Xuezhong (Tony) He : Citation Profile

Xi'an Jiaotong-Liverpool University (XJTLU)

24

H index

41

i10 index

2023

Citations

RESEARCH PRODUCTION:

53

Articles

86

Papers

1

Books

33

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 77
   Journals where Xuezhong (Tony) He has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 91 (4.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe4
   Updated: 2025-11-08    RAS profile: 2025-04-26    
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Relations with other researchers

Works with:

Rinne, Kalle (3)

Alexeev, Vitali (3)

Xiu, Dacheng (3)

Ait-Sahalia, Yacine (3)

Vilkov, Grigory (3)

Dreber, Anna (3)

Renault, Thomas (3)

Sarno, Lucio (3)

Dimpfl, Thomas (3)

Brownlees, Christian (3)

Ødegaard, Bernt (3)

Xia, Shuo (3)

CAPELLE-BLANCARD, Gunther (3)

Caporin, Massimiliano (3)

Foucault, Thierry (3)

Wilhelmsson, Anders (3)

Horenstein, Alex (3)

Deku, Solomon (3)

Reitz, Stefan (3)

Tonks, Ian (3)

Park, Andreas (3)

Liew, Chee (3)

LINTON, OLIVER (3)

Lof, Matthijs (3)

Pasquariello, Paolo (3)

Sojli, Elvira (3)

Nielsson, Ulf (3)

Taylor, Nick (3)

Harris, Jeffrey (3)

Zhang, S. Sarah (3)

Roy, Saurabh (3)

Füllbrunn, Sascha (3)

Deev, Oleg (3)

Korajczyk, Robert (3)

Holzmeister, Felix (3)

Shachar, Or (3)

Davies, Ryan (3)

Gerritsen, Dirk (3)

Scaillet, Olivier (3)

Ferrara, Gerardo (3)

Wolff, Christian (3)

Gehrig, Thomas (3)

Verousis, Thanos (3)

Stefanova, Denitsa (3)

Moinas, Sophie (3)

Palan, Stefan (3)

Frijns, Bart (3)

Huang, Wenqian (3)

Frömmel, Michael (3)

Schwarz, Marco (3)

Menkveld, Albert (3)

Schenk-Hoppé, Klaus (3)

Johannesson, Magnus (3)

Colliard, Jean-Edouard (3)

FERROUHI, EL MEHDI (3)

Jurkatis, Simon (3)

Walther, Thomas (3)

Talavera, Oleksandr (3)

Chernov, Mikhail (3)

Ranaldo, Angelo (3)

Jalkh, Naji (3)

Hurlin, Christophe (3)

Schuerhoff, Norman (3)

Degryse, Hans (3)

Bos, Charles (3)

Pastor, Lubos (3)

Hautsch, Nikolaus (3)

Smales, Lee (3)

Patton, Andrew (2)

Kassner, Bernhard (2)

Adrian, Tobias (2)

Roy, Saurabh (2)

Söderlind, Paul (2)

Aloosh, Arash (2)

Hjalmarsson, Erik (2)

Abudy, Menachem (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Kearney, Fearghal (2)

Lopez-Lira, Alejandro (2)

Rakowski, David (2)

Zhou, Chen (2)

Koetter, Michael (2)

Chow, Nikolai Sheung-Chi (2)

Dumitrescu, Ariadna (2)

Vogel, Sebastian (2)

Li, Kai (2)

PASCUAL, ROBERTO (2)

Mihet, Roxana (2)

Neszveda, Gabor (2)

Eugster, Nicolas (2)

Pelizzon, Loriana (2)

Hambuckers, Julien (2)

Voigt, Stefan (2)

Bjønnes, Geir (2)

van Kervel, Vincent (2)

Theissen, Erik (2)

Regis, Luca (2)

Gorbenko, Arseny (2)

Güçbilmez, Ufuk (2)

Lajaunie, Quentin (2)

Heath, Davidson (2)

Prokopczuk, Marcel (2)

Bouri, Elie (2)

