Xuezhong (Tony) He
Personal Details
First Name: | Xuezhong (Tony) |
Middle Name: | |
Last Name: | He |
Suffix: | |
RePEc Short-ID: | phe4 |
[This author has chosen not to make the email address public] | |
Department of Finance International Business School Suzhou (IBSS) Business Building (BS), South Campus Xi'an Jiaotong-Liverpool University No.8 Chongwen Road Suzhou Dushu Lake Science and Education | |
Terminal Degree: | 2001 Finance Discipline Group; Business School; University of Technology Sydney (from RePEc Genealogy) |
Affiliation
International Business School Suzhou (IBSS)
Xi'an Jiaotong-Liverpool University (XJTLU)
Suzhou, Chinahttp://www.xjtlu.edu.cn/ibss/
RePEc:edi:ibxjtcn (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021.
"Non-Standard Errors,"
Working Papers
2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Xue-Zhong He & Junqing Kang & Xuan Zhou, 2020. "The Fast and the Furious: Exchange Latency and Ever-fast Trading," Research Paper Series 419, Quantitative Finance Research Centre, University of Technology, Sydney.
- F. Douglas Foster & Xue-Zhong He & Junqing Kang & Shen Lin, 2019. "The Microstructure of Endogenous Liquidity Provision," Research Paper Series 402, Quantitative Finance Research Centre, University of Technology, Sydney.
- Nhi N.Y.Vo & Xue-Zhong He & Shaowu Liu & Guandong Xu, 2019. "Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio," Published Paper Series 2019-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Xue-Zhong He & Shen Lin, 2019. "Reinforcement Learning in Limit Order Markets," Research Paper Series 403, Quantitative Finance Research Centre, University of Technology, Sydney.
- Roberto Dieci & Xue-Zhong He, 2018. "Heterogeneous Agent Models in Finance," Research Paper Series 389, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Kai Li & Chuncheng Wang, 2018. "Time-varying economic dominance in financial markets: A bistable dynamics approach," Published Paper Series 2018-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Xue-Zhong He & Kai Li & Chuncheng Wang, 2018. "Time-Varying Economic Dominance Through Bistable Dynamics," Research Paper Series 390, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Lei Shi & Marco Tolotti, 2018. "Are We Better-off for Working Hard?," Research Paper Series 391, Quantitative Finance Research Centre, University of Technology, Sydney.
- Lijian Wei & Xiong Xiong & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2017. "The effect of genetic algorithm learning with a classifier system in limit order markets," Published Paper Series 2017-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Nihad Aliyev & Xue-Zhong He, 2017. "Ambiguous Market Making," Research Paper Series 383, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Lei Shi, 2016. "A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs," Published Paper Series 2016-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Xue-Zhong He & Huanhuan Zheng, 2016.
"Trading Heterogeneity Under Information Uncertainty,"
Research Paper Series
373, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Zheng, Huanhuan, 2016. "Trading heterogeneity under information uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 64-80.
- Nihad Aliyev & Xue-Zhong He, 2016. "Toward a General Model of Financial Markets," Research Paper Series 371, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Youwei Li, 2015.
"The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30,"
Research Paper Series
364, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Youwei Li, 2017. "The adaptiveness in stock markets: testing the stylized facts in the DAX 30," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1071-1094, November.
- Xue-Zhong He & Youwei Li, 2015.
"Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30,"
Research Paper Series
354, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Li, Youwei, 2015. "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
- Liya Chu & Xue-Zhong He & Kai Li & Jun Tu, 2015. "Market Sentiment and Paradigm Shifts," Research Paper Series 356, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Kai Li & Chuncheng Wan, 2015.
"Volatility Clustering: A Nonlinear Theoretical Approach,"
Research Paper Series
365, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Li, Kai & Wang, Chuncheng, 2016. "Volatility clustering: A nonlinear theoretical approach," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 274-297.
- Xue-Zhong He & Kai Li & Youwei Li, 2015. "Optimal Time Series Momentum," Research Paper Series 353, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei, 2014.
"A Behavioural Model of Investor Sentiment in Limit Order Markets,"
Research Paper Series
342, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei, 2017. "A behavioural model of investor sentiment in limit order markets," Quantitative Finance, Taylor & Francis Journals, vol. 17(1), pages 71-86, January.
- Xue-Zhong He & Kai Li, 2014. "Time Series Momentum and Market Stability," Research Paper Series 341, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels, 2014.
"Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500,"
Research Paper Series
344, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong & Zwinkels, Remco C.J., 2014. "Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500," Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 1-16.
- Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2013. "Learning and Information Dissemination in Limit Order Markets," Research Paper Series 333, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He & Lijian Wei, 2013. "Learning and Evolution of Trading Strategies in Limit Order Markets," Research Paper Series 335, Quantitative Finance Research Centre, University of Technology, Sydney.
- Corrado Di Guilmi & Xue-Zhong He & Kai Li, 2013.
"Herding, Trend Chasing and Market Volatility,"
Research Paper Series
337, Quantitative Finance Research Centre, University of Technology, Sydney.
- Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai, 2014. "Herding, trend chasing and market volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 349-373.
- Xue-Zhong He & Lei Shi, 2012. "Heterogeneous Beliefs and the Cross-Section of Asset Returns," Research Paper Series 303, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li, 2012.
"An Evolutionary CAPM Under Heterogeneous Beliefs,"
Research Paper Series
315, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li, 2013. "An evolutionary CAPM under heterogeneous beliefs," Annals of Finance, Springer, vol. 9(2), pages 185-215, May.
- Xue-Zhong He & Lei Shi & Min Zheng, 2012. "Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs," Research Paper Series 302, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He, 2012. "Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets," Research Paper Series 316, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Lei Shi, 2012. "Heterogeneous Beliefs and the Performances of Optimal Portfolios," Research Paper Series 301, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Treich, Nicolas, 2012.
"Heterogeneous Beliefs and Prediction Market Accuracy,"
IDEI Working Papers
775, Institut d'Économie Industrielle (IDEI), Toulouse.
- He, Xue-Zhong & Treich, Nicolas, 2012. "Heterogeneous Beliefs and Prediction Market Accuracy," TSE Working Papers 13-394, Toulouse School of Economics (TSE).
- He, Xue-Zhong & Treich, Nicolas, 2013. "Heterogeneous Beliefs and Prediction Market Accuracy," LERNA Working Papers 13.05.392, LERNA, University of Toulouse.
- Xue-Zhong He & Kai Li, 2011.
"Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model,"
Research Paper Series
291, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Li, Kai, 2012. "Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 973-987.
- Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011.
"Estimating Behavioural Heterogeneity Under Regime Switching,"
Research Paper Series
290, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012. "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 446-460.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2010.
"Time-Varying Beta: A Boundedly Rational Equilibrium Approach,"
Research Paper Series
275, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2013. "Time-varying beta: a boundedly rational equilibrium approach," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 609-639, July.
- Xue-Zhong He & Min Zheng, 2010.
"Dynamics of Moving Average Rules in a Continuous-time Financial Market Model,"
Research Paper Series
268, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Zheng, Min, 2010. "Dynamics of moving average rules in a continuous-time financial market model," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 615-634, December.
- Xue-Zhong He & Lei Shi, 2010. "Differences in Opinion and Risk Premium," Research Paper Series 271, Quantitative Finance Research Centre, University of Technology, Sydney.
- Longbing Cao & Xue-Zhong He, 2009. "Developing actionable trading agents," Published Paper Series 2009-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2009. "A Framework for CAPM with Heterogenous Beliefs," Research Paper Series 254, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Lei Shi, 2009. "Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs," Research Paper Series 244, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He & Paolo Pellizzari, 2009.
"A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market,"
Research Paper Series
251, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo, 2012. "A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market," Macroeconomic Dynamics, Cambridge University Press, vol. 16(4), pages 556-575, September.
- Carl Chiarella & Xue-Zhong He & Min Zheng, 2009.
"Heterogeneous Expectations and Exchange Rate Dynamics,"
Research Paper Series
243, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He & Min Zheng, 2013. "Heterogeneous expectations and exchange rate dynamics," The European Journal of Finance, Taylor & Francis Journals, vol. 19(5), pages 392-419, May.
- Min Zheng & Duo Wang & Xue-Zhong He, 2009. "Asymmetry of technical analysis and market price volatility," Published Paper Series 2009-6, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Xue-Zhong He & Kai Li & Junjie Wei & Min Zheng, 2009.
"Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs,"
Research Paper Series
252, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Li, Kai & Wei, Junjie & Zheng, Min, 2009. "Market stability switches in a continuous-time financial market with heterogeneous beliefs," Economic Modelling, Elsevier, vol. 26(6), pages 1432-1442, November.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
- G Gong & J Gao & Xue-Zhong He, 2008. "Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies," Published Paper Series 2008-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Xue-Zhong He & Lei Shi, 2008. "Heterogeneity, Bounded Rationality and Market Dysfunctionality," Research Paper Series 233, Quantitative Finance Research Centre, University of Technology, Sydney.
