Adrian ; Zheng, Huanhuan ; Li, Mengling . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300937. Full description at Econpapers || Download paper | |
2022 | Informational efficiency and behaviour within in-play prediction markets. (2022). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:282-299. Full description at Econpapers || Download paper | |
2021 | Return signal momentum. (2021). Thomakos, Dimitrios ; Liu, Jiadong ; Papailias, Fotis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:124:y:2021:i:c:s0378426621000212. Full description at Econpapers || Download paper | |
2021 | Under-reaction in the sovereign CDS market. (2021). Zhang, Jinfan ; Yan, Hongjun ; Xiao, Yaqing ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001503. Full description at Econpapers || Download paper | |
2020 | Marketing a new generation of bio-plastics products for a circular economy: The role of green self-identity, self-congruity, and perceived value. (2020). Scarpi, Daniele ; Confente, Ilenia ; Russo, Ivan. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:431-439. Full description at Econpapers || Download paper | |
2020 | Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265. Full description at Econpapers || Download paper | |
2020 | Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Sornette, Didier ; Westphal, Rebecca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23. Full description at Econpapers || Download paper | |
2020 | Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models. (2020). Grazzini, Jakob ; Delli Gatti, Domenico. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:875-902. Full description at Econpapers || Download paper | |
2021 | An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348. Full description at Econpapers || Download paper | |
2021 | Evolutionary selection of forecasting and quantity decision rules in experimental asset markets. (2021). Bao, Te ; CHIA, WaiMun ; Zhu, Jiahua. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:363-404. Full description at Econpapers || Download paper | |
2021 | Heterogeneous expectations, housing bubbles and tax policy. (2021). Westerhoff, Frank ; Schmitt, Noemi ; Martin, Carolin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:555-573. Full description at Econpapers || Download paper | |
2021 | Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769. Full description at Econpapers || Download paper | |
2021 | Convergence and divergence in dynamic voting with inequality. (2021). Galanis, Giorgos ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:137-158. Full description at Econpapers || Download paper | |
2021 | Risk-adjusted valuation for real option decisions. (2021). Alexander, Carol ; Ward, Charles ; Chen, XI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1046-1064. Full description at Econpapers || Download paper | |
2021 | Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2021). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:117-136. Full description at Econpapers || Download paper | |
2021 | Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356. Full description at Econpapers || Download paper | |
2022 | Production delays and price dynamics. (2022). Wagener, Florian ; Hommes, Cars ; Li, Kai. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:341-362. Full description at Econpapers || Download paper | |
2021 | Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216. Full description at Econpapers || Download paper | |
2021 | Dynamic analysis of airline bidding game based on nonlinear cost. (2021). Li, Hui ; Zhou, Wei ; He, Rui-Chun ; Liu, Cui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308451. Full description at Econpapers || Download paper | |
2021 | Implicit government guarantees and the externality of portfolio diversification: A complex network approach. (2021). Niu, Xiaoli ; Wu, Kexing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001801. Full description at Econpapers || Download paper | |
2021 | Testing unobserved market heterogeneity in financial markets: The case of Banco Popular. (2021). Sosvilla-Rivero, Simon ; Gomez-Deniz, Emilio ; Perez-Rodriguez, Jorge V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:151-160. Full description at Econpapers || Download paper | |
2022 | Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Chen, Zhenxi ; Zheng, Huanhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604. Full description at Econpapers || Download paper | |
2021 | Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155. Full description at Econpapers || Download paper | |
2021 | State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2021_10.rdf. Full description at Econpapers || Download paper | |
2022 | Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf. Full description at Econpapers || Download paper | |
2020 | Oil Price Forecasting Using a Time-Varying Approach. (2020). Wang, Shun-Gang ; Zhang, Zhi-Gang ; Zhao, Lu-Tao. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1403-:d:333553. Full description at Econpapers || Download paper | |
2020 | News-Driven Expectations and Volatility Clustering. (2020). Inoua, Sabiou. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:17-:d:310875. Full description at Econpapers || Download paper | |
2021 | The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Teresiene, Deimante ; Yue, Xiao-Guang ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
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2020 | Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696. Full description at Econpapers || Download paper | |
2021 | An Effective Hybrid Approach for Forecasting Currency Exchange Rates. (2021). Yang, Cheng-Hong ; Chang, Po-Yin ; Liu, Hsiou-Hsiang ; Lee, Cheng-Feng ; Shen, Mei-Li. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2761-:d:510193. Full description at Econpapers || Download paper | |
2020 | Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities. (2020). SADEFO, Jules ; Essomba, Rose Bandolo ; Berinyuy, James Njong. In: Post-Print. RePEc:hal:journl:hal-02921304. Full description at Econpapers || Download paper | |
2020 | On the Price Dynamics of a Two-Dimensional Financial Market Model with Entry Levels. (2020). Gu, En-Guo. In: Complexity. RePEc:hin:complx:3654083. Full description at Econpapers || Download paper | |
2020 | The Effect of Online Investor Sentiment on Stock Movements: An LSTM Approach. (2020). Yu, Guangjin ; Wang, Gaoshan ; Shen, Xiaohong. In: Complexity. RePEc:hin:complx:4754025. Full description at Econpapers || Download paper | |
2020 | Investor Sentiment in an Artificial Limit Order Market. (2020). Wei, Lijian ; Jianwei, LI ; Shi, Lei. In: Complexity. RePEc:hin:complx:8581793. Full description at Econpapers || Download paper | |
2020 | Cyclical behaviour of the Swiss real estate market. (2020). Bellalah, Mondher ; ben Bouheni, Faten ; Kostadinov, Fabian ; Ankenbrand, Thomas. In: International Journal of Entrepreneurship and Small Business. RePEc:ids:ijesbu:v:39:y:2020:i:1/2:p:71-99. Full description at Econpapers || Download paper | |
