Xuezhong (Tony) He : Citation Profile

Are you Xuezhong (Tony) He?

Xi'an Jiaotong-Liverpool University (XJTLU)

22

H index

37

i10 index

1638

Citations

RESEARCH PRODUCTION:

46

Articles

83

Papers

1

Books

31

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

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

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe4
   Updated: 2022-05-14    RAS profile: 2022-03-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Li, Youwei (3)

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

Is cited by:

Westerhoff, Frank (134)

Hommes, Cars (75)

Anufriev, Mikhail (63)

Chiarella, Carl (48)

Li, Youwei (43)

Gardini, Laura (36)

Naimzada, Ahmad (35)

Wagener, Florian (32)

Tramontana, Fabio (29)

Bottazzi, Giulio (29)

Chen, Zhenxi (27)

Cites to:

Chiarella, Carl (318)

Hommes, Cars (182)

Brock, William (94)

Lux, Thomas (78)

Westerhoff, Frank (52)

Li, Youwei (52)

Gardini, Laura (47)

Jouini, Elyès (41)

NAPP, Clotilde (41)

Huang, Weihong (38)

Li, Kai (38)

Main data

Where Xuezhong (Tony) He has published?

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

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

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

YearTitle of citing document
2021Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951.

Full description at Econpapers || Download paper

2021The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1908.03233.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. (2020). Masuda, Yuji ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2010.13038.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

Full description at Econpapers || Download paper

2021Behavioral heterogeneity in return expectations across equity style portfolios. (2021). Stork, Philip ; Vidojevic, Milan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1225-1250.

Full description at Econpapers || Download paper

2021Building toward a solid foundation: The effect of thinking concretely about the future. (2021). Esmark, Carol L ; Farmer, Adam ; Waites, Stacie F. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:55:y:2021:i:1:p:254-273.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797.

Full description at Econpapers || Download paper

2020The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance. (2020). Ravi, Kashyap. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:2:p:23:n:13.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020“Animal spirits” and bank’s lending behaviour, a disequilibrium approach. (2020). Di Guilmi, Corrado ; Tianhao, Zhi ; Corrado, Di Guilmi ; Carl, Chiarella . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:21:n:1.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities. (2020). SADEFO, Jules ; Berinyuy, James Njong ; Essomba, Rose Bandolo ; Kamdem, Jules Sadefo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306111.

Full description at Econpapers || Download paper

2022A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973.

Full description at Econpapers || Download paper

2022Dynamic properties for a stochastic food chain model. (2022). Lv, Jingliang ; Zhang, Liren ; Ma, Pengyu ; Zou, Xiaoling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010675.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model. (2020). Godin, Antoine ; Szyszka, Adam ; Rzeszutek, Marcin ; Augier, Stanislas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301330.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

Full description at Econpapers || Download paper

2021Market stability with machine learning agents. (2021). Georges, Christophre ; Pereira, Javier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302001.

Full description at Econpapers || Download paper

2021Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

Full description at Econpapers || Download paper

2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219.

Full description at Econpapers || Download paper

2020Modelling contagion of financial crises. (2020). Chen, Zhenxi ; Huang, Weihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830069x.

Full description at Econpapers || Download paper

2021Information interaction, behavioral synchronization and asset market volatility. (2021). Li, Hong Gang ; Gao, Yudong ; Wang, Chengjin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302084.

Full description at Econpapers || Download paper

2021The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

Full description at Econpapers || Download paper

2021Herding in the bad times: The 2008 and COVID-19 crises. (2021). Mallor, Tania ; Ferreruela, Sandra . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001467.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Finance for nature: A global estimate of public biodiversity investments. (2020). Seidl, Andrew ; Riva, Massimiliano ; van den Heuvel, Onno ; Arlaud, Marco ; Mulungu, Kelvin. In: Ecosystem Services. RePEc:eee:ecoser:v:46:y:2020:i:c:s2212041620301583.

Full description at Econpapers || Download paper

2022New evidence on market response to public announcements in the presence of microstructure noise. (2022). Irwin, Scott ; Garcia, Philip ; Serra, Teresa ; Bian, Siyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:785-800.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Same same but different – Stylized facts of CTA sub strategies. (2021). Li, Youwei ; Mende, Alexander ; Liu, Rui Peng ; Erds, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000016.

Full description at Econpapers || Download paper

2021Asymmetry, tail risk and time series momentum. (2021). Wang, Shixuan ; Lu, Shanglin ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002581.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Does intraday time-series momentum exist in Chinese stock index futures market?. (2020). Shen, Dehua ; Li, YI ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304337.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Trading signal, functional data analysis and time series momentum. (2021). Zhang, Yifan ; Lu, Shanglin ; Liu, Zhenya ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000143.

Full description at Econpapers || Download paper

2022Intraday time series momentum: Global evidence and links to market characteristics. (2022). Urquhart, Andrew ; Sakkas, Athanasios ; Li, Zeming. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100001x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Informational efficiency and behaviour within in-play prediction markets. (2022). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:282-299.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Under-reaction in the sovereign CDS market. (2021). Zhang, Jinfan ; Yan, Hongjun ; Xiao, Yaqing ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001503.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models. (2020). Grazzini, Jakob ; Delli Gatti, Domenico. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:875-902.

