Xuezhong (Tony) He : Citation Profile


Are you Xuezhong (Tony) He?

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:

1

Books edited

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 78
   Journals where Xuezhong (Tony) He has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 86 (4.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe4
   Updated: 2022-05-14    RAS profile: 2022-03-03    
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Relations with other researchers


Works with:

Li, Youwei (3)

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

Is cited by:

Westerhoff, Frank (134)

Hommes, Cars (75)

Anufriev, Mikhail (63)

Chiarella, Carl (48)

Li, Youwei (43)

Gardini, Laura (36)

Naimzada, Ahmad (35)

Wagener, Florian (32)

Tramontana, Fabio (29)

Bottazzi, Giulio (29)

Chen, Zhenxi (27)

Cites to:

Chiarella, Carl (318)

Hommes, Cars (182)

Brock, William (94)

Lux, Thomas (78)

Westerhoff, Frank (52)

Li, Youwei (52)

Gardini, Laura (47)

Jouini, Elyès (41)

NAPP, Clotilde (41)

Huang, Weihong (38)

Li, Kai (38)

Main data


Where Xuezhong (Tony) He has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control9
Journal of Economic Behavior & Organization7
Quantitative Finance4
Physica A: Statistical Mechanics and its Applications3
Macroeconomic Dynamics2
The European Journal of Finance2
Journal of Banking & Finance2
Chaos, Solitons & Fractals2
Journal of Empirical Finance2
Computational Economics2
Journal of Evolutionary Economics2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney58
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney9
Computing in Economics and Finance 2005 / Society for Computational Economics2
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Xuezhong (Tony) He (2021 and 2020)


YearTitle of citing document
2021Robust 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.

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2021The 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.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020Data Science in Economics. (2020). Ghamisi, Pedram ; Duan, Puhong ; Mosavi, Amir ; Nosratabadi, Saeed. In: Papers. RePEc:arx:papers:2003.13422.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Dynamic Coupling and Market Instability. (2020). Zaparanuks, Dmitrijs ; Court, Elias ; Clack, Christopher D. In: Papers. RePEc:arx:papers:2005.13621.

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2020Analysis 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.

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2021AI in Finance: Challenges, Techniques and Opportunities. (2021). Cao, Longbing. In: Papers. RePEc:arx:papers:2107.09051.

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2021Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Chen, XI ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.04793.

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2021Learning 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.

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2021Behavioral 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.

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2021Building 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.

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2020Teardowns, 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.

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2020Regional 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.

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2021Testing 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.

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2020The 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.

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2020The 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.

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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.

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2020How market intervention can prevent bubbles and crashes. (2020). Sornette, Didier ; Westphal, Rebecca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2074.

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2020Determinants 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.

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2020Does 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.

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2020Dynamical 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.

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2020Taxonomy 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.

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2020Deep 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.

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2022A 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.

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2022Dynamic 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.

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2020Mean-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.

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2020Co-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.

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2020Quantifying 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.

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2020The 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.

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2020Investor 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.

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2020Managerial 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.

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2020Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421.

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2020Time 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.

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2021Market 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.

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2021Nonlinear 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.

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2021Intraday 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.

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2020Modelling 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.

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2021Information 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.

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2021The 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.

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2021Herding 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.

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2020Eductive 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.

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2020Finance 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.

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2022New 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.

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2020Impact 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.

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2021Same 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.

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2021Asymmetry, 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.

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2020How 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.

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2020Does 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.

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2021Pricking asset market bubbles. (2021). Westerhoff, Frank ; Schmitt, Noemi. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s154461231930844x.

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2021Trading 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.

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2022Intraday 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.

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2020Long-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.

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2020Bitcoin: 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.

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2022Informational 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.

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2021Return signal momentum. (2021). Thomakos, Dimitrios ; Liu, Jiadong ; Papailias, Fotis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:124:y:2021:i:c:s0378426621000212.

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2021Under-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.

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2020Marketing 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.

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2020Absence 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.

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2020Market 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.

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2020Rising 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.

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2021An 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.

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2021Evolutionary 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.

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2021Heterogeneous 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.

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2021Comparing 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.

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2021Convergence 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.

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2021Risk-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.

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2021Trend 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.

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2021Does 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.

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2022Production 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.

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2021Asset 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.

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2021Dynamic 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.

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2021Implicit 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.

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2021Testing 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.

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2022Herding 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.

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2021Time-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.

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2021State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2021_10.rdf.

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2022Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf.

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2020Oil 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.

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2020News-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.

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2021The 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.

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2020Can 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.

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2021An 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.

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2020Deep 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.

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2020On the Price Dynamics of a Two-Dimensional Financial Market Model with Entry Levels. (2020). Gu, En-Guo. In: Complexity. RePEc:hin:complx:3654083.