Putnins, Talis (2)

Bohorquez Correa, Santiago (2)

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 (150)

Hommes, Cars (79)

Anufriev, Mikhail (68)

Li, Youwei (51)

Zheng, Huanhuan (48)

Li, Kai (43)

Tramontana, Fabio (41)

Naimzada, Ahmad (37)

Gardini, Laura (36)

Wagener, Florian (32)

Bottazzi, Giulio (29)

Cites to:

Hommes, Cars (209)

Brock, William (105)

Lux, Thomas (80)

Westerhoff, Frank (76)

Li, Youwei (67)

Gardini, Laura (66)

Li, Kai (57)

Jouini, Elyès (55)

NAPP, Clotilde (55)

Shleifer, Andrei (46)

Lebaron, Blake (39)

Main data

Where Xuezhong (Tony) He has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control12
Journal of Economic Behavior & Organization8
Quantitative Finance4
Physica A: Statistical Mechanics and its Applications3
Journal of Mathematical Economics2
Macroeconomic Dynamics2
Journal of Banking & Finance2
The European Journal of Finance2
Computational Economics2
Chaos, Solitons & Fractals2
Journal of Empirical Finance2
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 (2025 and 2024)

YearTitle of citing document
2077Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie . In: Discussion Papers. RePEc:ags:ubfred:172077.

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2025Navigating Uncertainty in ESG Investing. (2025). Wirjanto, Tony S ; Porth, Lysa ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2310.02163.

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2024Despite Absolute Information Advantages, All Investors Incur Welfare Loss. (2024). Liang, Zongxia ; Ye, QI. In: Papers. RePEc:arx:papers:2405.08822.

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2024On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model. (2024). Westerhoff, Frank ; Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura. In: Papers. RePEc:arx:papers:2410.21198.

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2024Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading. (2024). Ibikunle, Gbenga ; Ntakaris, Adamantios. In: Papers. RePEc:arx:papers:2412.19372.

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2025The Role of Deep Learning in Financial Asset Management: A Systematic Review. (2025). Reis, Pedro ; Serra, Ana Paula ; Gama, Joao. In: Papers. RePEc:arx:papers:2503.01591.

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2025Quantum Reinforcement Learning Trading Agent for Sector Rotation in the Taiwan Stock Market. (2025). Chen, Chi-Sheng ; Zhang, Xinyu. In: Papers. RePEc:arx:papers:2506.20930.

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2025Optimization Method of Multi-factor Investment Model Driven by Deep Learning for Risk Control. (2025). Li, Ruisi ; Gu, Xinhui. In: Papers. RePEc:arx:papers:2507.00332.

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2025FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier. (2025). Sordi, Serena ; Davila-Fernandez, Marwil J. In: Papers. RePEc:arx:papers:2508.02252.

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2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

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2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082.

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2025Makers and Takers: The Economics of the Kalshi Prediction Market. (2025). Deng, Wanying ; Brgi, Constantin ; Whelan, Karl. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12122.

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2024Double well stochastic resonance for a class of three-dimensional financial systems. (2024). Xia, LU ; Wu, Jianjun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001838.

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2024Stationary distribution and bifurcation analysis for a stochastic SIS model with nonlinear incidence and degenerate diffusion. (2024). Teng, Zhidong ; Rifhat, Ramziya ; Wang, Lei ; Gao, Chunjie. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924004247.

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2024Who is involved in child protection investigations? The relationship between gender, ethnicity/migration background, and contacts between parents and caseworkers during investigations and assessments. (2024). Witte, Susanne ; Biehal, Nina ; Lopez, Monica Lopez ; Fluke, John ; Grietens, Hans ; Middel, Floor. In: Children and Youth Services Review. RePEc:eee:cysrev:v:163:y:2024:i:c:s0190740924003463.

