Xuezhong He : Citation Profile

Are you Xuezhong He?

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

15

H index

26

i10 index

1117

Citations

RESEARCH PRODUCTION:

44

Articles

79

Papers

1

Books

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 55
   Journals where Xuezhong He has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 83 (6.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe4
   Updated: 2019-07-14    RAS profile: 2019-06-24    
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Relations with other researchers

Works with:

Li, Kai (7)

Li, Youwei (7)

Chiarella, Carl (5)

Di Guilmi, Corrado (2)

Shi, Lei (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 (103)

Hommes, Cars (63)

Anufriev, Mikhail (61)

Chiarella, Carl (48)

Li, Youwei (37)

Gardini, Laura (30)

Bottazzi, Giulio (26)

Wagener, Florian (25)

Dindo, Pietro (23)

Huang, Weihong (17)

Chen, Zhenxi (17)

Cites to:

Chiarella, Carl (323)

Hommes, Cars (182)

Brock, William (96)

Lux, Thomas (79)

Li, Youwei (56)

Westerhoff, Frank (56)

Jouini, Elyès (46)

NAPP, Clotilde (46)

Gardini, Laura (46)

Huang, Weihong (40)

Li, Kai (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
The European Journal of Finance2
Journal of Evolutionary Economics2
Macroeconomic Dynamics2
Journal of Empirical Finance2
Journal of Banking & Finance2
Computational Economics2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney55
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney8
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 (2019 and 2018)

YearTitle of citing document
2017Heterogeneity and Clustering of Defaults. (2017). Turner, Matthew ; Terovitis, Spyridon ; Galanis, Girogos ; Karlis, Alexandros . In: Economic Research Papers. RePEc:ags:uwarer:270011.

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

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2019Portfolio Optimization and Model Predictive Control: A Kinetic Approach. (2018). Trimborn, Torsten ; Frank, Martin ; Pareschi, Lorenzo. In: Papers. RePEc:arx:papers:1711.03291.

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2017Black was right: Price is within a factor 2 of Value. (2017). Bouchaud, J P ; Ronia, Sin K ; Seager, P ; Majewski, A ; Lemp, Y ; Ciliberti, S. In: Papers. RePEc:arx:papers:1711.04717.

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2018The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, Vygintas ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1712.05121.

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2018SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp. In: Papers. RePEc:arx:papers:1801.01811.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735.

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2018A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality. (2018). Trimborn, Torsten. In: Papers. RePEc:arx:papers:1805.11036.

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2018Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751.

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2018Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data. (2018). Makinen, Milla ; Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:1810.10845.

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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). Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian ; Trimborn, Torsten ; Pabich, Emma. In: Papers. RePEc:arx:papers:1904.04951.

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2017Comparing behavioural heterogeneity across asset classes. (2017). ter Ellen, Saskia ; Hommes, Cars. In: Working Paper. RePEc:bno:worpap:2017_12.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2018Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris A. In: Working Papers. RePEc:bog:wpaper:250.

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2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). Koopman, Siem Jan ; de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

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2018A novel method based on numerical fitting for oil price trend forecasting. (2018). Zhao, Lu-Tao ; Zeng, Guan-Rong ; Guo, Shi-Qiu ; Wang, YI. In: Applied Energy. RePEc:eee:appene:v:220:y:2018:i:c:p:154-163.

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

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

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:34-53.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Market-making strategy with asymmetric information and regime-switching. (2018). Siu, Tak Kuen ; Gu, Jia-Wen ; Ching, Wai-Ki ; Yang, Qing-Qing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:408-433.

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2018Evolutionary dynamics in club goods binary games. (2018). Merlone, Ugo ; Pruscini, Eros ; Bischi, Gian Italo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:104-119.

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2018Dynamic analysis of discontinuous best response with innovation. (2018). Pezzino, Mario ; Tramontana, Fabio ; Lamantia, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:120-133.

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2018Reviving Kalecki’s business cycle model in a growth context. (2018). Franke, Reiner. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:157-171.

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2018The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle. (2018). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:206-236.

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2018A laboratory experiment on the heuristic switching model. (2018). Tuinstra, Jan ; Chernulich, Aleksei ; Anufriev, Mikhail. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:21-42.

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2018Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2018). Veneziani, Roberto ; Charpe, Matthieu ; Proao, Christian R ; Galanis, Giorgos ; Flaschel, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:237-256.

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2018Solving an incomplete markets model with a large cross-section of agents. (2018). Mertens, Thomas M ; Judd, Kenneth L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:349-368.

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2018Cognitive ability and earnings performance: Evidence from double auction market experiments. (2018). Chen, Shu-Heng ; Tai, Chung-Ching ; Yang, Lee-Xieng . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:409-440.

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2018Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70.

