Xuezhong He : Citation Profile

Are you Xuezhong He?

University of Technology Sydney (90% share)
University of Technology Sydney (10% share)

19

H index

33

i10 index

1388

Citations

RESEARCH PRODUCTION:

46

Articles

82

Papers

1

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 69
   Journals where Xuezhong He has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 86 (5.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe4
   Updated: 2020-10-24    RAS profile: 2020-10-07    
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Relations with other researchers

Works with:

Li, Youwei (7)

Li, Kai (4)

Chiarella, Carl (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 (117)

Hommes, Cars (64)

Anufriev, Mikhail (62)

Chiarella, Carl (48)

Li, Youwei (43)

Gardini, Laura (30)

Naimzada, Ahmad (29)

Bottazzi, Giulio (28)

Dindo, Pietro (25)

Tramontana, Fabio (24)

Wagener, Florian (24)

Cites to:

Chiarella, Carl (318)

Hommes, Cars (182)

Brock, William (94)

Lux, Thomas (78)

Li, Youwei (52)

Westerhoff, Frank (52)

NAPP, Clotilde (46)

Gardini, Laura (46)

Jouini, Elyès (46)

Li, Kai (38)

Huang, Weihong (38)

Main data

Where Xuezhong 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
Journal of Banking & Finance2
The European Journal of Finance2
Journal of Evolutionary Economics2
Computational Economics2
Chaos, Solitons & Fractals2
Journal of Empirical Finance2
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney57
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney9
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 (2020 and 2019)

YearTitle of citing document
2019Estimating proportion of noise traders and asset prices. (2019). Ahmed, Mirza Faizan. In: Business Review. RePEc:aho:journl:v:14:y:2019:i:2:p:1-12.

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2019Portfolio Optimization and Model Predictive Control: A Kinetic Approach. (2019). Frank, Martin ; Pareschi, Lorenzo ; Trimborn, Torsten. In: Papers. RePEc:arx:papers:1711.03291.

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2019Analytic solutions in a continuous-time financial market model. (2019). Andr, Attila ; Bihary, Zsolt. In: Papers. RePEc:arx:papers:1902.09999.

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2019Robust 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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2020The 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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2019Stylized Facts and Agent-Based Modeling. (2019). Trimborn, Torsten ; Cramer, Simon. In: Papers. RePEc:arx:papers:1912.02684.

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2019From Disequilibrium Markets to Equilibrium. (2019). Trimborn, Torsten ; Lax, Christian. In: Papers. RePEc:arx:papers:1912.09679.

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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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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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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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2019Smart or stupid depends on who is your counterpart: a cobweb model with heterogeneous expectations. (2019). Ling, Shiqing ; Qingling, Shi ; Chong, Liu ; Feng, Guo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:5:p:17:n:2.

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2019Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model. (2019). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8003.

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2019DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET. (2019). Yamamoto, Ryuichi. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:23:y:2019:i:05:p:1757-1792_00.

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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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2019Complex interplay between monetary and fiscal policies in a real economy model. (2019). Naimzada, Ahmad ; Pecora, Nicolo ; Cavalli, Fausto. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:128:y:2019:i:c:p:318-330.

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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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2019When panic makes you blind: A chaotic route to systemic risk. (2019). Marmi, Stefano ; Lillo, Fabrizio ; Mazzarisi, Piero. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:176-199.

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2019Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects. (2019). Hommes, Cars ; Vroegop, Joris. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:314-333.

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2019Optimal execution with regime-switching market resilience. (2019). Elliott, Robert J ; Zhu, Song-Ping ; Guo, Ivan ; Siu, Chi Chung. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:17-40.

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2019Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees ; Demertzis, Maria. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259.

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2019Portfolio selection with inflation-linked bonds and indexation lags. (2019). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:10.

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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). Augier, Stanislas ; Szyszka, Adam ; Godin, Antoine ; Rzeszutek, Marcin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301330.

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2019Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals. (2019). Yang, Chunpeng ; Zhou, Liyun. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:130-140.

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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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2019Stock index pegging and extreme markets. (2019). Ma, Rong ; Dong, Xinyue ; Li, Honggang. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:13-21.