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2025“I’d lost trust and having to tell everyone the same story again and again and again…”: Bottlenecks and barriers to the application of therapeutic approaches within care services’ ecological systems. (2025). Paterson-Young, Claire ; Maher, Michael ; Karlidag-Dennis, Ecem ; Hogg, Megan. In: Children and Youth Services Review. RePEc:eee:cysrev:v:172:y:2025:i:c:s0190740925001355.

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2024Gamma positioning and market quality. (2024). Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000721.

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2024Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2024). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000927.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2025The nexus of overnight trend and asset prices in China. (2025). Li, Youwei ; Guo, Jiaqi ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001891.

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2025Networks, beliefs, and asset prices. (2025). Hatcher, Michael ; Hellmann, Tim. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000259.

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2025Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns. (2024). Zhang, Yali ; Zhao, Xiaojun ; Shang, Pengjian ; Xu, Chao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000227.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2025Discovering nonlinear interactions between Chinas financial markets: A data-driven approach. (2025). Sornette, Didier ; Zhang, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000626.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Fintech and financial sector: ADO analysis and future research agenda. (2024). Choudhary, Priya ; Thenmozhi, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001339.

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2024Trading strategies and Financial Performances: A simulation approach. (2024). Mazzarino, Laura ; Biondo, Alessio Emanuele ; Pluchino, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003582.

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2024Unraveling ESG Ambiguity, Price Reaction, and Trading Volume. (2024). Jin, Yurong ; Yan, Qianhui. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000023.

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2024Momentum and reversal strategies with low uncertainty. (2024). Cai, Feifei ; An, Pengda ; Zhang, Qingyi ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010006.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Predictive and prescriptive analytics for ESG performance evaluation: A case of Fortune 500 companies. (2024). Kazancoglu, Yigit ; Chowdhury, Soumyadeb ; Mangla, Sachin Kumar ; Sozen, Mert Erkan ; Sariyer, Gorkem. In: Journal of Business Research. RePEc:eee:jbrese:v:181:y:2024:i:c:s0148296324002467.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024A novel online portfolio selection approach based on pattern matching and ESG factors. (2024). Asaad, Seyed Mehrzad ; Barak, Sasan ; Fereydooni, Ali. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001391.

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2024A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization. (2024). Liu, Yong-Jun ; Zhang, Wei-Guo ; Yang, Guo-Sen. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000185.

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2025Embracing market dynamics in the post-COVID era: A data-driven analysis of investor sentiment and behavioral characteristics in stock index futures returns. (2025). Tan, Huimin ; Li, Wenyong ; Bai, Xiuran ; Liu, Ting ; Fan, Chunguo ; Gao, Jie. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001580.

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2025Simulating resource movements and markets: A continuous dynamical system with delays to model anthropogenic metal cycles. (2025). Gambaro, Nicola ; Brito-Parada, Pablo ; Glser-Chahoud, Simon ; Plancherel, Yves. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s030142072500090x.

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2024Is there a time-series momentum effect in the Asian crude oil futures market?. (2024). Li, Yuqi ; He, Xiaoxiao ; Zhong, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002245.

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2024A simple learning agent interacting with an agent-based market model. (2024). Gebbie, Tim ; Dicks, Matthew ; Paskaramoorthy, Andrew. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009184.

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2025Dynamic heterogeneities in stock markets. (2025). Puertas, Antonio M ; Clara-Rahola, Joaquim ; Snchez-Granero, Miguel Ngel ; Trinidad-Segovia, Juan E ; Molero-Gonzlez, Laura. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:669:y:2025:i:c:s0378437125002195.

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2024Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

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2024A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Lyu, Yang ; Zhang, Xiaoqi ; Zhou, Wenyuan ; Fu, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

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2024Financial technology research: Past and future trajectories. (2024). Yang, Yuanqi ; Kou, Mingting ; Chen, Kaihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:162-181.

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2024Can portfolio construction considering ESG still gain high profits?. (2024). Davoodi, Shayan ; Rastegar, Mohammad Ali ; Fereydooni, Ali. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002520.

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2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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2025Small and medium-sized enterprises and sustainable transition: Role of FinTech in a countrys banking ecosystem. (2025). Quintiliani, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004185.