- Jian Gao & Gang Gong & Xue-Zhong He, 2007. "Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy," Research Paper Series 199, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He & Min Zheng, 2007. "The Stochastic Dynamics of Speculative Prices," Research Paper Series 208, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2006. "Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis," Research Paper Series 186, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Tony He, 2006. "Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis," Computing in Economics and Finance 2006 108, Society for Computational Economics.
- Carl Chiarella & Xue-Zhong He & Roberto Dieci & University of Technology Sydney, 2006. "A Dynamic Heterogeneous Beliefs CAPM," Computing in Economics and Finance 2006 181, Society for Computational Economics.
- Roberto Dieci & Ilaria Foroni & Laura Gardini & Xue-Zhong He, 2005.
"Market Mood, Adaptive Beliefs and Asset Price Dynamics,"
Research Paper Series
162, Quantitative Finance Research Centre, University of Technology, Sydney.
- Dieci, Roberto & Foroni, Ilaria & Gardini, Laura & He, Xue-Zhong, 2006. "Market mood, adaptive beliefs and asset price dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 520-534.
- Ron Bird & Xue-Zhong He & Satish Thosar & Paul Woolley, 2005. "Momentum and index investing: implications for market efficiency," Published Paper Series 2005-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Youwei Li & Xue-Zhong He, 2005.
"Long Memory, Heterogeneity, and Trend Chasing,"
Computing in Economics and Finance 2005
113, Society for Computational Economics.
- Xue-Zhong He & Youwei Li, 2005. "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series 148, Quantitative Finance Research Centre, University of Technology, Sydney.
- Ned Corron & Xue-Zhong He & Frank Westerhoff, 2005.
"Butter Mountains, Milk Lakes and Optimal Price Limiters,"
Research Paper Series
158, Quantitative Finance Research Centre, University of Technology, Sydney.
- Ned Corron & Xue-Zhong He & Frank Westerhoff, 2007. "Butter mountains, milk lakes and optimal price limiters," Applied Economics Letters, Taylor & Francis Journals, vol. 14(15), pages 1131-1136.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2005.
"Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework,"
Research Paper Series
166, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & Dieci, Roberto & He, Xue-Zhong, 2007. "Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework," Journal of Economic Behavior & Organization, Elsevier, vol. 62(3), pages 408-427, March.
- Youwei Li & Xue-Zhong (Tony) He, 2005.
"Heterogeneity, Profitability and Autocorrelations,"
Computing in Economics and Finance 2005
244, Society for Computational Economics.
- Xue-Zhong He & Youwei Li, 2005. "Heterogeneity, Profitability and Autocorrelations," Research Paper Series 147, Quantitative Finance Research Centre, University of Technology, Sydney.
- Ron Bird & Xue-Zhong He & Satish Thosar & Paul Woolley, 2005.
"The case for market inefficiency: Investment style and market pricing,"
Published Paper Series
2005-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Ron Bird & Xue-Zhong (Tony) He & Satish Thosar & Paul Woolley, 2005. "The case for market inefficiency: Investment style and market pricing," Journal of Asset Management, Palgrave Macmillan, vol. 5(6), pages 365-388, April.
- Carl Chiarella & Xue-Zhong He & Duo Wang, 2004. "Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment," Research Paper Series 142, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Frank H. Westerhoff, 2004.
"Commodity Markets, Price Limiters and Speculative Price Dynamics,"
Research Paper Series
136, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Westerhoff, Frank H., 2005. "Commodity markets, price limiters and speculative price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1577-1596, September.
- Carl Chiarella & Xue-Zhong He & Duo Wang, 2004.
"A Behavioural Asset Pricing Model with a Time-Varying Second Moment,"
Research Paper Series
141, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong & Wang, Duo, 2006. "A behavioral asset pricing model with a time-varying second moment," Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 535-555.
- Chiarella, C. & He, X.-Z. & Hommes, C.H., 2004.
"A Dynamic Analysis of Moving Average Rules,"
CeNDEF Working Papers
04-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006. "A dynamic analysis of moving average rules," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1729-1753.
- Carl Chiarella & Xue-Zhong He & Cars Hommes, 2004. "A Dynamic Analysis of Moving Average Rules," Research Paper Series 133, Quantitative Finance Research Centre, University of Technology, Sydney.