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2018Boom-bust dynamics in a stock market participation model with heterogeneous traders. (2018). Naimzada, Ahmad ; Pecora, Nicolo ; Agliari, Anna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:458-468.

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2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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2018Time-varying arbitrage and dynamic price discovery. (2018). Frijns, Bart. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

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2018Carl’s nonlinear cobweb. (2018). Hommes, Cars. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:7-20.

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2018The persistence of social strategies under increasing competitive pressure. (2018). Kopel, Michael ; Lamantia, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:71-83.

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2018Oligopoly game: Price makers meet price takers. (2018). Kopányi, Dávid ; Anufriev, Mikhail ; Kopanyi, David . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:84-103.

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2018The distribution of cross sectional momentum returns. (2018). Oh Kang Kwon, ; Satchell, Stephen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:94:y:2018:i:c:p:225-241.

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2018Asset prices and wealth dynamics in a financial market with random demand shocks. (2018). Dindo, Pietro ; Staccioli, Jacopo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:187-210.

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

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

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2018Herding, social network and volatility. (2018). Wang, Guocheng. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:74-81.

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2018Profitability of reversal strategies: A modified version of the Carhart model in China. (2018). Zhang, Wei ; Lei, Xuan ; Xiong, Xiong ; Wang, Xingchun. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:26-37.

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2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Wu, Eliza ; Thorp, Susan ; Cayon, Edgardo. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

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2018Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors. (2018). Wing, Tom Pak ; Fu, John ; Li, Ka-Fai . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:98-110.

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2018The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

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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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2018Market entry waves and volatility outbursts in stock markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37.

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2017Traders’ behavioral coupling and market phase transition. (2017). Ma, Rong ; Li, Honggang ; Zhang, Yin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:618-627.

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2018The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, V ; Kononovicius, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1075-1083.

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2018The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists. (2018). Poitras, Geoffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:89-98.

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2018Credit risk contagion coupling with sentiment contagion. (2018). Jiang, Shanshan ; Fan, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:186-202.

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2018Stock market information flow: Explanations from market status and information-related behavior. (2018). Lu, Jingen ; Liu, Xiaoxing ; Chen, Xiaohong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:837-848.

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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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2018Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:313-323.

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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2018Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure. (2018). Sajjad, Faiza ; Zakaria, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:24-:d:145854.

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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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2017Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro. In: Post-Print. RePEc:hal:journl:hal-01768876.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-02000726.

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2017Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2017). Veneziani, Roberto. In: IMK Working Paper. RePEc:imk:wpaper:186-2017.

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2018Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9643-7.

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2018Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals. (2018). Lespagnol, Vivien ; Rouchier, Juliette. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9655-y.

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2018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

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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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2018Optimal Portfolios with Credit Default Swaps. (2018). Ambrosini, Giuseppe ; Menoncin, Francesco. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0264-z.

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2018The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators. (2018). Abid, Fathi ; Kaffel, Bilel. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0638-9.

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2017Dynamic analysis of discontinuous best response with innovation. (2017). Pezzino, Mario ; Lamantia, Fabio. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1708.

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2017Optimal Regulation of Financial Intermediaries. (2017). di Tella, Sebastian. In: NBER Working Papers. RePEc:nbr:nberwo:23586.

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2017Divergent Behavior in Markets with Idiosyncratic Private Information. (2017). Goldbaum, David. In: Review of Behavioral Economics. RePEc:now:jnlrbe:105.00000064.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: MPRA Paper. RePEc:pra:mprapa:83894.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: MPRA Paper. RePEc:pra:mprapa:84886.

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2018Market sentiment and heterogeneous fundamentalists in an evolutive financial market mode. (2018). Naimzada, Ahmad ; Pireddu, Marina ; Pecora, Nicolo ; Cavalli, Fausto. In: MPRA Paper. RePEc:pra:mprapa:90289.

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2018A heterogeneous agent model of asset price dynamics with two time delays. (2018). Guerrini, Luca ; Szidarovszky, Ferenc ; Matsumoto, Akio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0223-2.

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2018Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Anufriev, Mikhail ; Tramontana, Fabio ; Radi, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

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2018Output volatility and savings in a stochastic Goodwin economy. (2018). Jungeilges, Jochen ; Ryazanova, Tatyana. In: Eurasian Economic Review. RePEc:spr:eurase:v:8:y:2018:i:3:d:10.1007_s40822-017-0088-7.

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2018Network formation in a multi-asset artificial stock market. (2018). Wu, Songtao ; Wang, Chao ; Li, Shouwei ; He, Jianmin. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:91:y:2018:i:4:d:10.1140_epjb_e2018-80384-6.

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2017Informative Contagion Dynamics in a Multilayer Network Model of Financial Markets. (2017). Biondo, Alessio Emanuele ; Rapisarda, Andrea ; Pluchino, Alessandro. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:3:y:2017:i:3:d:10.1007_s40797-017-0052-4.

