Xuezhong (Tony) He : Citation Profile

Are you Xuezhong (Tony) He?

Xi'an Jiaotong-Liverpool University (XJTLU)

23

H index

36

i10 index

1850

Citations

RESEARCH PRODUCTION:

50

Articles

85

Papers

1

Books

31

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 80
   Journals where Xuezhong (Tony) He has often published
   Relations with other researchers
   Recent citing documents: 139.    Total self citations: 90 (4.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe4
   Updated: 2023-08-19    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Li, Youwei (3)

Johannesson, Magnus (2)

Ranaldo, Angelo (2)

Davies, Ryan (2)

Lof, Matthijs (2)

Regis, Luca (2)

Mihet, Roxana (2)

Putnins, Talis (2)

Chernov, Mikhail (2)

Sarno, Lucio (2)

Reitz, Stefan (2)

Vogel, Sebastian (2)

Patel, Vinay (2)

Bouri, Elie (2)

Dreber, Anna (2)

Kassner, Bernhard (2)

Horenstein, Alex (2)

Verousis, Thanos (2)

Pastor, Lubos (2)

Hjalmarsson, Erik (2)

Bohorquez Correa, Santiago (2)

Gorbenko, Arseny (2)

Walther, Thomas (2)

Chow, Nikolai Sheung-Chi (2)

Wilhelmsson, Anders (2)

Roy, Saurabh (2)

Theissen, Erik (2)

Nielsson, Ulf (2)

Renault, Thomas (2)

Deku, Solomon (2)

Dumitrescu, Ariadna (2)

Rinne, Kalle (2)

Jurkatis, Simon (2)

Deev, Oleg (2)

CAPELLE-BLANCARD, Gunther (2)

FERROUHI, EL MEHDI (2)

PASCUAL, ROBERTO (2)

Palan, Stefan (2)

Jalkh, Naji (2)

Brownlees, Christian (2)

Vilkov, Grigory (2)

Scaillet, Olivier (2)

Foucault, Thierry (2)

Zhou, Chen (2)

Sojli, Elvira (2)

Pasquariello, Paolo (2)

Harris, Jeffrey (2)

Smales, Lee (2)

LINTON, OLIVER (2)

Frömmel, Michael (2)

Wolff, Christian (2)

Tonks, Ian (2)

Xiu, Dacheng (2)

Ødegaard, Bernt (2)

Schenk-Hoppé, Klaus (2)

Dimpfl, Thomas (2)

Bos, Charles (2)

van Kervel, Vincent (2)

Caporin, Massimiliano (2)

Moinas, Sophie (2)

Korajczyk, Robert (2)

Abudy, Menachem (2)

Wong, Wing-Keung (2)

Hautsch, Nikolaus (2)

Holzmeister, Felix (2)

Schuerhoff, Norman (2)

Colliard, Jean-Edouard (2)

Xia, Shuo (2)

Park, Andreas (2)

Alexeev, Vitali (2)

Lajaunie, Quentin (2)

Rakowski, David (2)

Patton, Andrew (2)

Ferrara, Gerardo (2)

Gehrig, Thomas (2)

Taylor, Nick (2)

Liew, Chee (2)

Stefanova, Denitsa (2)

Adrian, Tobias (2)

Ait-Sahalia, Yacine (2)

Lopez-Lira, Alejandro (2)

Prokopczuk, Marcel (2)

Menkveld, Albert (2)

Pelizzon, Loriana (2)

Hurlin, Christophe (2)

Gerritsen, Dirk (2)

Frijns, Bart (2)

Schwarz, Marco (2)

Kearney, Fearghal (2)

Heath, Davidson (2)

Talavera, Oleksandr (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 (147)

Hommes, Cars (77)

Anufriev, Mikhail (68)

Zheng, Huanhuan (48)

Li, Youwei (48)

Naimzada, Ahmad (37)

Gardini, Laura (36)

Wagener, Florian (32)

Tramontana, Fabio (29)

Bottazzi, Giulio (29)

Chen, Zhenxi (27)

Cites to:

Hommes, Cars (211)

Brock, William (103)

Lux, Thomas (80)

Westerhoff, Frank (76)

Li, Youwei (67)

Gardini, Laura (67)

NAPP, Clotilde (55)

Jouini, Elyès (55)

Li, Kai (47)

Huang, Weihong (38)

Lebaron, Blake (36)

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
The European Journal of Finance2
Journal of Empirical Finance2
Journal of Evolutionary Economics2
Macroeconomic Dynamics2
Chaos, Solitons & Fractals2
Computational Economics2
Journal of Banking & Finance2

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 (2022 and 2021)

YearTitle of citing document
2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli.

