Xuezhong (Tony) He : Citation Profile

Are you Xuezhong (Tony) He?

Xi'an Jiaotong-Liverpool University (XJTLU)

23

H index

39

i10 index

1922

Citations

RESEARCH PRODUCTION:

52

Articles

85

Papers

1

Books

33

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 80
   Journals where Xuezhong (Tony) He has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 90 (4.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe4
   Updated: 2024-11-04    RAS profile: 2024-04-06    
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Relations with other researchers

Works with:

Heath, Davidson (2)

Jalkh, Naji (2)

Wolff, Christian (2)

Pasquariello, Paolo (2)

FERROUHI, EL MEHDI (2)

Park, Andreas (2)

Chernov, Mikhail (2)

Colliard, Jean-Edouard (2)

Tonks, Ian (2)

Füllbrunn, Sascha (2)

Menkveld, Albert (2)

Rinne, Kalle (2)

Sojli, Elvira (2)

Talavera, Oleksandr (2)

Bohorquez Correa, Santiago (2)

Wilhelmsson, Anders (2)

Korajczyk, Robert (2)

Vilkov, Grigory (2)

Dumitrescu, Ariadna (2)

Pastor, Lubos (2)

Holzmeister, Felix (2)

Zhang, S. Sarah (2)

Dimpfl, Thomas (2)

Theissen, Erik (2)

Wong, Wing-Keung (2)

Söderlind, Paul (2)

Schuerhoff, Norman (2)

Liew, Chee (2)

Patel, Vinay (2)

Deku, Solomon (2)

PASCUAL, ROBERTO (2)

Davies, Ryan (2)

Kearney, Fearghal (2)

Palan, Stefan (2)

Alexeev, Vitali (2)

Vogel, Sebastian (2)

Verousis, Thanos (2)

Renault, Thomas (2)

Harris, Jeffrey (2)

CAPELLE-BLANCARD, Gunther (2)

Regis, Luca (2)

Horenstein, Alex (2)

Li, Kai (2)

Deev, Oleg (2)

Putnins, Talis (2)

Stefanova, Denitsa (2)

Bouri, Elie (2)

Rakowski, David (2)

Nielsson, Ulf (2)

Schwarz, Marco (2)

Lajaunie, Quentin (2)

Hjalmarsson, Erik (2)

Ødegaard, Bernt (2)

Shachar, Or (2)

Schenk-Hoppé, Klaus (2)

Degryse, Hans (2)

Sarno, Lucio (2)

Frömmel, Michael (2)

Patton, Andrew (2)

Voigt, Stefan (2)

Roy, Saurabh (2)

Zhou, Chen (2)

Bos, Charles (2)

Dreber, Anna (2)

Foucault, Thierry (2)

van Kervel, Vincent (2)

Hautsch, Nikolaus (2)

Johannesson, Magnus (2)

Lopez-Lira, Alejandro (2)

Taylor, Nick (2)

Lof, Matthijs (2)

Ferrara, Gerardo (2)

Walther, Thomas (2)

Chow, Nikolai Sheung-Chi (2)

Reitz, Stefan (2)

Bjønnes, Geir (2)

Pelizzon, Loriana (2)

Abudy, Menachem (2)

Ranaldo, Angelo (2)

Xiu, Dacheng (2)

Ait-Sahalia, Yacine (2)

Frijns, Bart (2)

Adrian, Tobias (2)

Caporin, Massimiliano (2)

Gerritsen, Dirk (2)

Moinas, Sophie (2)

Roy, Saurabh (2)

Xia, Shuo (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Gehrig, Thomas (2)

Huang, Wenqian (2)

Hurlin, Christophe (2)

Brownlees, Christian (2)

Jurkatis, Simon (2)

Kassner, Bernhard (2)

Mihet, Roxana (2)

Scaillet, Olivier (2)

LINTON, OLIVER (2)

Smales, Lee (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 (148)

Hommes, Cars (77)

Anufriev, Mikhail (68)

Li, Youwei (48)

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 (104)

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
Journal of Banking & Finance2
Journal of Mathematical Economics2
Chaos, Solitons & Fractals2
Computational Economics2
Journal of Empirical Finance2
Macroeconomic Dynamics2
The European Journal of 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 2006 / Society for Computational Economics2
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Xuezhong (Tony) He (2024 and 2023)

YearTitle of citing document
2023.

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2023Bayesian Optimization of ESG Financial Investments. (2023). Vaca, Maria Coronado ; Piris, Gabriel Gonz'Alez ; Garrido-Merch, Eduardo C. In: Papers. RePEc:arx:papers:2303.01485.