- Cars Hommes & Carl Chiarella & Xue-Zhong He, 2004. "A Dynamical Analysis of Moving Average Rules," Computing in Economics and Finance 2004 238, Society for Computational Economics.
- Carl Chiarella & Tony He & Cars H. Hommes, 2005. "A Dynamic Analysis of Moving Average Rules," Tinbergen Institute Discussion Papers 05-057/1, Tinbergen Institute.
- Peiyuan Zhu & Carl Chiarella & Tony He, 2003.
"Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers,"
Computing in Economics and Finance 2003
31, Society for Computational Economics.
- Carl Chiarella & Xue-Zhong He & Peiyuan Zhu, 2003. "Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers," Research Paper Series 108, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He, 2003. "Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach," Research Paper Series 95, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Tony He, 2002.
"An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies,"
Computing in Economics and Finance 2002
135, Society for Computational Economics.
- Carl Chiarella & Xue-Zhong He, 2002. "An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies," Research Paper Series 84, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He, 2001.
"Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case,"
Research Paper Series
53, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He, 2004. "Dynamics of Beliefs and Learning Under aL-Processes—The Homogeneous Case," International Symposia in Economic Theory and Econometrics, in: Economic Complexity, pages 363-390, Emerald Group Publishing Limited.
- Carl Chiarella and Xue-Zhong He, 2001. "A Non-Stationary Asset Pricing Model under Heterogeneous Expectations," Computing in Economics and Finance 2001 39, Society for Computational Economics.
- Xue-Zhong (Tony) He & Carl Chiarella, 2001.
"Asset Price and Wealth Dynamics under Heterogeneous Expectations,"
CeNDEF Workshop Papers, January 2001
5A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- C. Chiarella & X-Z. He, 2001. "Asset price and wealth dynamics under heterogeneous expectations," Quantitative Finance, Taylor & Francis Journals, vol. 1(5), pages 509-526.
- Carl Chiarella & Xue-Zhong He, 2001. "Asset Price and Wealth Dynamics Under Heterogeneous Expectations," Research Paper Series 56, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He, 2001.
"Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case,"
Research Paper Series
55, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong, 2003. "Dynamics of beliefs and learning under aL-processes -- the heterogeneous case," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 503-531, January.
- Carl Chiarella & Xue-Zhong He, 2000. "Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning," Research Paper Series 37, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He, 2000.
"Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker,"
Research Paper Series
35, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong, 2003. "Heterogeneous Beliefs, Risk, And Learning In A Simple Asset-Pricing Model With A Market Maker," Macroeconomic Dynamics, Cambridge University Press, vol. 7(4), pages 503-536, September.
- Carl Chiarella & Xue-Zhong He, 1999. "The Dynamics of the Cobweb when Producers are Risk Averse Learners," Working Paper Series 90, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Xue-Zhong He & Carl Chiarella, 1999.
"Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model,"
Computing in Economics and Finance 1999
223, Society for Computational Economics.
- Chiarella, Carl & He, Xue-Zhong, 2002. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model," Computational Economics, Springer;Society for Computational Economics, vol. 19(1), pages 95-132, February.
- Carl Chiarella & Xue-Zhong He, 1999. "Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model," Research Paper Series 18, Quantitative Finance Research Centre, University of Technology, Sydney.
repec:grz:wpsses:2021-08 is not listed on IDEAS
Articles
- Aliyev, Nihad & He, Xue-Zhong, 2023. "Ambiguous price formation," Journal of Mathematical Economics, Elsevier, vol. 106(C).
- He, Xue-Zhong & Lin, Shen, 2022. "Reinforcement Learning Equilibrium in Limit Order Markets," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Liya Chu & Xue-Zhong He & Kai Li & Jun Tu, 2022. "Investor Sentiment and Paradigm Shifts in Equity Return Forecasting," Management Science, INFORMS, vol. 68(6), pages 4301-4325, June.
- He, Xue-Zhong & Li, Kai & Santi, Caterina & Shi, Lei, 2022. "Social interaction, volatility clustering, and momentum," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 125-149.
- Arifovic, Jasmina & He, Xue-zhong & Wei, Lijian, 2022. "Machine learning and speed in high-frequency trading," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Roberto Dieci & Xue-Zhong He, 2021. "Cross-section instability in financial markets: impatience, extrapolation, and switching," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 727-754, December.