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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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2019Behavioral heterogeneity and excess stock price volatility in China. (2019). Xiong, Xiong ; Zhou, Zhong-Qiang ; Zhang, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:348-354.

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2019Intraday momentum and reversal in Chinese stock market. (2019). Zhou, Haigang ; Gu, Zherong ; Chu, Xiaojun. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:83-88.

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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). Zhang, Wei ; Wang, Pengfei ; Shen, Dehua ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304337.

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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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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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2019Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

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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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2019Modeling stock market volatility using new HAR-type models. (2019). Lin, Boqiang ; Gong, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:194-211.

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2019A novel approach to detect volatility clusters in financial time series. (2019). Sanchez-Granero, M A ; Fernandez-Martinez, M ; Trinidad, J E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119314098.

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2019A new online portfolio selection algorithm based on Kalman Filter and anti-correlation. (2019). Zhang, Xiaotao ; Sun, Guofeng ; Chu, Gang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305412.

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2019A financial market model with confirmation bias. (2019). Tramontana, Fabio ; Cafferata, Alessia. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:252-259.

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2019A Model of Market Making with Heterogeneous Speculators. (2019). Bargigli, Leonardo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2019_01.rdf.

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2019Modelling Minskyan financial cycles with fundamentalist and extrapolative price strategies: An empirical analysis via the Kalman filter approach.. (2019). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2019_24.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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2019Herding in Smart-Beta Investment Products. (2019). Schenk-Hoppé, Klaus ; Krkoska, Eduard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:47-:d:215980.

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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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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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2019Procedural rationality, asset heterogeneity and market selection. (2019). Tavin, Bertrand ; Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-02312310.

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2019Validation of Agent-Based Models in Economics and Finance. (2019). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Lamperti, Francesco ; Fagiolo, Giorgio. In: Post-Print. RePEc:hal:journl:halshs-02375423.

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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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2019The Complexion of Multi-period Stackelberg Triopoly Game with Bounded Rationality. (2019). Yu, YU. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-018-9834-5.

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2019Buying on Margin and Short Selling in an Artificial Double Auction Market. (2019). Li, Honggang ; Zhou, Xuan. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-017-9722-4.

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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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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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2019The Effect of Extremely Small Price Limits: Evidence from the Early Period of the Chinese Stock Market. (2019). Li, Honggang ; Dong, Xinyue. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:55:y:2019:i:7:p:1516-1530.

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2019Risk Aversion and Information Aggregation in Asset Markets. (2019). Mantovani, Marco ; Filippin, Antonio ; Marco, Mantovani ; Antonio, Filippin. In: Working Papers. RePEc:mib:wpaper:404.

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2019Eductive stability may not imply evolutionary stability in the presence of information costs. (2019). Naimzada, Ahmad ; Marina, Pireddu ; Ahmad, Naimzada . In: Working Papers. RePEc:mib:wpaper:406.

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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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2020Social Transmission Bias and Cultural Evolution in Financial Markets. (2020). Hirshleifer, David ; Akcay, Erol. In: NBER Working Papers. RePEc:nbr:nberwo:27745.

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2019Manager remuneration, share buybacks, and firm performance. (2019). Harting, Philipp ; Dawid, Herbert ; van der Hoog, Sander ; Sander van der Hoog, . In: Industrial and Corporate Change. RePEc:oup:indcch:v:28:y:2019:i:3:p:681-706..

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2019Domenico Delli Gatti, Giorgio Fagiolo, Mauro Gallegati, Matteo Richiardi and Alberto Russo (eds): Agent-Based Models in Economics: A Toolkit. (2019). Barr, Jason M. In: Eastern Economic Journal. RePEc:pal:easeco:v:45:y:2019:i:3:d:10.1057_s41302-019-00137-4.

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2020Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. (2020). Stockhammer, Engelbert ; Gusella, Filippo. In: Working Papers. RePEc:pke:wpaper:pkwp2009.

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2020Herding or wisdom of the crowd? Controlling efficiency in a partially rational financial market. (2020). Delellis, Pietro ; Giannini, Lorenzo ; della Rossa, Fabio. In: PLOS ONE. RePEc:plo:pone00:0239132.