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2017Heterogeneous trading and complex price dynamics. (2017). Li, Mengling ; Zheng, Huanhuan. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-017-0196-1.

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2018Estimating heterogeneous agents behavior in a two-market financial system. (2018). Chen, Zhenxi ; Zheng, Huanhuan ; Huang, Weihong. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0190-7.

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

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2017An evolutive financial market model with animal spirits: imitation and endogenous beliefs. (2017). Naimzada, Ahmad ; Pireddu, M ; Cavalli, F. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0506-8.

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2018Timing under individual evolutionary learning in a continuous double auction. (2018). Anufriev, Mikhail ; Leur, Michiel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:3:d:10.1007_s00191-017-0530-8.

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2018Impact of strategy switching on wealth accumulation. (2018). Zhang, YU ; Huang, Weihong. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:4:d:10.1007_s00191-017-0543-3.

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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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2017Asset prices and wealth dynamics in a financial market with endogenous liquidation risk. (2017). Staccioli, Jacopo ; Dindo, Pietro. In: LEM Papers Series. RePEc:ssa:lemwps:2017/33.

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2018Rationality and Asset Prices under Belief Heterogeneity. (2018). Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2018/07.

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2018Noise traders, firm-specific uncertainty and technical trading effectiveness. (2018). Zhu, Qianyu ; Yu, Bin ; Qian, Meifen. In: Applied Economics Letters. RePEc:taf:apeclt:v:25:y:2018:i:13:p:918-923.

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2017Behavioral heterogeneity in the Australian housing market. (2017). Chia, Wai-Mun ; Zheng, Huanhuan ; Li, Mengling . In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:9:p:872-885.

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2018Leverage and evolving heterogeneous beliefs in a simple agent-based financial market. (2018). Gaffeo, Edoardo. In: DEM Working Papers. RePEc:trn:utwprg:2018/03.

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2017Asset prices and wealth dynamics in a financial market with endogenous liquidation risk. (2017). Staccioli, Jacopo ; Dindo, Pietro. In: Working Papers. RePEc:ven:wpaper:2017:31.

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

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2017Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2017). Veneziani, Roberto ; Proaño, Christian ; Charpe, Matthieu ; Acosta, Christian Proao ; Galanis, Giorgos ; Flaschel, Peter. In: BERG Working Paper Series. RePEc:zbw:bamber:125.

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2018Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: BERG Working Paper Series. RePEc:zbw:bamber:133.

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2018Heterogeneous expectations and asset price dynamics. (2018). Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:134.

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2017Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele. In: Economics Discussion Papers. RePEc:zbw:ifwedp:2017104.

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

Works by Xuezhong He:

YearTitleTypeCited
2001Asset Price and Wealth Dynamics under Heterogeneous Expectations In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper117
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]		paper70
2006A dynamic analysis of moving average rules.(2006) In: Journal of Economic Dynamics and Control.
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2004A Dynamical Analysis of Moving Average Rules.(2004) In: Computing in Economics and Finance 2004.
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2005A Dynamic Analysis of Moving Average Rules.(2005) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 70		paper
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]		article4
2009A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market.(2009) In: Research Paper Series.
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2003HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article73
2000Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker.(2000) In: Research Paper Series.
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2003Dynamics of beliefs and learning under aL-processes -- the heterogeneous case In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article45
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]		article49
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
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2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article38
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]		article19
2012Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
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]		article11
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]		article4
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2009Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling.
[Full Text][Citation analysis]		article12
2009Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs.(2009) In: Research Paper Series.
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2012Disagreement, correlation and asset prices In: Economics Letters.
[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]		article10
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]		article18
2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
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2015Profitability of time series momentum In: Journal of Banking & Finance.
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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]		article30
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]		article3
2015Volatility Clustering: A Nonlinear Theoretical Approach.(2015) In: Research Paper Series.
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2016Trading heterogeneity under information uncertainty In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article9
2016Trading Heterogeneity Under Information Uncertainty.(2016) In: Research Paper Series.
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2006An analysis of the cobweb model with boundedly rational heterogeneous producers In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article7
2007Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article61
2005Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework.(2005) In: Research Paper Series.
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2010Dynamics of moving average rules in a continuous-time financial market model In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article8
2010Dynamics of Moving Average Rules in a Continuous-time Financial Market Model.(2010) In: Research Paper Series.
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2012Estimating behavioural heterogeneity under regime switching In: Journal of Economic Behavior & Organization.
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2011Estimating Behavioural Heterogeneity Under Regime Switching.(2011) In: Research Paper Series.
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2017Prediction market prices under risk aversion and heterogeneous beliefs In: Journal of Mathematical Economics.
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2006Moving average rules as a source of market instability In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article14
2008The stochastic bifurcation behaviour of speculative financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2009Does the market maker stabilize the market? In: Physica A: Statistical Mechanics and its Applications.
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2012Heterogeneous Beliefs and Prediction Market Accuracy In: IDEI Working Papers.
[Full Text][Citation analysis]		paper1
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]		article5
2013An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance.
[Full Text][Citation analysis]		article13
2012An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series.
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2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model. In: Computational Economics.
[Full Text][Citation analysis]		article139
1999Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model.(1999) In: Computing in Economics and Finance 1999.
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1999Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model.(1999) In: Research Paper Series.
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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.
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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]		paper6
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]		paper1
2005Long Memory, Heterogeneity and Trend Chasing.(2005) In: Research Paper Series.
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2005Heterogeneity, Profitability and Autocorrelations In: Computing in Economics and Finance 2005.
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2005Heterogeneity, Profitability and Autocorrelations.(2005) In: Research Paper Series.
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2006Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis In: Computing in Economics and Finance 2006.
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2006A Dynamic Heterogeneous Beliefs CAPM In: Computing in Economics and Finance 2006.
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2015Derivative Security Pricing In: Dynamic Modeling and Econometrics in Economics and Finance.
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2013Time-varying beta: a boundedly rational equilibrium approach In: Journal of Evolutionary Economics.
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2010Time-Varying Beta: A Boundedly Rational Equilibrium Approach.(2010) In: Research Paper Series.
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2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30 In: Journal of Evolutionary Economics.
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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.
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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.
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2013Heterogeneous expectations and exchange rate dynamics In: The European Journal of Finance.
[Full Text][Citation analysis]		article3
2009Heterogeneous Expectations and Exchange Rate Dynamics.(2009) In: Research Paper Series.
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2017A behavioural model of investor sentiment in limit order markets In: Quantitative Finance.
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2014A Behavioural Model of Investor Sentiment in Limit Order Markets.(2014) In: Research Paper Series.
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2017Rollover risk and credit risk under time-varying margin In: Quantitative Finance.
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2008Heterogeneity, convergence, and autocorrelations In: Quantitative Finance.
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2005Momentum and index investing: implications for market efficiency In: Published Paper Series.
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2005The case for market inefficiency: Investment style and market pricing In: Published Paper Series.
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2008Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies In: Published Paper Series.
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2009Developing actionable trading agents In: Published Paper Series.
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2009Asymmetry of technical analysis and market price volatility In: Published Paper Series.
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2016A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs In: Published Paper Series.
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2017The effect of genetic algorithm learning with a classifier system in limit order markets In: Published Paper Series.
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2018Time-varying economic dominance in financial markets: A bistable dynamics approach In: Published Paper Series.
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2004A Behavioural Asset Pricing Model with a Time-Varying Second Moment In: Research Paper Series.
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2004Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment In: Research Paper Series.
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2005Market Mood, Adaptive Beliefs and Asset Price Dynamics In: Research Paper Series.
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2006Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis In: Research Paper Series.
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2007Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy In: Research Paper Series.
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2007The Stochastic Dynamics of Speculative Prices In: Research Paper Series.
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2008Heterogeneity, Market Mechanisms, and Asset Price Dynamics In: Research Paper Series.
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2008Heterogeneity, Bounded Rationality and Market Dysfunctionality In: Research Paper Series.
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2009Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs In: Research Paper Series.
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2009A Framework for CAPM with Heterogenous Beliefs In: Research Paper Series.
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2010Differences in Opinion and Risk Premium In: Research Paper Series.
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2012Heterogeneous Beliefs and the Performances of Optimal Portfolios In: Research Paper Series.
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2012Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs In: Research Paper Series.
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2012Heterogeneous Beliefs and the Cross-Section of Asset Returns In: Research Paper Series.
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2012Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets In: Research Paper Series.
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2013Learning and Information Dissemination in Limit Order Markets In: Research Paper Series.
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2013Learning and Evolution of Trading Strategies in Limit Order Markets In: Research Paper Series.
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2014Time Series Momentum and Market Stability In: Research Paper Series.
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2015Optimal Time Series Momentum In: Research Paper Series.
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2015Market Sentiment and Paradigm Shifts In: Research Paper Series.
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2000Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning In: Research Paper Series.
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2016Toward a General Model of Financial Markets In: Research Paper Series.
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2017Ambiguous Market Making In: Research Paper Series.
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2018Heterogeneous Agent Models in Finance In: Research Paper Series.
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2018Time-Varying Economic Dominance Through Bistable Dynamics In: Research Paper Series.
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2018Are We Better-off for Working Hard? In: Research Paper Series.
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2001Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case In: Research Paper Series.
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2003Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach In: Research Paper Series.
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1999The Dynamics of the Cobweb when Producers are Risk Averse Learners In: Working Paper Series.
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