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2025Integration of investor behavioral perspective and climate change in reinforcement learning for portfolio optimization. (2025). Jebabli, Ikram ; Bouyaddou, Youssef. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400432x.

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2024Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2024). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124234.

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2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf.

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2024The interplay between real and exchange rate market: an agent-based model approach. (2024). Roventini, Andrea ; Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Ferraresi, Tommaso ; Popoyan, Lilit ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_10.rdf.

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2025Government Announcements Through Harvest Reports, Extreme Market Conditions, and Commodity Price Volatility. (2025). Sobrinho, Erica Juvercina ; Malaquias, Rodrigo Fernandes. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:4:p:21-:d:1756850.

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2025The Impact of Market Mood on a Dynamic Model of Insider Trading. (2025). Wang, Ruohan ; Yang, Zhi. In: Games. RePEc:gam:jgames:v:16:y:2025:i:4:p:32-:d:1683770.

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2024Machine Learning for Sustainable Portfolio Optimization Applied to a Water Market. (2024). Arenas-Parra, Mar ; Bilbao-Terol, Amelia ; Truyols-Pont, Mara Antonia. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3975-:d:1546308.

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2025The Stochastic Hopf Bifurcation and Vibrational Response of a Double Pendulum System Under Delayed Feedback Control. (2025). Wang, Qiubao ; Huang, Caiyun ; Chen, Shaoyi ; Qi, Ruichen. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2161-:d:1692941.

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2025Smoothing the Subjective Financial Risk Tolerance: Volatility and Market Implications. (2025). Kim, Eunchan ; Heo, Wookjae. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:4:p:680-:d:1594857.

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2025The Impact of Digital Service Trade on the Carbon Intensity of Well-Being Under Sustainable Development Goals. (2025). Yang, Hang ; Ai, Xiao-Qing. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4741-:d:1661152.

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2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

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2024When Buffett Meets Bollinger: An Integrated Approach to Fundamental and Technical Analysis. (2024). Sun, Licheng ; Zhu, Zhaobo. In: Post-Print. RePEc:hal:journl:hal-04703041.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2024The profitability of interacting trading strategies from an ecological perspective. (2024). Li, Honggang ; Xing, Kun. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:3:d:10.1007_s10436-024-00445-6.

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2024How Market Intervention can Prevent Bubbles and Crashes: An Agent Based Modelling Approach. (2024). Westphal, Rebecca ; Sornette, Didier. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10462-8.

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2024Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z.

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2025Improving Price Generation: A Novel Agent-Based Model for Capturing Persistent Jumps in Asset Prices. (2025). Song, Shijia ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10724-z.

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2024When do prediction markets return average beliefs? Experimental evidence. (2024). Filippin, Antonio ; Mantovani, Marco. In: Working Papers. RePEc:mib:wpaper:532.

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2025Makers and Takers: The Economics of the Kalshi Prediction Market. (2025). Whelan, Karl. In: MPRA Paper. RePEc:pra:mprapa:126350.

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2024Nonlinear Kaldor model augmented with retardation and anticipation. (2024). Matsumoto, Akio ; Szidarovszky, Ferenc. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:3:d:10.1007_s10479-023-05415-1.

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2025Impacts of investor heterogeneity and interactions on price discovery in futures markets: Based on dynamical system and stability analysis. (2025). Gong, Qingbin ; Yang, Zhe ; Diao, Xundi. In: Annals of Operations Research. RePEc:spr:annopr:v:350:y:2025:i:3:d:10.1007_s10479-025-06676-8.

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2024Environmental, Social, and Governance (ESG) for Online Marketplaces. (2024). Gao, Xiang ; Chow, Victor ; Koedijk, Kees G ; Ryu, Sunghan. In: Electronic Markets. RePEc:spr:elmark:v:34:y:2024:i:1:d:10.1007_s12525-024-00701-7.

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2024From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads. (2024). Alqaralleh, Huthaifa Sameeh. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00274-y.