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2019Informational efficiency and price reaction within in-play prediction markets. (2019). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2019-20.

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2019Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model. (2019). ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael ; Jawadi, Fredj. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2793-3.

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2019Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market. (2019). Hu, Yingyi. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2849-4.

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2020Deep Learning and Implementations in Banking. (2020). Ghodsi, Mansi ; Silva, Emmanuel ; Huang, XU ; Hassani, Hossein. In: Annals of Data Science. RePEc:spr:aodasc:v:7:y:2020:i:3:d:10.1007_s40745-020-00300-1.

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2020Trading strategy with stochastic volatility in a limit order book market. (2020). Siu, Tak Kuen ; Gu, Jiawen ; Ching, Wai-Ki ; Yang, Qing-Qing . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00278-8.

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2020Economic volatility and sovereign yields’ determinants: a time-varying approach. (2020). Jalles, Joao ; Afonso, Antonio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1540-6.

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2020Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0.

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2019Order book modeling and financial stability. (2019). Biondo, Alessio Emanuele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-018-0227-6.

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2019Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs. (2019). Tolotti, Marco ; Pellizzari, Paolo ; Liuzzi, Danilo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-018-0233-8.

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2019Exchange rate dynamics under limits of arbitrage and heterogeneous expectations. (2019). Datta, Soumya. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-019-00237-6.

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2019Growth, unemployment and heterogeneity. (2019). Cristini, Annalisa ; Variato, Anna Maria ; Ferri, Piero. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-019-00244-7.

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2019Introduction to the special issue. (2019). Grazzini, Jakob ; Assenza, Tiziana ; Massaro, Domenico. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-019-00263-4.

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2020Arbitrage, speculation and futures price fluctuations with boundedly rational and heterogeneous agents. (2020). Yang, Zhe ; Gong, Qingbin. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00262-5.

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2019Convergence within binary market scoring rules. (2019). Tarnaud, Razvan. In: Economic Theory. RePEc:spr:joecth:v:68:y:2019:i:4:d:10.1007_s00199-018-1155-3.

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2019Macroeconomics with heterogeneous agent models: fostering transparency, reproducibility and replication. (2019). Dawid, Herbert ; Neugart, Michael ; Hoog, Sander ; Harting, Philipp. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0594-0.

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2019Price informativeness and adaptive trading. (2019). Chen, Haiqiang ; Zheng, Huanhuan. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:4:d:10.1007_s00191-018-0586-0.

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2019From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas . In: Management Review Quarterly. RePEc:spr:manrev:v:69:y:2019:i:2:d:10.1007_s11301-018-0151-9.

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2019Re-examining differences between momentum and time series momentum among individual stocks. (2019). He, Chaohua ; Mu, Yuandong. In: Applied Economics Letters. RePEc:taf:apeclt:v:26:y:2019:i:18:p:1537-1543.

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2019Testing the effect of technical analysis on market quality and order book dynamics. (2019). Petitjean, Mikael ; Mazza, Paolo. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:18:p:1947-1976.

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2019Spillover across Eurozone credit market sectors and determinants. (2019). Bouri, Elie ; Bekiros, Stelios ; Roubaud, David ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:59:p:6333-6349.

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2019Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data. (2019). Kanniainen, Juho ; Mkinen, Ymir ; Iosifidis, Alexandros ; Gabbouj, Moncef. In: Quantitative Finance. RePEc:taf:quantf:v:19:y:2019:i:12:p:2033-2050.

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2019A simple mechanism for financial bubbles: time-varying momentum horizon. (2019). Schatz, M ; Lin, L ; Sornette, D. In: Quantitative Finance. RePEc:taf:quantf:v:19:y:2019:i:6:p:937-959.

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2019Far from the madding crowd: collective wisdom in prediction markets. (2019). Bottazzi, Giulio ; Giachini, D. In: Quantitative Finance. RePEc:taf:quantf:v:19:y:2019:i:9:p:1461-1471.

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2020Loss aversion in an agent-based asset pricing model. (2020). Jennings, Nicholas R ; Polukarov, Maria ; Pruna, Radu T. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:2:p:275-290.