- He, Xue-Zhong & Li, Youwei & Zheng, Min, 2019. "Heterogeneous agent models in financial markets: A nonlinear dynamics approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 135-149.
- Xue-Zhong He, 2019. "Carl 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," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1397-1401, April.
- He, Xue-Zhong & Li, Kai & Li, Youwei, 2018. "Asset allocation with time series momentum and reversal," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 441-457.
- Xue-Zhong He & Eva Lütkebohmert & Yajun Xiao, 2017. "Rollover risk and credit risk under time-varying margin," Quantitative Finance, Taylor & Francis Journals, vol. 17(3), pages 455-469, March.
- Xue-Zhong He & Youwei Li, 2017.
"The adaptiveness in stock markets: testing the stylized facts in the DAX 30,"
Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1071-1094, November.
- Xue-Zhong He & Youwei Li, 2015. "The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30," Research Paper Series 364, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei, 2017.
"A behavioural model of investor sentiment in limit order markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(1), pages 71-86, January.
- Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei, 2014. "A Behavioural Model of Investor Sentiment in Limit Order Markets," Research Paper Series 342, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Treich, Nicolas, 2017. "Prediction market prices under risk aversion and heterogeneous beliefs," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 105-114.
- He, Xue-Zhong & Shi, Lei, 2017. "Index portfolio and welfare analysis under heterogeneous beliefs," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 64-79.
- He, Xue-Zhong & Zheng, Huanhuan, 2016.
"Trading heterogeneity under information uncertainty,"
Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 64-80.
- Xue-Zhong He & Huanhuan Zheng, 2016. "Trading Heterogeneity Under Information Uncertainty," Research Paper Series 373, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Li, Kai & Wang, Chuncheng, 2016.
"Volatility clustering: A nonlinear theoretical approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 274-297.
- Xue-Zhong He & Kai Li & Chuncheng Wan, 2015. "Volatility Clustering: A Nonlinear Theoretical Approach," Research Paper Series 365, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Li, Kai, 2015. "Profitability of time series momentum," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 140-157.
- Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015. "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 19-34.
- Chiarella, Carl & He, Xue-Zhong & Wei, Lijian, 2015. "Learning, information processing and order submission in limit order markets," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 245-268.
- He, Xue-Zhong & Li, Youwei, 2015.
"Testing of a market fraction model and power-law behaviour in the DAX 30,"
Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
- Xue-Zhong He & Youwei Li, 2015. "Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30," Research Paper Series 354, Quantitative Finance Research Centre, University of Technology, Sydney.
- Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai, 2014.
"Herding, trend chasing and market volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 349-373.
- Corrado Di Guilmi & Xue-Zhong He & Kai Li, 2013. "Herding, Trend Chasing and Market Volatility," Research Paper Series 337, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong & Zwinkels, Remco C.J., 2014.
"Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500,"
Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 1-16.
- Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels, 2014. "Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500," Research Paper Series 344, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2013.
"Time-varying beta: a boundedly rational equilibrium approach,"
Journal of Evolutionary Economics, Springer, vol. 23(3), pages 609-639, July.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2010. "Time-Varying Beta: A Boundedly Rational Equilibrium Approach," Research Paper Series 275, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li, 2013.
"An evolutionary CAPM under heterogeneous beliefs,"
Annals of Finance, Springer, vol. 9(2), pages 185-215, May.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li, 2012. "An Evolutionary CAPM Under Heterogeneous Beliefs," Research Paper Series 315, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Xue-Zhong He & Min Zheng, 2013.
"Heterogeneous expectations and exchange rate dynamics,"
The European Journal of Finance, Taylor & Francis Journals, vol. 19(5), pages 392-419, May.
- Carl Chiarella & Xue-Zhong He & Min Zheng, 2009. "Heterogeneous Expectations and Exchange Rate Dynamics," Research Paper Series 243, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Shi, Lei, 2012. "Disagreement, correlation and asset prices," Economics Letters, Elsevier, vol. 116(3), pages 512-515.
- Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012.
"Estimating behavioural heterogeneity under regime switching,"
Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 446-460.
- Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011. "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series 290, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue‐Zhong He & Lei Shi, 2012. "Boundedly rational equilibrium and risk premium," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(1), pages 71-93, March.
- He, Xue-Zhong & Li, Kai, 2012.
"Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 973-987.
- Xue-Zhong He & Kai Li, 2011. "Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model," Research Paper Series 291, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo, 2012.