Full description at Econpapers || Download paper

2021An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

Full description at Econpapers || Download paper

2021Evolutionary selection of forecasting and quantity decision rules in experimental asset markets. (2021). Bao, Te ; CHIA, WaiMun ; Zhu, Jiahua. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:363-404.

Full description at Econpapers || Download paper

2021Heterogeneous expectations, housing bubbles and tax policy. (2021). Westerhoff, Frank ; Schmitt, Noemi ; Martin, Carolin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:555-573.

Full description at Econpapers || Download paper

2021Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

Full description at Econpapers || Download paper

2021Convergence and divergence in dynamic voting with inequality. (2021). Galanis, Giorgos ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:137-158.

Full description at Econpapers || Download paper

2021Risk-adjusted valuation for real option decisions. (2021). Alexander, Carol ; Ward, Charles ; Chen, XI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1046-1064.

Full description at Econpapers || Download paper

2021Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2021). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:117-136.

Full description at Econpapers || Download paper

2021Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

Full description at Econpapers || Download paper

2022Production delays and price dynamics. (2022). Wagener, Florian ; Hommes, Cars ; Li, Kai. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:341-362.

Full description at Econpapers || Download paper

2021Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216.

Full description at Econpapers || Download paper

2021Dynamic analysis of airline bidding game based on nonlinear cost. (2021). Li, Hui ; Zhou, Wei ; He, Rui-Chun ; Liu, Cui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308451.

Full description at Econpapers || Download paper

2021Implicit government guarantees and the externality of portfolio diversification: A complex network approach. (2021). Niu, Xiaoli ; Wu, Kexing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001801.

Full description at Econpapers || Download paper

2021Testing unobserved market heterogeneity in financial markets: The case of Banco Popular. (2021). Sosvilla-Rivero, Simon ; Gomez-Deniz, Emilio ; Perez-Rodriguez, Jorge V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:151-160.

Full description at Econpapers || Download paper

2022Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Chen, Zhenxi ; Zheng, Huanhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604.

Full description at Econpapers || Download paper

2021Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Teresiene, Deimante ; Yue, Xiao-Guang ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021An Effective Hybrid Approach for Forecasting Currency Exchange Rates. (2021). Yang, Cheng-Hong ; Chang, Po-Yin ; Liu, Hsiou-Hsiang ; Lee, Cheng-Feng ; Shen, Mei-Li. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2761-:d:510193.

Full description at Econpapers || Download paper

2020Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities. (2020). SADEFO, Jules ; Essomba, Rose Bandolo ; Berinyuy, James Njong. In: Post-Print. RePEc:hal:journl:hal-02921304.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). LeBaron, Blake . In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8.

Full description at Econpapers || Download paper

2021Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model. (2021). Luo, Qixuan ; Li, Handong ; Zhou, Xuan ; Shi, YU. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09987-z.

Full description at Econpapers || Download paper

2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Xuezhong (Tony) He has edited the books:

YearTitleTypeCited

Works by Xuezhong (Tony) He:

YearTitleTypeCited
2001Asset Price and Wealth Dynamics under Heterogeneous Expectations In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper144
2001Asset price and wealth dynamics under heterogeneous expectations.(2001) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144		article
2001Asset Price and Wealth Dynamics Under Heterogeneous Expectations.(2001) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144		paper
2004A Dynamic Analysis of Moving Average Rules In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper88
2006A dynamic analysis of moving average rules.(2006) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88		article
2004A Dynamical Analysis of Moving Average Rules.(2004) In: Computing in Economics and Finance 2004.
[Citation analysis]
This paper has another version. Agregated cites: 88		paper
2005A Dynamic Analysis of Moving Average Rules.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88		paper
2004A Dynamic Analysis of Moving Average Rules.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88		paper
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]		article10
2009A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2003HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article95
2000Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker.(2000) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95		paper
2006Market mood, adaptive beliefs and asset price dynamics In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article26
2005Market Mood, Adaptive Beliefs and Asset Price Dynamics.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
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.
[Full Text][Citation analysis]
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]		article54
2001Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case.(2001) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article72
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72		paper
2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article55
2011An analysis of the effect of noise in a heterogeneous agent financial market model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article26
2012Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article25
2011Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model.(2011) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2014Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article22
2013Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2015Learning, information processing and order submission in limit order markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article10
2009Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling.
[Full Text][Citation analysis]		article22
2009Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2012Disagreement, correlation and asset prices In: Economics Letters.
[Full Text][Citation analysis]		article2
2015Testing of a market fraction model and power-law behaviour in the DAX 30 In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article15
2015Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30.(2015) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article28
2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2015Profitability of time series momentum In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article35
2017Index portfolio and welfare analysis under heterogeneous beliefs In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article54
2014Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500.(2014) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
2016Volatility clustering: A nonlinear theoretical approach In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article8
2015Volatility Clustering: A Nonlinear Theoretical Approach.(2015) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2016Trading heterogeneity under information uncertainty In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article15
2016Trading Heterogeneity Under Information Uncertainty.(2016) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2006An analysis of the cobweb model with boundedly rational heterogeneous producers In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article14
2007Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article88
2005Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88		paper
2010Dynamics of moving average rules in a continuous-time financial market model In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article16
2010Dynamics of Moving Average Rules in a Continuous-time Financial Market Model.(2010) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2012Estimating behavioural heterogeneity under regime switching In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article51
2011Estimating Behavioural Heterogeneity Under Regime Switching.(2011) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2017Prediction market prices under risk aversion and heterogeneous beliefs In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article4
2006Moving average rules as a source of market instability In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article17
2008The stochastic bifurcation behaviour of speculative financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article13
2009Does the market maker stabilize the market? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article21
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2012Heterogeneous Beliefs and Prediction Market Accuracy.(2012) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2011The dynamic behaviour of asset prices in disequilibrium: a survey In: International Journal of Behavioural Accounting and Finance.
[Full Text][Citation analysis]		article8
2013An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance.
[Full Text][Citation analysis]		article27
2012An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model. In: Computational Economics.
[Full Text][Citation analysis]		article166
1999Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model.(1999) In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 166		paper
1999Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model.(1999) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 166		paper
2019Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, Dynamic Modelling and Econometrics in Economics and Finance 18 In: Computational Economics.
[Full Text][Citation analysis]		article0
2001A Non-Stationary Asset Pricing Model under Heterogeneous Expectations In: Computing in Economics and Finance 2001.
[Citation analysis]		paper0
2002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies In: Computing in Economics and Finance 2002.
[Citation analysis]		paper27
2002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies.(2002) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2003Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers In: Computing in Economics and Finance 2003.
[Citation analysis]		paper7
2003Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers.(2003) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2005Long Memory, Heterogeneity, and Trend Chasing In: Computing in Economics and Finance 2005.
[Citation analysis]		paper2
2005Long Memory, Heterogeneity and Trend Chasing.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2005Heterogeneity, Profitability and Autocorrelations In: Computing in Economics and Finance 2005.
[Citation analysis]		paper5
2005Heterogeneity, Profitability and Autocorrelations.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2006Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0
2006A Dynamic Heterogeneous Beliefs CAPM In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0
2011Diversification Effect of Heterogeneous Beliefs In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015The Stock Option Problem In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Pricing Derivative Securities: A General Approach In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Applying the General Pricing Framework In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Jump-Diffusion Processes In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Option Pricing Under Jump-Diffusion Processes In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Partial Differential Equation Approach Under Geometric Jump-Diffusion Process In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Stochastic Volatility In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Pricing the American Feature In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter1
2015Pricing Options Using Binomial Trees In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Volatility Smiles In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Allowing for Stochastic Interest Rates in the Black–Scholes Model In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Stochastic Processes for Asset Price Modelling In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Change of Numeraire In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015The Paradigm Interest Rate Option Problem In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Modelling Interest Rate Dynamics In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Interest Rate Derivatives: One Factor Spot Rate Models In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Interest Rate Derivatives: Multi-Factor Models In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015The Heath–Jarrow–Morton Framework In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015The LIBOR Market Model In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015An Initial Attempt at Pricing an Option In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015The Stochastic Differential Equation In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Manipulating Stochastic Differential Equations and Stochastic Integrals In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Ito’s Lemma and Its Applications In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015The Continuous Hedging Argument In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015The Martingale Approach In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015The Partial Differential Equation Approach Under Geometric Brownian Motion In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2015Derivative Security Pricing In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		book0
2008An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies In: International Handbooks on Information Systems.
[Citation analysis]		chapter1
2013Time-varying beta: a boundedly rational equilibrium approach In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article14
2010Time-Varying Beta: A Boundedly Rational Equilibrium Approach.(2010) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30 In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article3
2015The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30.(2015) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2005An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]		chapter1
2006Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]		chapter0
2007Butter mountains, milk lakes and optimal price limiters In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2005Butter Mountains, Milk Lakes and Optimal Price Limiters.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
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]		article6
2009Heterogeneous Expectations and Exchange Rate Dynamics.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017A behavioural model of investor sentiment in limit order markets In: Quantitative Finance.
[Full Text][Citation analysis]		article9
2014A Behavioural Model of Investor Sentiment in Limit Order Markets.(2014) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2017Rollover risk and credit risk under time-varying margin In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2008Heterogeneity, convergence, and autocorrelations In: Quantitative Finance.
[Full Text][Citation analysis]		article37
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]		paper2
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]		paper3
2019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio In: Published Paper Series.
[Full Text][Citation analysis]		paper14
2004Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment In: Research Paper Series.
[Full Text][Citation analysis]		paper2
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]		paper121
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]		paper10
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]		paper7
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]		paper4
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]		paper3
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]		paper34
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]		paper1
2019Reinforcement Learning in Limit Order Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2020The Fast and the Furious: Exchange Latency and Ever-fast Trading 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]		paper5
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
2010Portfolio Efficiency Under Heterogeneous Beliefs In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team