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2023.

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

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

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2021Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863.

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2021A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics. (2021). , Gerald ; Dominic, Len Patrick. In: Papers. RePEc:arx:papers:2106.07362.

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

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2021Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan. In: Papers. RePEc:arx:papers:2108.07806.

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

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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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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2022Generalizing Heuristic Switching Models. (2022). Lustenhouwer, Joep ; Leventidis, Ioanis ; Kollias, Iraklis ; Galanis, Giorgos. In: Working Papers. RePEc:awi:wpaper:0715.

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

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

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

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

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2022A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations. (2022). Proao, Christian ; Galanis, Giorgos ; di Guilmi, Corrado. In: Working Papers. RePEc:cgs:wpaper:106.

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2022Predicting the unpredictable: New experimental evidence on forecasting random walks. (2022). Riyanto, Yohanes ; Corgnet, Brice ; Bao, Te ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: ISER Discussion Paper. RePEc:dpr:wpaper:1181.

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2022Global momentum: The optimal trading approach. (2022). Muradoglu, Yaz ; Tsitsianis, Nicholas ; Muradolu, Yaz Gulnur ; Wouassom, Alain. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000788.

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

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

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2022Complex dynamics of R&D competition with one-way spillover based on intellectual property protection. (2022). Zhou, Wei ; Chu, Tong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:163:y:2022:i:c:s0960077922006981.

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

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

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2022Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.

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2022What drives intraday reversal? illiquidity or liquidity oversupply?. (2022). Xiong, Xiong ; Lin, Shen ; Kang, Junqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000185.

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2022The role of information in a continuous double auction: An experiment and learning model. (2022). Panchenko, Valentyn ; Ledyard, John ; Arifovic, Jasmina ; Anufriev, Mikhail. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000914.

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2022Comments on “the role of information in a continuous double auction: An experiment and learning model” by Mikhail Anufriev, Jasmina Arifovic, John Ledyard and Valentyn Panchenko. (2022). Bao, TE. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000926.

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2022Speculative Bubbles and Talent Misallocation. (2022). Wang, Siqing ; Jia, Yandong ; Dong, Feng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000999.

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2022Momentum and the Cross-section of Stock Volatility. (2022). Liu, Jiadong ; Kearney, Fearghal ; Fan, Minyou. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002287.

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2022Statistical arbitrage and risk contagion. (2022). Ladley, Daniel ; Gao, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002329.

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2022Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura ; Westerhoff, Frank. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482.

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

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

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

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

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

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

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

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2022Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions. (2022). Ergu, Daji ; Qian, Qian ; Li, Tie ; Chen, Jia ; Ran, Qin ; Chao, Xiangrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000035.

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2022Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163.

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2022Institutional investor’ proportions and inactive trading. (2022). Liu, Shancun ; Wang, Jiarui ; Yang, Haijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001685.

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2022On the destabilizing nature of capital gains taxes. (2022). Westerhoff, Frank ; Gardini, Laura ; Dieci, Roberto. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002162.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2022Impact of different investment horizons in heterogeneous agent models: Do long-term traders bring market stability?. (2022). Nishiwaki, Takashi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:393-401.

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2022Causes of fragile stock market stability. (2022). Westerhoff, F ; Sushko, I ; Schmitt, N ; Radi, D ; Gardini, L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:483-498.

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2022Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis. (2022). Sahut, Jean-Michel ; Ayadi, Rim ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:204:y:2022:i:c:p:290-303.

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

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

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

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

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

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2022Financial bubbles as a recursive process lead by short-term strategies. (2022). Lombardini, Simone ; Cerruti, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:555-568.

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

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2022Technical trading rule profitability in currencies: It’s all about momentum. (2022). Oreilly, Philip ; Obrien, John ; Kyziropoulos, Panagiotis E ; Hutchinson, Mark C ; Sharma, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001659.