2020 | Bet against the trend and cash in profits. (2020). Lang, Dany ; Ramos, Raquel Almeida ; Bassi, Federico. In: FMM Working Paper. RePEc:imk:fmmpap:60-2020. Full description at Econpapers || Download paper | |
2020 | Dynamic Leveraging–Deleveraging Games. (2020). Wissel, Johannes ; Minca, Andreea. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:1:p:93-114. Full description at Econpapers || Download paper | |
2020 | SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Frank, Martin ; Pabich, Emma ; Beikirch, Maximilian ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09910-1. Full description at Econpapers || Download paper | |
2021 | Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). LeBaron, Blake . In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8. Full description at Econpapers || Download paper | |
2021 | Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model. (2021). Luo, Qixuan ; Li, Handong ; Zhou, Xuan ; Shi, YU. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09987-z. Full description at Econpapers || Download paper | |
2022 | Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4. Full description at Econpapers || Download paper | |
2020 | Heterogén kereskedési stratégiák hatása a piaci árfolyamokra. (2020). Vig, Attila Andras ; Bihary, Zsolt. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1914. Full description at Econpapers || Download paper | |
2020 | Investor sentiment and trading behavior. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0163. Full description at Econpapers || Download paper | |
2020 | Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0167. Full description at Econpapers || Download paper | |
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2006 | A Dynamic Heterogeneous Beliefs CAPM In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
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2015 | Jump-Diffusion Processes In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
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2015 | Change of Numeraire In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
2015 | The Paradigm Interest Rate Option Problem In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
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2015 | Interest Rate Derivatives: One Factor Spot Rate Models In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
2015 | Interest Rate Derivatives: Multi-Factor Models In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
2015 | The Heath–Jarrow–Morton Framework In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
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2015 | The Partial Differential Equation Approach Under Geometric Brownian Motion In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
2015 | Derivative Security Pricing In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | book | 0 |
2008 | An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies In: International Handbooks on Information Systems. [Citation analysis] | chapter | 1 |
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2017 | The adaptiveness in stock markets: testing the stylized facts in the DAX 30 In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 3 |
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2008 | Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies In: Published Paper Series. [Citation analysis] | paper | 0 |
2009 | Developing actionable trading agents In: Published Paper Series. [Full Text][Citation analysis] | paper | 2 |
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2016 | A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs In: Published Paper Series. [Full Text][Citation analysis] | paper | 1 |
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2018 | Time-varying economic dominance in financial markets: A bistable dynamics approach In: Published Paper Series. [Full Text][Citation analysis] | paper | 3 |
2019 | Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio In: Published Paper Series. [Full Text][Citation analysis] | paper | 14 |
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2007 | Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | The Stochastic Dynamics of Speculative Prices In: Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
2008 | Heterogeneity, Market Mechanisms, and Asset Price Dynamics In: Research Paper Series. [Full Text][Citation analysis] | paper | 121 |
2008 | Heterogeneity, Bounded Rationality and Market Dysfunctionality In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | A Framework for CAPM with Heterogenous Beliefs In: Research Paper Series. [Full Text][Citation analysis] | paper | 10 |
2010 | Differences in Opinion and Risk Premium In: Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2012 | Heterogeneous Beliefs and the Performances of Optimal Portfolios In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
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2012 | Heterogeneous Beliefs and the Cross-Section of Asset Returns In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
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2013 | Learning and Evolution of Trading Strategies in Limit Order Markets In: Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
2014 | Time Series Momentum and Market Stability In: Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
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2015 | Market Sentiment and Paradigm Shifts In: Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
2000 | Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning In: Research Paper Series. [Full Text][Citation analysis] | paper | 9 |
2016 | Toward a General Model of Financial Markets In: Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
2017 | Ambiguous Market Making In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Heterogeneous Agent Models in Finance In: Research Paper Series. [Full Text][Citation analysis] | paper | 34 |
2018 | Time-Varying Economic Dominance Through Bistable Dynamics In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Are We Better-off for Working Hard? In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
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2020 | The Fast and the Furious: Exchange Latency and Ever-fast Trading In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2001 | Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case In: Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
2003 | Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach In: Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
1999 | The Dynamics of the Cobweb when Producers are Risk Averse Learners In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
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