"A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(4), pages 556-575, September.
- Carl Chiarella & Xue-Zhong He & Paolo Pellizzari, 2009. "A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market," Research Paper Series 251, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Lei Shi, 2012. "Disagreement in a Multi-Asset Market," International Review of Finance, International Review of Finance Ltd., vol. 12(3), pages 357-373, September.
- Chiarella, Carl & He, Xue-Zhong & Zheng, Min, 2011. "An analysis of the effect of noise in a heterogeneous agent financial market model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 148-162, January.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2011. "Do heterogeneous beliefs diversify market risk?," The European Journal of Finance, Taylor & Francis Journals, vol. 17(3), pages 241-258.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2011. "The dynamic behaviour of asset prices in disequilibrium: a survey," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 101-139.
- He, Xue-Zhong & Zheng, Min, 2010.
"Dynamics of moving average rules in a continuous-time financial market model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 615-634, December.
- Xue-Zhong He & Min Zheng, 2010. "Dynamics of Moving Average Rules in a Continuous-time Financial Market Model," Research Paper Series 268, Quantitative Finance Research Centre, University of Technology, Sydney.
- Zhu, Mei & Chiarella, Carl & He, Xue-Zhong & Wang, Duo, 2009. "Does the market maker stabilize the market?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(15), pages 3164-3180.
- He, Xue-Zhong & Li, Kai & Wei, Junjie & Zheng, Min, 2009.
"Market stability switches in a continuous-time financial market with heterogeneous beliefs,"
Economic Modelling, Elsevier, vol. 26(6), pages 1432-1442, November.
- Xue-Zhong He & Kai Li & Junjie Wei & Min Zheng, 2009. "Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs," Research Paper Series 252, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Youwei Li, 2008. "Heterogeneity, convergence, and autocorrelations," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 59-79.
- Chiarella, Carl & He, Xue-Zhong & Wang, Duo & Zheng, Min, 2008. "The stochastic bifurcation behaviour of speculative financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3837-3846.
- He, Xue-Zhong & Li, Youwei, 2007. "Power-law behaviour, heterogeneity, and trend chasing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3396-3426, October.
- Ned Corron & Xue-Zhong He & Frank Westerhoff, 2007.
"Butter mountains, milk lakes and optimal price limiters,"
Applied Economics Letters, Taylor & Francis Journals, vol. 14(15), pages 1131-1136.
- Ned Corron & Xue-Zhong He & Frank Westerhoff, 2005. "Butter Mountains, Milk Lakes and Optimal Price Limiters," Research Paper Series 158, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & Dieci, Roberto & He, Xue-Zhong, 2007.
"Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework,"
Journal of Economic Behavior & Organization, Elsevier, vol. 62(3), pages 408-427, March.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2005. "Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework," Research Paper Series 166, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006.
"A dynamic analysis of moving average rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1729-1753.
- Carl Chiarella & Xue-Zhong He & Cars Hommes, 2004. "A Dynamic Analysis of Moving Average Rules," Research Paper Series 133, Quantitative Finance Research Centre, University of Technology, Sydney.
- Cars Hommes & Carl Chiarella & Xue-Zhong He, 2004. "A Dynamical Analysis of Moving Average Rules," Computing in Economics and Finance 2004 238, Society for Computational Economics.
- Chiarella, C. & He, X.-Z. & Hommes, C.H., 2004. "A Dynamic Analysis of Moving Average Rules," CeNDEF Working Papers 04-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Carl Chiarella & Tony He & Cars H. Hommes, 2005. "A Dynamic Analysis of Moving Average Rules," Tinbergen Institute Discussion Papers 05-057/1, Tinbergen Institute.
- Chiarella, Carl & He, Xue-Zhong & Wang, Duo, 2006.
"A behavioral asset pricing model with a time-varying second moment,"
Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 535-555.
- Carl Chiarella & Xue-Zhong He & Duo Wang, 2004. "A Behavioural Asset Pricing Model with a Time-Varying Second Moment," Research Paper Series 141, Quantitative Finance Research Centre, University of Technology, Sydney.
- Dieci, Roberto & Foroni, Ilaria & Gardini, Laura & He, Xue-Zhong, 2006.
"Market mood, adaptive beliefs and asset price dynamics,"
Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 520-534.
- Roberto Dieci & Ilaria Foroni & Laura Gardini & Xue-Zhong He, 2005. "Market Mood, Adaptive Beliefs and Asset Price Dynamics," Research Paper Series 162, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong & Hung, Hing & Zhu, Peiyuan, 2006. "An analysis of the cobweb model with boundedly rational heterogeneous producers," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 750-768, December.
- Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006. "Moving average rules as a source of market instability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 12-17.
- He, Xue-Zhong & Westerhoff, Frank H., 2005.
"Commodity markets, price limiters and speculative price dynamics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1577-1596, September.
- Xue-Zhong He & Frank H. Westerhoff, 2004. "Commodity Markets, Price Limiters and Speculative Price Dynamics," Research Paper Series 136, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong, 2003.
"Heterogeneous Beliefs, Risk, And Learning In A Simple Asset-Pricing Model With A Market Maker,"
Macroeconomic Dynamics, Cambridge University Press, vol. 7(4), pages 503-536, September.
- Carl Chiarella & Xue-Zhong He, 2000. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker," Research Paper Series 35, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong, 2003.
"Dynamics of beliefs and learning under aL-processes -- the heterogeneous case,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 503-531, January.
- Carl Chiarella & Xue-Zhong He, 2001. "Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case," Research Paper Series 55, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong, 2002.
"Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model,"
Computational Economics, Springer;Society for Computational Economics, vol. 19(1), pages 95-132, February.
- Carl Chiarella & Xue-Zhong He, 1999. "Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model," Research Paper Series 18, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Carl Chiarella, 1999. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model," Computing in Economics and Finance 1999 223, Society for Computational Economics.
- C. Chiarella & X-Z. He, 2001.
"Asset price and wealth dynamics under heterogeneous expectations,"
Quantitative Finance, Taylor & Francis Journals, vol. 1(5), pages 509-526.
- Carl Chiarella & Xue-Zhong He, 2001. "Asset Price and Wealth Dynamics Under Heterogeneous Expectations," Research Paper Series 56, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong (Tony) He & Carl Chiarella, 2001. "Asset Price and Wealth Dynamics under Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001 5A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Chapters
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Partial Differential Equation Approach Under Geometric Jump-Diffusion Process," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 295-314, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Ito’s Lemma and Its Applications," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 111-143, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Allowing for Stochastic Interest Rates in the Black–Scholes Model," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 405-417, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Jump-Diffusion Processes," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 251-271, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Paradigm Interest Rate Option Problem," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 431-437, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Partial Differential Equation Approach Under Geometric Brownian Motion," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 191-206, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Stochastic Volatility," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 315-347, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Heath–Jarrow–Morton Framework," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 529-568, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Applying the General Pricing Framework," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 235-249, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Option Pricing Under Jump-Diffusion Processes," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 273-293, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Stochastic Differential Equation," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 55-91, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Manipulating Stochastic Differential Equations and Stochastic Integrals," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 93-110, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Volatility Smiles," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 389-401, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Pricing Options Using Binomial Trees," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 371-387, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Pricing Derivative Securities: A General Approach," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 207-234, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The LIBOR Market Model," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 569-604, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Interest Rate Derivatives: One Factor Spot Rate Models," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 469-504, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Martingale Approach," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 157-189, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "An Initial Attempt at Pricing an Option," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 37-53, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Modelling Interest Rate Dynamics," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 439-467, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Stochastic Processes for Asset Price Modelling," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 7-36, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Interest Rate Derivatives: Multi-Factor Models," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 505-528, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Stock Option Problem," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 3-6, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Continuous Hedging Argument," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 145-156, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Pricing the American Feature," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 349-369, Springer.
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Change of Numeraire," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 419-430, Springer.
- Xue-Zhong He & Lei Shi, 2011. "Diversification Effect of Heterogeneous Beliefs," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 57-75, Springer.
- Xue-Zhong He & Lei Shi, 2010. "Portfolio Efficiency Under Heterogeneous Beliefs," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Keiichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering 2009, chapter 5, pages 127-156, World Scientific Publishing Co. Pte. Ltd..
- Carl Chiarella & Xue-Zhong He, 2008. "An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies," International Handbooks on Information Systems, in: Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), Handbook on Information Technology in Finance, chapter 20, pages 465-499, Springer.
- Carl Chiarella & Xue-Zhong He & Duo Wang, 2006. "Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment," Lecture Notes in Economics and Mathematical Systems, in: Akira Namatame & Taisei Kaizouji & Yuuji Aruka (ed.), The Complex Networks of Economic Interactions, pages 109-123, Springer.