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2020The Effect of Online Investor Sentiment on Stock Movements: An LSTM Approach. (2020). Yu, Guangjin ; Wang, Gaoshan ; Shen, Xiaohong. In: Complexity. RePEc:hin:complx:4754025.

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2020Investor Sentiment in an Artificial Limit Order Market. (2020). Wei, Lijian ; Jianwei, LI ; Shi, Lei. In: Complexity. RePEc:hin:complx:8581793.

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2020Cyclical 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.

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2020Bet against the trend and cash in profits. (2020). Lang, Dany ; Ramos, Raquel Almeida ; Bassi, Federico. In: FMM Working Paper. RePEc:imk:fmmpap:60-2020.

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2020Dynamic Leveraging–Deleveraging Games. (2020). Wissel, Johannes ; Minca, Andreea. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:1:p:93-114.

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2020SABCEMM: 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.

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2021Microconsistency 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.

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2021Research 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.

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2022Predictor 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.

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2020Heterogén 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.

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2020Investor sentiment and trading behavior. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0163.

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2020Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0167.

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More than 100 citations found, this list is not complete...

Xuezhong (Tony) He has edited the books:


YearTitleTypeCited

Works by Xuezhong (Tony) He:


YearTitleTypeCited
2001Asset Price and Wealth Dynamics under Heterogeneous Expectations In: CeNDEF Workshop Papers, January 2001.
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paper144
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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This paper has another version. Agregated cites: 144
paper
2004A Dynamic Analysis of Moving Average Rules In: CeNDEF Working Papers.
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paper88
2006A dynamic analysis of moving average rules.(2006) In: Journal of Economic Dynamics and Control.
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article
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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paper
2004A Dynamic Analysis of Moving Average Rules.(2004) In: Research Paper Series.
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This paper has another version. Agregated cites: 88
paper
2012Boundedly rational equilibrium and risk premium In: Accounting and Finance.
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article3
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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article10
2009A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market.(2009) In: Research Paper Series.
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This paper has another version. Agregated cites: 10
paper
2003HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER In: Macroeconomic Dynamics.
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article95
2000Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker.(2000) In: Research Paper Series.
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This paper has another version. Agregated cites: 95
paper
2006Market mood, adaptive beliefs and asset price dynamics In: Chaos, Solitons & Fractals.
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article26
2005Market Mood, Adaptive Beliefs and Asset Price Dynamics.(2005) In: Research Paper Series.
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paper
2006A behavioral asset pricing model with a time-varying second moment In: Chaos, Solitons & Fractals.
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article12
2004A Behavioural Asset Pricing Model with a Time-Varying Second Moment.(2004) In: Research Paper Series.
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This paper has another version. Agregated cites: 12
paper
2003Dynamics of beliefs and learning under aL-processes -- the heterogeneous case In: Journal of Economic Dynamics and Control.
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article54
2001Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case.(2001) In: Research Paper Series.
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This paper has another version. Agregated cites: 54
paper
2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article72
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
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article55
2011An analysis of the effect of noise in a heterogeneous agent financial market model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article26
2012Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article25
2011Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model.(2011) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2014Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control.
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article22
2013Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2015Learning, information processing and order submission in limit order markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article11
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article10
2009Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling.
[Full Text][Citation analysis]
article22
2009Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2012Disagreement, correlation and asset prices In: Economics Letters.
[Full Text][Citation analysis]
article2
2015Testing of a market fraction model and power-law behaviour in the DAX 30 In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article15
2015Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30.(2015) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market In: Journal of Empirical Finance.
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article28
2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2015Profitability of time series momentum In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article35
2017Index portfolio and welfare analysis under heterogeneous beliefs In: Journal of Banking & Finance.
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article2
2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article54
2014Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500.(2014) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
paper
2016Volatility clustering: A nonlinear theoretical approach In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article8
2015Volatility Clustering: A Nonlinear Theoretical Approach.(2015) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2016Trading heterogeneity under information uncertainty In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article15
2016Trading Heterogeneity Under Information Uncertainty.(2016) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2006An analysis of the cobweb model with boundedly rational heterogeneous producers In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article14
2007Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article88
2005Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88
paper
2010Dynamics of moving average rules in a continuous-time financial market model In: Journal of Economic Behavior & Organization.
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article16