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2023Machine Learning for Socially Responsible Portfolio Optimisation. (2023). van Zyl, Terence L ; Nundlall, Taeisha. In: Papers. RePEc:arx:papers:2305.12364.

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2023News-driven Expectations and Volatility Clustering. (2023). Inoua, Sabiou. In: Papers. RePEc:arx:papers:2309.04876.

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2023Navigating 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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2023Dealer Strategies in Agent-Based Models. (2023). Ostrovsky, Wladimir. In: Papers. RePEc:arx:papers:2312.05943.

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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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2023Belief aggregation for representative agent models. (2023). Zimper, Alexander. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:309-342.

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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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2023Expectations and the Stability of Stock-Flow Consistent Models. (2023). Piccillo, Giulia ; Muysken, Joan ; Meijers, Huub. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10696.

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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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2023A 2D piecewise-linear discontinuous map arising in stock market modeling: Two overlapping period-adding bifurcation structures. (2023). Radi, Davide ; Gardini, Laura ; Westerhoff, Frank ; Sushko, Iryna ; Schmitt, Noemi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010445.

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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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2023Predicting the unpredictable: New experimental evidence on forecasting random walks. (2023). Corgnet, Brice ; Bao, Te ; Riyanto, Yohanes E ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002743.

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2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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2023A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494.

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2023Portfolio liquidation with delayed information. (2023). Wong, Hoi Ying ; Chiu, Mei Choi ; Yan, Tingjin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002109.

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2023The impacts of investor network and herd behavior on market stability: Social learning, network structure, and heterogeneity. (2023). Diao, Xundi ; Gong, Qingbin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1388-1398.

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2023The profitability of seasonal trading timing: Insights from energy-related markets. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006308.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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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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2023Is wealth inequality reversible? A surveying parallel evolution with complex economic system. (2023). Zhang, Xuan ; Song, Pengcheng ; Guo, Ju-e, ; Wang, Zhixin. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000211.

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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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2023Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306.

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2023Betting on a buzz: Mispricing and inefficiency in online sportsbooks. (2023). Singleton, Carl ; Reade, J ; Ramirez, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1413-1423.

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2023Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

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2023A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations. (2023). Galanis, Giorgos ; Proao, Christian R ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:50-67.

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2023Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Boutouria, Nahla ; Dammak, Wael ; ben Hamad, Salah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x.

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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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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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2023The evolvement of momentum effects in China: Evidence from functional data analysis. (2023). Wang, Shixuan ; Teka, Hanen ; Liu, Zhenya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002197.

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2023Price behavior of small-cap stocks and momentum: A study using principal component momentum. (2023). Park, Jong Won ; Eom, Cheoljun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300034x.

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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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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119257.

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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119258.

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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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2023.

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2023.

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2023.

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2023.

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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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2023Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the Chinas Stock Markets. (2023). Gao, Wei ; Wu, XU ; Yue, Ding ; Yan, Ruzhen. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10215-5.

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2023Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

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2023Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations. (2023). Baumann, Michaela ; Herz, Bernhard ; Grune, Lars. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10285-z.

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2023Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9.

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2023Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations. (2023). Westerhoff, Frank ; Mignot, Sarah. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09667-5.

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2023Asymmetric guessing games. (2023). Akin, Zafer. In: Theory and Decision. RePEc:kap:theord:v:94:y:2023:i:4:d:10.1007_s11238-022-09908-6.

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2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2023Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z.

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2023Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x.

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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/12.

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2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023.

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2024.

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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.
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This paper has nother version. Agregated cites: 154		article
2001Asset Price and Wealth Dynamics Under Heterogeneous Expectations.(2001) In: Research Paper Series.
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This paper has nother version. Agregated cites: 154		paper
2004A Dynamic Analysis of Moving Average Rules In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper93
2006A dynamic analysis of moving average rules.(2006) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 93		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: 93		paper
2005A Dynamic Analysis of Moving Average Rules.(2005) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 93		paper
2004A Dynamic Analysis of Moving Average Rules.(2004) In: Research Paper Series.
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This paper has nother version. Agregated cites: 93		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.
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This paper has nother 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]		article114
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: 114		paper
2006Market mood, adaptive beliefs and asset price dynamics In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article31
2005Market Mood, Adaptive Beliefs and Asset Price Dynamics.(2005) In: Research Paper Series.
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This paper has nother version. Agregated cites: 31		paper
2006A behavioral asset pricing model with a time-varying second moment In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article17
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