- Carl Chiarella & Peter Flaschel & Xue-Zhong He & Hing Hung, 2006. "A Stochastic Model of Real-Financial Interaction with Boundedly Rational Heterogeneous Agents," Contributions to Economic Analysis, in: Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels, pages 333-358, Emerald Group Publishing Limited.
- Carl Chiarella & Xue-Zhong He, 2005. "An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 269-285, Springer.
- Xue-Zhong He, 2004.
"Dynamics of Beliefs and Learning Under aL-Processes—The Homogeneous Case,"
International Symposia in Economic Theory and Econometrics, in: Economic Complexity, pages 363-390,
Emerald Group Publishing Limited.
- Carl Chiarella & Xue-Zhong He, 2001. "Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case," Research Paper Series 53, Quantitative Finance Research Centre, University of Technology, Sydney.
Books
- Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Derivative Security Pricing," Dynamic Modeling and Econometrics in Economics and Finance, Springer, edition 127, number 978-3-662-45906-5, May.
- Roberto Dieci & Xue-Zhong He & Cars Hommes (ed.), 2014. "Nonlinear Economic Dynamics and Financial Modelling," Springer Books, Springer, edition 127, number 978-3-319-07470-2, January.
More information
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This author is among the top 5% authors according to these criteria:- Number of Works
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- Number of Citations, Discounted by Citation Age
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 44 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (11) 1999-07-12 2001-02-14 2004-06-02 2004-11-22 2004-11-22 2005-02-27 2005-02-27 2005-03-06 2005-06-05 2005-10-29 2006-07-15. Author is listed
- NEP-FMK: Financial Markets (11) 2001-02-14 2004-06-02 2005-02-27 2005-03-06 2005-03-06 2006-07-15 2009-11-21 2010-02-27 2010-06-04 2012-10-13 2013-11-02. Author is listed
- NEP-MST: Market Microstructure (10) 2009-03-14 2009-08-16 2013-07-15 2013-08-31 2014-03-30 2018-07-09 2018-07-30 2020-08-31 2020-08-31 2021-02-15. Author is listed
- NEP-ORE: Operations Research (9) 2008-02-23 2013-08-31 2014-03-30 2014-03-30 2015-01-26 2015-12-01 2016-07-23 2017-06-04 2020-08-31. Author is listed
- NEP-CMP: Computational Economics (6) 1999-08-22 2013-08-31 2018-07-09 2018-07-30 2020-01-13 2020-08-31. Author is listed
- NEP-CBA: Central Banking (4) 2007-09-02 2009-03-14 2009-11-21 2010-06-04
- NEP-MAC: Macroeconomics (4) 2005-02-27 2005-02-27 2007-09-02 2015-01-26
- NEP-MIC: Microeconomics (4) 2005-02-27 2005-02-27 2013-05-11 2018-07-09
- NEP-UPT: Utility Models and Prospect Theory (4) 2010-06-04 2013-05-05 2013-05-11 2017-06-04
- NEP-FOR: Forecasting (3) 2013-05-05 2013-05-11 2013-11-02
- NEP-KNM: Knowledge Management and Knowledge Economy (3) 2018-07-09 2018-07-09 2018-07-09
- NEP-BIG: Big Data (2) 2020-01-13 2020-08-31
- NEP-CFN: Corporate Finance (2) 2005-02-27 2016-05-28
- NEP-CTA: Contract Theory and Applications (2) 2013-07-15 2013-08-31
- NEP-ECM: Econometrics (2) 2005-02-27 2005-03-06
- NEP-MON: Monetary Economics (2) 2007-09-02 2020-08-31
- NEP-RMG: Risk Management (2) 2005-02-27 2005-02-27
- NEP-BEC: Business Economics (1) 2005-02-27
- NEP-CBE: Cognitive and Behavioural Economics (1) 2008-11-18
- NEP-DCM: Discrete Choice Models (1) 2017-06-04
- NEP-EDU: Education (1) 1999-07-12
- NEP-ETS: Econometric Time Series (1) 2004-11-22
- NEP-EVO: Evolutionary Economics (1) 2012-10-13
- NEP-EXP: Experimental Economics (1) 2013-05-05
- NEP-GTH: Game Theory (1) 2018-07-09
- NEP-HME: Heterodox Microeconomics (1) 2018-07-09
- NEP-IFN: International Finance (1) 2009-03-14
- NEP-SEA: South East Asia (1) 2015-05-09
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