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2024Machine learning in business and finance: a literature review and research opportunities. (2024). Li, Cong-Cong ; Dong, Yucheng ; Chao, Xiangrui ; Zhang, Hengjie ; Liang, Haiming ; Gao, Hanyao ; Kou, Gang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00629-z.

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2025Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y.

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2024Impact of arbitrage trading between an ETF and its underlying assets on market liquidity of their markets using an agent-based simulation. (2024). Yagi, Isao ; Mizuta, Takanobu ; Guan, Xin. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:3:d:10.1007_s42001-024-00324-0.

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2024Communication, networks and asset price dynamics: a survey. (2024). Hatcher, Michael ; Hellmann, Tim. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00395-8.

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2025Studying economic complexity with agent-based models: advances, challenges and future perspectives. (2025). Chudziak, Szymon. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00428-w.

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2025On the macro-political dynamics of conflict inflation. (2025). Pea, Juan Carlos ; Galanis, Giorgos ; Proao, Christian R. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:3:d:10.1007_s11403-024-00432-0.

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2025An Exploration of Contemporary Trends in Finance Research. (2025). Mani, Mukta. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:3:d:10.1007_s13132-024-02373-2.

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2024Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w.

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2025Boom–bust cycles and asset market participation waves: Momentum, value, risk, and herding. (2025). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:35:y:2025:i:3:d:10.1007_s00191-025-00905-w.

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2024The complex interplay between exchange rate and real markets: an agent-based model exploration. (2024). Roventini, Andrea ; Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo ; Ferraresi, Tommaso ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2024/24.

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2025Sovereign bonds risk‐based heterogeneity. (2025). Migiakis, Petros ; Georgoutsos, Dimitris A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2108-2129.

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2025Coevolution of stock prices and their perceived fundamental value. (2025). Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:311829.

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2024Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209.