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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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2022The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review. (2022). Lagasio, Valentina ; Santulli, Rosalia ; Gallucci, Carmen. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:84:y:2022:i:c:s003801212200177x.

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2022Market-based versus bank-based financial structure in China: From the perspective of financial risk. (2022). Wang, Chao ; Xie, Qiwei ; Fan, Yixin ; Liu, Chao. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:24-39.

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2022An integrated multi-criteria decision-making and multi-objective optimization model for socially responsible portfolio selection. (2022). Qin, Jindong ; Liu, Xinwang ; Wu, Qun ; Deveci, Muhammet ; Mardani, Abbas ; Zhou, Ligang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:184:y:2022:i:c:s004016252200498x.

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

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

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2022A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf.

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2022Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?. (2022). Hsu, Chinning ; Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3328-:d:807894.

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2021The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Yue, Xiaoguang ; TERESIENE, DEIMANTE ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243.

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2022The Spatio-Temporal Pattern and Spatial Effect of Installation of Lifts in Old Residential Buildings: Evidence from Hangzhou in China. (2022). Jin, Jing ; Ma, Lindong ; Li, Zeling ; Dai, Xinjun. In: Land. RePEc:gam:jlands:v:11:y:2022:i:9:p:1600-:d:917971.

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2022.

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2023.

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2023.

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2023.

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2021.

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

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2022The Effect of Environmental Regulation on Marine Economic Transformation under the Decentralized System: Evidence from Coastal Provinces in China. (2022). Hu, Dameng ; Zhang, Hanwen ; Zhong, Changbiao ; Ge, Haoran. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16622-:d:1000804.

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

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

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

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

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

Xuezhong (Tony) He has edited the books:

YearTitleTypeCited

Works by Xuezhong (Tony) He:

YearTitleTypeCited
2001Asset Price and Wealth Dynamics under Heterogeneous Expectations In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper150
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]		paper93
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.
[Citation analysis]
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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 another 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]		article9
2009A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market.(2009) In: Research Paper Series.
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2003HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article112
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 another version. Agregated cites: 112		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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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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This paper has another version. Agregated cites: 17		paper
2022Machine learning and speed in high-frequency trading In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2022Reinforcement Learning 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]		article75
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75		paper
2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article57
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]		article29
2011Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model.(2011) In: Research Paper Series.
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2014Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article28
2013Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series.
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This paper has another version. Agregated cites: 28		paper
2015Learning, information processing and order submission in limit order markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article13
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.
[Full Text][Citation analysis]
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2012Disagreement, correlation and asset prices In: Economics Letters.
[Full Text][Citation analysis]		article2
2015Testing of a market fraction model and power-law behaviour in the DAX 30 In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article16
2015Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30.(2015) In: Research Paper Series.
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2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article29
2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2015Profitability of time series momentum In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article46
2017Index portfolio and welfare analysis under heterogeneous beliefs In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article63
2014Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500.(2014) In: Research Paper Series.
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2016Volatility clustering: A nonlinear theoretical approach In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article9
2015Volatility Clustering: A Nonlinear Theoretical Approach.(2015) In: Research Paper Series.
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This paper has another version. Agregated cites: 9		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 another 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]		article93
2005Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework.(2005) In: Research Paper Series.
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2010Dynamics of moving average rules in a continuous-time financial market model In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article15
2010Dynamics of Moving Average Rules in a Continuous-time Financial Market Model.(2010) In: Research Paper Series.
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2012Estimating behavioural heterogeneity under regime switching In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article54
2011Estimating Behavioural Heterogeneity Under Regime Switching.(2011) In: Research Paper Series.
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2017Prediction market prices under risk aversion and heterogeneous beliefs In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article5
2006Moving average rules as a source of market instability In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article17
2008The stochastic bifurcation behaviour of speculative financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2009Does the market maker stabilize the market? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article26
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2012Heterogeneous Beliefs and Prediction Market Accuracy In: IDEI Working Papers.
[Full Text][Citation analysis]		paper2
2013Heterogeneous Beliefs and Prediction Market Accuracy.(2013) In: LERNA Working Papers.
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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
2013An evolutionary CAPM under heterogeneous beliefs In: Annals of Finance.
[Full Text][Citation analysis]		article27
2012An Evolutionary CAPM Under Heterogeneous Beliefs.(2012) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model. In: Computational Economics.
[Full Text][Citation analysis]		article179
1999Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model.(1999) In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 179		paper
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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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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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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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]		article2
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]		article15
2010Time-Varying Beta: A Boundedly Rational Equilibrium Approach.(2010) In: Research Paper Series.
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2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30 In: Journal of Evolutionary Economics.
[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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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.
[Citation analysis]		chapter2
2007Butter mountains, milk lakes and optimal price limiters In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2005Butter Mountains, Milk Lakes and Optimal Price Limiters.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
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2011Do heterogeneous beliefs diversify market risk? In: The European Journal of Finance.
[Full Text][Citation analysis]		article11
2013Heterogeneous expectations and exchange rate dynamics In: The European Journal of Finance.
[Full Text][Citation analysis]		article6
2009Heterogeneous Expectations and Exchange Rate Dynamics.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017A behavioural model of investor sentiment in limit order markets In: Quantitative Finance.
[Full Text][Citation analysis]		article9
2014A Behavioural Model of Investor Sentiment in Limit Order Markets.(2014) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2017Rollover risk and credit risk under time-varying margin In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2008Heterogeneity, convergence, and autocorrelations In: Quantitative Finance.
[Full Text][Citation analysis]		article36
2005Momentum and index investing: implications for market efficiency In: Published Paper Series.
[Citation analysis]		paper0
2005The case for market inefficiency: Investment style and market pricing In: Published Paper Series.
[Full Text][Citation analysis]		paper4
2008Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies In: Published Paper Series.
[Citation analysis]		paper1
2009Developing actionable trading agents In: Published Paper Series.
[Full Text][Citation analysis]		paper2
2009Asymmetry of technical analysis and market price volatility In: Published Paper Series.
[Citation analysis]		paper2
2016A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs In: Published Paper Series.
[Full Text][Citation analysis]		paper1
2017The effect of genetic algorithm learning with a classifier system in limit order markets In: Published Paper Series.
[Full Text][Citation analysis]		paper0
2018Time-varying economic dominance in financial markets: A bistable dynamics approach In: Published Paper Series.
[Full Text][Citation analysis]		paper6
2019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio In: Published Paper Series.
[Full Text][Citation analysis]		paper20
2004Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2006Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2007Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2007The Stochastic Dynamics of Speculative Prices In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2008Heterogeneity, Market Mechanisms, and Asset Price Dynamics In: Research Paper Series.
[Full Text][Citation analysis]		paper120
2008Heterogeneity, Bounded Rationality and Market Dysfunctionality In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2009Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2009A Framework for CAPM with Heterogenous Beliefs In: Research Paper Series.
[Full Text][Citation analysis]		paper10
2010Differences in Opinion and Risk Premium In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2012Heterogeneous Beliefs and the Performances of Optimal Portfolios In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2012Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2012Heterogeneous Beliefs and the Cross-Section of Asset Returns In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2012Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper8
2013Learning and Information Dissemination in Limit Order Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper8
2013Learning and Evolution of Trading Strategies in Limit Order Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2014Time Series Momentum and Market Stability In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2015Optimal Time Series Momentum In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2015Market Sentiment and Paradigm Shifts In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2000Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning In: Research Paper Series.
[Full Text][Citation analysis]		paper9
2016Toward a General Model of Financial Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper3
2017Ambiguous Market Making In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2018Heterogeneous Agent Models in Finance In: Research Paper Series.
[Full Text][Citation analysis]		paper60
2018Time-Varying Economic Dominance Through Bistable Dynamics In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2018Are We Better-off for Working Hard? In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2019The Microstructure of Endogenous Liquidity Provision In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2019Reinforcement Learning in Limit Order Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2020The Fast and the Furious: Exchange Latency and Ever-fast Trading In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2001Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case In: Research Paper Series.
[Full Text][Citation analysis]		paper5
2003Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach In: Research Paper Series.
[Full Text][Citation analysis]		paper2
1999The Dynamics of the Cobweb when Producers are Risk Averse Learners In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2010Portfolio Efficiency Under Heterogeneous Beliefs In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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