2010Dynamics of Moving Average Rules in a Continuous-time Financial Market Model.(2010) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2012Estimating behavioural heterogeneity under regime switching In: Journal of Economic Behavior & Organization.
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article51
2011Estimating Behavioural Heterogeneity Under Regime Switching.(2011) In: Research Paper Series.
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This paper has another version. Agregated cites: 51
paper
2017Prediction market prices under risk aversion and heterogeneous beliefs In: Journal of Mathematical Economics.
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article4
2006Moving average rules as a source of market instability In: Physica A: Statistical Mechanics and its Applications.
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article17
2008The stochastic bifurcation behaviour of speculative financial markets In: Physica A: Statistical Mechanics and its Applications.
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article13
2009Does the market maker stabilize the market? In: Physica A: Statistical Mechanics and its Applications.
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article21
2012Heterogeneous Beliefs and Prediction Market Accuracy In: IDEI Working Papers.
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paper2
2013Heterogeneous Beliefs and Prediction Market Accuracy.(2013) In: LERNA Working Papers.
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This paper has another version. Agregated cites: 2
paper
2012Heterogeneous Beliefs and Prediction Market Accuracy.(2012) In: TSE Working Papers.
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This paper has another version. Agregated cites: 2
paper
2011The dynamic behaviour of asset prices in disequilibrium: a survey In: International Journal of Behavioural Accounting and Finance.
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article8
2013An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance.
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article27
2012An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model. In: Computational Economics.
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article166
1999Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model.(1999) In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 166
paper
1999Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model.(1999) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 166
paper
2019Carl 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 In: Computational Economics.
[Full Text][Citation analysis]
article0
2001A Non-Stationary Asset Pricing Model under Heterogeneous Expectations In: Computing in Economics and Finance 2001.
[Citation analysis]
paper0
2002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies In: Computing in Economics and Finance 2002.
[Citation analysis]
paper27
2002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies.(2002) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2003Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers In: Computing in Economics and Finance 2003.
[Citation analysis]
paper7
2003Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers.(2003) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2005Long Memory, Heterogeneity, and Trend Chasing In: Computing in Economics and Finance 2005.
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paper2
2005Long Memory, Heterogeneity and Trend Chasing.(2005) In: Research Paper Series.
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This paper has another version. Agregated cites: 2
paper
2005Heterogeneity, Profitability and Autocorrelations In: Computing in Economics and Finance 2005.
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paper5
2005Heterogeneity, Profitability and Autocorrelations.(2005) In: Research Paper Series.
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This paper has another version. Agregated cites: 5
paper
2006Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis In: Computing in Economics and Finance 2006.
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paper0
2006A Dynamic Heterogeneous Beliefs CAPM In: Computing in Economics and Finance 2006.
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paper0
2011Diversification Effect of Heterogeneous Beliefs In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015The Stock Option Problem In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Pricing Derivative Securities: A General Approach In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Applying the General Pricing Framework In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Jump-Diffusion Processes In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Option Pricing Under Jump-Diffusion Processes In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Partial Differential Equation Approach Under Geometric Jump-Diffusion Process In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Stochastic Volatility In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Pricing the American Feature In: Dynamic Modeling and Econometrics in Economics and Finance.
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chapter1
2015Pricing Options Using Binomial Trees In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Volatility Smiles In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Allowing for Stochastic Interest Rates in the Black–Scholes Model In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Stochastic Processes for Asset Price Modelling In: Dynamic Modeling and Econometrics in Economics and Finance.
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2015Change of Numeraire In: Dynamic Modeling and Econometrics in Economics and Finance.
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chapter0
2015The Paradigm Interest Rate Option Problem In: Dynamic Modeling and Econometrics in Economics and Finance.
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chapter0
2015Modelling Interest Rate Dynamics In: Dynamic Modeling and Econometrics in Economics and Finance.
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chapter0
2015Interest Rate Derivatives: One Factor Spot Rate Models In: Dynamic Modeling and Econometrics in Economics and Finance.
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chapter0
2015Interest Rate Derivatives: Multi-Factor Models In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015The Heath–Jarrow–Morton Framework In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015The LIBOR Market Model In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015An Initial Attempt at Pricing an Option In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015The Stochastic Differential Equation In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2015Manipulating Stochastic Differential Equations and Stochastic Integrals In: Dynamic Modeling and Econometrics in Economics and Finance.
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chapter0
2015Ito’s Lemma and Its Applications In: Dynamic Modeling and Econometrics in Economics and Finance.
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2015The Continuous Hedging Argument In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
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2015The Martingale Approach In: Dynamic Modeling and Econometrics in Economics and Finance.
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2015The Partial Differential Equation Approach Under Geometric Brownian Motion In: Dynamic Modeling and Econometrics in Economics and Finance.
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chapter0
2015Derivative Security Pricing In: Dynamic Modeling and Econometrics in Economics and Finance.
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book0
2008An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies In: International Handbooks on Information Systems.
[Citation analysis]
chapter1