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2024A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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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]		paper155
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]		paper97
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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This paper has nother version. Agregated cites: 97		paper
2005A Dynamic Analysis of Moving Average Rules.(2005) In: Tinbergen Institute Discussion Papers.
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2004A Dynamic Analysis of Moving Average Rules.(2004) In: Research Paper Series.
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This paper has nother version. Agregated cites: 97		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]		article12
2009A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market.(2009) In: Research Paper Series.
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This paper has nother version. Agregated cites: 12		paper
2003HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article117
2000Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker.(2000) In: Research Paper Series.
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2006Market mood, adaptive beliefs and asset price dynamics In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article33
2005Market Mood, Adaptive Beliefs and Asset Price Dynamics.(2005) In: Research Paper Series.
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2006A behavioral asset pricing model with a time-varying second moment In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article17
2004A Behavioural Asset Pricing Model with a Time-Varying Second Moment.(2004) In: Research Paper Series.
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2022Machine learning and speed in high-frequency trading In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article7
2022Reinforcement Learning Equilibrium in Limit Order Markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2025Reinforcement learning and rational expectations equilibrium in limit order markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2003Dynamics of beliefs and learning under aL-processes -- the heterogeneous case In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article56
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]		article80
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
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This paper has nother version. Agregated cites: 80		paper
2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article58
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]		article32
2012Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article31
2011Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model.(2011) In: Research Paper Series.
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This paper has nother version. Agregated cites: 31		paper
2014Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article29
2013Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series.
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This paper has nother version. Agregated cites: 29		paper
2015Learning, information processing and order submission in limit order markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article14
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article17
2009Market stability switches in a continuous-time financial market with heterogeneous beliefs In: Economic Modelling.
[Full Text][Citation analysis]		article24
2009Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs.(2009) In: Research Paper Series.
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This paper has nother version. Agregated cites: 24		paper
2012Disagreement, correlation and asset prices In: Economics Letters.
[Full Text][Citation analysis]		article3
2015Testing of a market fraction model and power-law behaviour in the DAX 30 In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2015Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30.(2015) In: Research Paper Series.
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This paper has nother version. Agregated cites: 17		paper
2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article30
2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2015Profitability of time series momentum In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article55
2017Index portfolio and welfare analysis under heterogeneous beliefs In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article74
2014Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500.(2014) In: Research Paper Series.
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This paper has nother version. Agregated cites: 74		paper
2016Volatility clustering: A nonlinear theoretical approach In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article11
2015Volatility Clustering: A Nonlinear Theoretical Approach.(2015) In: Research Paper Series.
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This paper has nother version. Agregated cites: 11		paper
2016Trading heterogeneity under information uncertainty In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article17
2016Trading Heterogeneity Under Information Uncertainty.(2016) In: Research Paper Series.
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This paper has nother version. Agregated cites: 17		paper
2022Social interaction, volatility clustering, and momentum In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
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]		article97
2005Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework.(2005) In: Research Paper Series.
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This paper has nother version. Agregated cites: 97		paper
2010Dynamics of moving average rules in a continuous-time financial market model In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article17
2010Dynamics of Moving Average Rules in a Continuous-time Financial Market Model.(2010) In: Research Paper Series.
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This paper has nother version. Agregated cites: 17		paper
2012Estimating behavioural heterogeneity under regime switching In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article58
2011Estimating Behavioural Heterogeneity Under Regime Switching.(2011) In: Research Paper Series.
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This paper has nother version. Agregated cites: 58		paper
2023Ambiguous price formation In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article0
2017Prediction market prices under risk aversion and heterogeneous beliefs In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article10
2006Moving average rules as a source of market instability In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2008The stochastic bifurcation behaviour of speculative financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article17
2009Does the market maker stabilize the market? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article29
2024Nonstandard errors In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper14
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2006A Stochastic Model of Real-Financial Interaction with Boundedly Rational Heterogeneous Agents In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2004Dynamics of Beliefs and Learning Under aL-Processes—The Homogeneous Case In: International Symposia in Economic Theory and Econometrics.
[Full Text][Citation analysis]		chapter5
2001Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case.(2001) In: Research Paper Series.
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This paper has nother version. Agregated cites: 5		paper
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2012Heterogeneous Beliefs and Prediction Market Accuracy In: IDEI Working Papers.
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2013Heterogeneous Beliefs and Prediction Market Accuracy.(2013) In: LERNA Working Papers.
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2012Heterogeneous Beliefs and Prediction Market Accuracy.(2012) In: TSE Working Papers.
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2011The dynamic behaviour of asset prices in disequilibrium: a survey In: International Journal of Behavioural Accounting and Finance.
[Full Text][Citation analysis]		article8
2022Investor Sentiment and Paradigm Shifts in Equity Return Forecasting In: Management Science.
[Full Text][Citation analysis]		article6
2013An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance.
[Full Text][Citation analysis]		article29
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]		article186
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]		paper28
2002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies.(2002) In: Research Paper Series.
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This paper has nother version. Agregated cites: 28		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.
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This paper has nother 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.
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This paper has nother 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.
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2006Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0
2006A Dynamic Heterogeneous Beliefs CAPM In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0
2021Cross-section instability in financial markets: impatience, extrapolation, and switching In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article3
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]		chapter1
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]		book3
2008An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies In: International Handbooks on Information Systems.
[Citation analysis]		chapter2
2013Time-varying beta: a boundedly rational equilibrium approach In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article16
2010Time-Varying Beta: A Boundedly Rational Equilibrium Approach.(2010) In: Research Paper Series.
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This paper has nother version. Agregated cites: 16		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.
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This paper has nother 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]		chapter6
2006Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment In: Lecture Notes in Economics and Mathematical Systems.
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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.
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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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2019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio In: Published 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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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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2019The Microstructure of Endogenous Liquidity Provision In: Research Paper Series.
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2019Reinforcement Learning in Limit Order Markets In: Research Paper Series.
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2020The Fast and the Furious: Exchange Latency and Ever-fast Trading 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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2010Portfolio Efficiency Under Heterogeneous Beliefs In: World Scientific Book Chapters.
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