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2020Trend following with momentum versus moving averages: a tale of differences. (2020). Giner, Javier ; Zakamulin, Valeriy. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:6:p:985-1007.

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2019Investment behaviour and “bull & bear” dynamics: Modelling real and stock market interactions. (2019). Davila-Fernandez, Marwil J ; Sordi, Serena. In: Department of Economics University of Siena. RePEc:usi:wpaper:800.

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2019Asynchronous Algorithms for Computing Equilibrium Prices in a Capital Asset Pricing Model. (2019). You, Jianxin ; Hu, Jian-Qiang ; Tong, Jun. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:36:y:2019:i:05:n:s0217595919500234.

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

Xuezhong He has edited the books:

YearTitleTypeCited

Works by Xuezhong He:

YearTitleTypeCited
2001Asset Price and Wealth Dynamics under Heterogeneous Expectations In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper129
2001Asset price and wealth dynamics under heterogeneous expectations.(2001) In: Quantitative Finance.
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2001Asset Price and Wealth Dynamics Under Heterogeneous Expectations.(2001) In: Research Paper Series.
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2004A Dynamic Analysis of Moving Average Rules In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper82
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.
[Citation analysis]
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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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2012Boundedly rational equilibrium and risk premium In: Accounting and Finance.
[Full Text][Citation analysis]		article3
2012Disagreement in a Multi-Asset Market In: International Review of Finance.
[Full Text][Citation analysis]		article2
2012A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article8
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: 8		paper
2003HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article84
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: 84		paper
2006Market mood, adaptive beliefs and asset price dynamics In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article22
2005Market Mood, Adaptive Beliefs and Asset Price Dynamics.(2005) In: Research Paper Series.
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2006A behavioral asset pricing model with a time-varying second moment In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article49
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.
[Full Text][Citation analysis]		article59
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
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This paper has another version. Agregated cites: 59		paper
2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article50
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]		article23
2012Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article19
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.
[Full Text][Citation analysis]		article14
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.
[Full Text][Citation analysis]		article11
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2009Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling.
[Full Text][Citation analysis]		article17
2009Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs.(2009) In: Research Paper Series.
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This paper has another version. Agregated cites: 17		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]		article13
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.
[Full Text][Citation analysis]		article22
2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2015Profitability of time series momentum In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
2017Index portfolio and welfare analysis under heterogeneous beliefs In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article45
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.
[Full Text][Citation analysis]		article5
2015Volatility Clustering: A Nonlinear Theoretical Approach.(2015) In: Research Paper Series.
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This paper has another version. Agregated cites: 5		paper
2016Trading heterogeneity under information uncertainty In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article12
2016Trading Heterogeneity Under Information Uncertainty.(2016) In: Research Paper Series.
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This paper has another version. Agregated cites: 12		paper
2006An analysis of the cobweb model with boundedly rational heterogeneous producers In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article10
2007Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article78
2005Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
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2010Dynamics of moving average rules in a continuous-time financial market model In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article11
2010Dynamics of Moving Average Rules in a Continuous-time Financial Market Model.(2010) In: Research Paper Series.
[Full Text][Citation analysis]
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2012Estimating behavioural heterogeneity under regime switching In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article44
2011Estimating Behavioural Heterogeneity Under Regime Switching.(2011) In: Research Paper Series.
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2017Prediction market prices under risk aversion and heterogeneous beliefs In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article3
2006Moving average rules as a source of market instability In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2008The stochastic bifurcation behaviour of speculative financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2009Does the market maker stabilize the market? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article17
2012Heterogeneous Beliefs and Prediction Market Accuracy In: IDEI Working Papers.
[Full Text][Citation analysis]		paper2
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.
[Full Text][Citation analysis]		article8
2013An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance.
[Full Text][Citation analysis]		article22
2012An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series.
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This paper has another version. Agregated cites: 22		paper
2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model. In: Computational Economics.
[Full Text][Citation analysis]		article152
1999Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model.(1999) In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
