Xuezhong (Tony) He : Citation Profile

Xi'an Jiaotong-Liverpool University (XJTLU)

23

H index

40

i10 index

1979

Citations

RESEARCH PRODUCTION:

52

Articles

86

Papers

1

Books

33

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 79
   Journals where Xuezhong (Tony) He has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 90 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe4
   Updated: 2025-04-12    RAS profile: 2025-02-08    
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Relations with other researchers

Works with:

Xia, Shuo (3)

FERROUHI, EL MEHDI (3)

Walther, Thomas (3)

Wolff, Christian (3)

Harris, Jeffrey (3)

Johannesson, Magnus (3)

Huang, Wenqian (3)

Wilhelmsson, Anders (3)

Dreber, Anna (3)

Pastor, Lubos (3)

Reitz, Stefan (3)

Horenstein, Alex (3)

Shachar, Or (3)

Vilkov, Grigory (3)

Bos, Charles (3)

Xiu, Dacheng (3)

Hautsch, Nikolaus (3)

Foucault, Thierry (3)

Sarno, Lucio (3)

Nielsson, Ulf (3)

LINTON, OLIVER (3)

Ødegaard, Bernt (3)

Scaillet, Olivier (3)

Menkveld, Albert (3)

Brownlees, Christian (3)

Ranaldo, Angelo (3)

Hurlin, Christophe (3)

Zhang, S. Sarah (3)

Colliard, Jean-Edouard (3)

Dimpfl, Thomas (3)

Deku, Solomon (3)

Frömmel, Michael (3)

Renault, Thomas (3)

Verousis, Thanos (3)

Sojli, Elvira (3)

CAPELLE-BLANCARD, Gunther (3)

Ferrara, Gerardo (3)

Jalkh, Naji (3)

Caporin, Massimiliano (3)

Rinne, Kalle (3)

Lof, Matthijs (3)

Deev, Oleg (3)

Chernov, Mikhail (3)

Füllbrunn, Sascha (3)

Talavera, Oleksandr (3)

Pasquariello, Paolo (3)

Korajczyk, Robert (3)

Gehrig, Thomas (3)

Frijns, Bart (3)

Stefanova, Denitsa (3)

Palan, Stefan (3)

Davies, Ryan (3)

Schenk-Hoppé, Klaus (3)

Ait-Sahalia, Yacine (3)

Schuerhoff, Norman (3)

Liew, Chee (3)

Park, Andreas (3)

Gerritsen, Dirk (3)

Holzmeister, Felix (3)

Alexeev, Vitali (3)

Schwarz, Marco (3)

Jurkatis, Simon (3)

Smales, Lee (3)

Rakowski, David (2)

Wong, Wing-Keung (2)

Pelizzon, Loriana (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Abudy, Menachem (2)

Güçbilmez, Ufuk (2)

van Kervel, Vincent (2)

Söderlind, Paul (2)

Li, Kai (2)

Theissen, Erik (2)

Roy, Saurabh (2)

Patton, Andrew (2)

Tonks, Ian (2)

Bohorquez Correa, Santiago (2)

Moinas, Sophie (2)

PASCUAL, ROBERTO (2)

Eugster, Nicolas (2)

Kassner, Bernhard (2)

Taylor, Nick (2)

Mihet, Roxana (2)

Putnins, Talis (2)

Aloosh, Arash (2)

Roy, Saurabh (2)

Chow, Nikolai Sheung-Chi (2)

Dumitrescu, Ariadna (2)

Koetter, Michael (2)

Lajaunie, Quentin (2)

Lopez-Lira, Alejandro (2)

Neszveda, Gabor (2)

Bjønnes, Geir (2)

Zhou, Chen (2)

Heath, Davidson (2)

Hjalmarsson, Erik (2)

Vogel, Sebastian (2)

Regis, Luca (2)

Voigt, Stefan (2)

Adrian, Tobias (2)

Kearney, Fearghal (2)

Bouri, Elie (2)

Patel, Vinay (2)

Degryse, Hans (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 (77)

Anufriev, Mikhail (68)

Zheng, Huanhuan (48)

Li, Youwei (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)

NAPP, Clotilde (55)

Jouini, Elyès (55)

Shleifer, Andrei (46)

Huang, Weihong (38)

Main data

Where Xuezhong (Tony) He has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control11
Journal of Economic Behavior & Organization8
Quantitative Finance4
Physica A: Statistical Mechanics and its Applications3
Chaos, Solitons & Fractals2
The European Journal of Finance2
Journal of Empirical Finance2
Journal of Mathematical Economics2
Journal of Banking & Finance2
Computational Economics2
Macroeconomic Dynamics2
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
2025Navigating Uncertainty in ESG Investing. (2023). Porth, Lysa ; Wirjanto, Tony S ; 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). Ye, QI ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2405.08822.

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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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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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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). Wang, Kai ; Rifhat, Ramziya ; Gao, Chunjie ; Teng, Zhidong. 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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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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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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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. 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). Thenmozhi, M ; Choudhary, Priya. 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). Yan, Qianhui ; Jin, Yurong. 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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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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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). Zhang, Wei-Guo ; Yang, Guo-Sen ; Liu, Yong-Jun. 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). Li, Wenyong ; Bai, Xiuran ; Liu, Ting ; Fan, Chunguo ; Gao, Jie ; Tan, Huimin. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001580.

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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 ; Paskaramoorthy, Andrew ; Dicks, Matthew. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009184.

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2024Dual effects of investor sentiment and uncertainty in financial markets. (2024). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. 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). Zhou, Wenyuan ; Zhang, Xiaoqi ; Fu, Jie ; Lyu, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

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2024Can portfolio construction considering ESG still gain high profits?. (2024). Rastegar, Mohammad Ali ; Fereydooni, Ali ; Davoodi, Shayan. 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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2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Gusella, Filippo ; Gatti, Domenico Delli. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf.

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2024.

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2025.

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2024Experimenting with Financial Professionals. (2022). 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). Gallegos, Sebastian ; Huntington-Klein, Nick ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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

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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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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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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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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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2024.

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2025.

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2024A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. 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]		paper154
2001Asset price and wealth dynamics under heterogeneous expectations.(2001) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 154		article
2001Asset Price and Wealth Dynamics Under Heterogeneous Expectations.(2001) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 154		paper
2004A Dynamic Analysis of Moving Average Rules In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper95
2006A dynamic analysis of moving average rules.(2006) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		article
2004A Dynamical Analysis of Moving Average Rules.(2004) In: Computing in Economics and Finance 2004.
[Citation analysis]
This paper has nother version. Agregated cites: 95		paper
2005A Dynamic Analysis of Moving Average Rules.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		paper
2004A Dynamic Analysis of Moving Average Rules.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		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]		article11
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 nother version. Agregated cites: 11		paper
2003HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article115
2000Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker.(2000) In: Research Paper Series.
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This paper has nother version. Agregated cites: 115		paper
2006Market mood, adaptive beliefs and asset price dynamics In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article32
2005Market Mood, Adaptive Beliefs and Asset Price Dynamics.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
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
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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This paper has nother version. Agregated cites: 56		paper
2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article78
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		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]		article30
2012Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article30
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: 30		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]		article13
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]		article23
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: 23		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]		article29
2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2015Profitability of time series momentum In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article54
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]		article70
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: 70		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]		article0
2006An analysis of the cobweb model with boundedly rational heterogeneous producers In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article13
2007Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article96
2005Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		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 nother version. Agregated cites: 16		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.
[Full Text][Citation analysis]
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.
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