2013Time-varying beta: a boundedly rational equilibrium approach In: Journal of Evolutionary Economics.
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article14
2010Time-Varying Beta: A Boundedly Rational Equilibrium Approach.(2010) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30 In: Journal of Evolutionary Economics.
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article3
2015The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30.(2015) In: Research Paper Series.
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This paper has another version. Agregated cites: 3
paper
2005An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter1
2006Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter0
2007Butter mountains, milk lakes and optimal price limiters In: Applied Economics Letters.
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article1
2005Butter Mountains, Milk Lakes and Optimal Price Limiters.(2005) In: Research Paper Series.
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This paper has another version. Agregated cites: 1
paper
2011Do heterogeneous beliefs diversify market risk? In: The European Journal of Finance.
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article10
2013Heterogeneous expectations and exchange rate dynamics In: The European Journal of Finance.
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article6
2009Heterogeneous Expectations and Exchange Rate Dynamics.(2009) In: Research Paper Series.
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This paper has another version. Agregated cites: 6
paper
2017A behavioural model of investor sentiment in limit order markets In: Quantitative Finance.
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article9
2014A Behavioural Model of Investor Sentiment in Limit Order Markets.(2014) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2017Rollover risk and credit risk under time-varying margin In: Quantitative Finance.
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article4
2008Heterogeneity, convergence, and autocorrelations In: Quantitative Finance.
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article37
2005Momentum and index investing: implications for market efficiency In: Published Paper Series.
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paper0
2005The case for market inefficiency: Investment style and market pricing In: Published Paper Series.
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paper4
2008Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies In: Published Paper Series.
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paper0
2009Developing actionable trading agents In: Published Paper Series.
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paper2
2009Asymmetry of technical analysis and market price volatility In: Published Paper Series.
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paper1
2016A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs In: Published Paper Series.
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paper1
2017The effect of genetic algorithm learning with a classifier system in limit order markets In: Published Paper Series.
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paper0
2018Time-varying economic dominance in financial markets: A bistable dynamics approach In: Published Paper Series.
[Full Text][Citation analysis]
paper3
2019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio In: Published Paper Series.
[Full Text][Citation analysis]
paper14
2004Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment In: Research Paper Series.
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paper2
2006Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis In: Research Paper Series.
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paper0
2007Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy In: Research Paper Series.
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paper0
2007The Stochastic Dynamics of Speculative Prices In: Research Paper Series.
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paper4
2008Heterogeneity, Market Mechanisms, and Asset Price Dynamics In: Research Paper Series.
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paper121
2008Heterogeneity, Bounded Rationality and Market Dysfunctionality In: Research Paper Series.
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paper0
2009Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs In: Research Paper Series.
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paper0
2009A Framework for CAPM with Heterogenous Beliefs In: Research Paper Series.
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paper10
2010Differences in Opinion and Risk Premium In: Research Paper Series.
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paper2
2012Heterogeneous Beliefs and the Performances of Optimal Portfolios In: Research Paper Series.
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paper0
2012Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs In: Research Paper Series.
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paper1
2012Heterogeneous Beliefs and the Cross-Section of Asset Returns In: Research Paper Series.
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paper0
2012Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets In: Research Paper Series.
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paper7
2013Learning and Information Dissemination in Limit Order Markets In: Research Paper Series.
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paper3
2013Learning and Evolution of Trading Strategies in Limit Order Markets In: Research Paper Series.
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paper4
2014Time Series Momentum and Market Stability In: Research Paper Series.
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paper4
2015Optimal Time Series Momentum In: Research Paper Series.
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paper1
2015Market Sentiment and Paradigm Shifts In: Research Paper Series.
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paper3
2000Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning In: Research Paper Series.
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paper9
2016Toward a General Model of Financial Markets In: Research Paper Series.
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paper3
2017Ambiguous Market Making In: Research Paper Series.
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paper0
2018Heterogeneous Agent Models in Finance In: Research Paper Series.
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paper34
2018Time-Varying Economic Dominance Through Bistable Dynamics In: Research Paper Series.
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paper0
2018Are We Better-off for Working Hard? In: Research Paper Series.
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paper0
2019The Microstructure of Endogenous Liquidity Provision In: Research Paper Series.
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paper1
2019Reinforcement Learning in Limit Order Markets In: Research Paper Series.
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paper0
2020The Fast and the Furious: Exchange Latency and Ever-fast Trading In: Research Paper Series.
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paper0
2001Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case In: Research Paper Series.
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paper5
2003Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach In: Research Paper Series.
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paper1
1999The Dynamics of the Cobweb when Producers are Risk Averse Learners In: Working Paper Series.
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paper4
2010Portfolio Efficiency Under Heterogeneous Beliefs In: World Scientific Book Chapters.
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chapter0

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