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1999Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model.(1999) In: Research Paper Series.
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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]		paper26
2002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies.(2002) In: Research Paper Series.
[Full Text][Citation analysis]
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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.
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2005Long Memory, Heterogeneity, and Trend Chasing In: Computing in Economics and Finance 2005.
[Citation analysis]		paper2
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.
[Citation analysis]		paper5
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.
[Full Text][Citation analysis]		paper0
2006A Dynamic Heterogeneous Beliefs CAPM In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0
2015Derivative Security Pricing In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		book0
2013Time-varying beta: a boundedly rational equilibrium approach In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article12
2010Time-Varying Beta: A Boundedly Rational Equilibrium Approach.(2010) In: Research Paper Series.
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2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30 In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article3
2015The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30.(2015) In: Research Paper Series.
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2007Butter mountains, milk lakes and optimal price limiters In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2005Butter Mountains, Milk Lakes and Optimal Price Limiters.(2005) In: Research Paper Series.
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2011Do heterogeneous beliefs diversify market risk? In: The European Journal of Finance.
[Full Text][Citation analysis]		article10
2013Heterogeneous expectations and exchange rate dynamics In: The European Journal of Finance.
[Full Text][Citation analysis]		article5
2009Heterogeneous Expectations and Exchange Rate Dynamics.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2017A behavioural model of investor sentiment in limit order markets In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2014A Behavioural Model of Investor Sentiment in Limit Order Markets.(2014) In: Research Paper Series.
[Full Text][Citation analysis]
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2017Rollover risk and credit risk under time-varying margin In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2008Heterogeneity, convergence, and autocorrelations In: Quantitative Finance.
[Full Text][Citation analysis]		article33
2005Momentum and index investing: implications for market efficiency In: Published Paper Series.
[Citation analysis]		paper0
2005The case for market inefficiency: Investment style and market pricing In: Published Paper Series.
[Full Text][Citation analysis]		paper4
2008Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies In: Published Paper Series.
[Citation analysis]		paper0
2009Developing actionable trading agents In: Published Paper Series.
[Full Text][Citation analysis]		paper1
2009Asymmetry of technical analysis and market price volatility In: Published Paper Series.
[Citation analysis]		paper1
2016A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs In: Published Paper Series.
[Full Text][Citation analysis]		paper1
2017The effect of genetic algorithm learning with a classifier system in limit order markets In: Published Paper Series.
[Full Text][Citation analysis]		paper0
2018Time-varying economic dominance in financial markets: A bistable dynamics approach In: Published Paper Series.
[Full Text][Citation analysis]		paper1
2019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio In: Published Paper Series.
[Full Text][Citation analysis]		paper2
2004Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2006Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2007Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2007The Stochastic Dynamics of Speculative Prices In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2008Heterogeneity, Market Mechanisms, and Asset Price Dynamics In: Research Paper Series.
[Full Text][Citation analysis]		paper109
2008Heterogeneity, Bounded Rationality and Market Dysfunctionality In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2009Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2009A Framework for CAPM with Heterogenous Beliefs In: Research Paper Series.
[Full Text][Citation analysis]		paper9
2010Differences in Opinion and Risk Premium In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2012Heterogeneous Beliefs and the Performances of Optimal Portfolios In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2012Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2012Heterogeneous Beliefs and the Cross-Section of Asset Returns In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2012Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper3
2013Learning and Information Dissemination in Limit Order Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper3
2013Learning and Evolution of Trading Strategies in Limit Order Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper3
2014Time Series Momentum and Market Stability In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2015Optimal Time Series Momentum In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2015Market Sentiment and Paradigm Shifts In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2000Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning In: Research Paper Series.
[Full Text][Citation analysis]		paper9
2016Toward a General Model of Financial Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper3
2017Ambiguous Market Making In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2018Heterogeneous Agent Models in Finance In: Research Paper Series.
[Full Text][Citation analysis]		paper19
2018Time-Varying Economic Dominance Through Bistable Dynamics In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2018Are We Better-off for Working Hard? In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2019The Microstructure of Endogenous Liquidity Provision In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2019Reinforcement Learning in Limit Order Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2001Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2003Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach In: Research Paper Series.
[Full Text][Citation analysis]		paper1
1999The Dynamics of the Cobweb when Producers are Risk Averse Learners In: Working Paper Series.
[Full Text][Citation analysis]		paper4

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