Access Statistics for Xuezhong (Tony) He

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Behavioural Asset Pricing Model with a Time-Varying Second Moment 0 0 0 147 0 5 19 504
A Behavioural Model of Investor Sentiment in Limit Order Markets 0 0 0 126 0 1 8 313
A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs 0 0 0 5 1 7 13 61
A Dynamic Analysis of Moving Average Rules 0 1 2 654 0 2 10 2,067
A Dynamic Analysis of Moving Average Rules 0 0 2 498 4 7 24 1,540
A Dynamic Analysis of Moving Average Rules 0 0 0 134 2 8 20 534
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market 0 0 0 102 0 4 13 280
A Dynamic Heterogeneous Beliefs CAPM 0 0 0 133 0 3 15 296
A Dynamical Analysis of Moving Average Rules 0 0 0 9 1 1 13 1,655
A Framework for CAPM with Heterogenous Beliefs 0 0 2 219 1 5 11 509
A Non-Stationary Asset Pricing Model under Heterogeneous Expectations 0 0 0 0 0 1 6 219
Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis 0 0 0 134 1 3 9 365
Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis 0 0 1 136 0 1 13 333
Ambiguous Market Making 0 0 0 43 0 4 15 156
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 234 0 2 8 684
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 0 1 4 22 381
An Evolutionary CAPM Under Heterogeneous Beliefs 0 0 0 94 1 5 18 235
Are We Better-off for Working Hard? 0 0 0 34 0 1 5 122
Asset Price and Wealth Dynamics Under Heterogeneous Expectations 0 0 0 220 1 2 11 512
Asset Price and Wealth Dynamics under Heterogeneous Expectations 0 0 0 74 1 2 9 796
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 3 7 141
Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach 0 0 0 258 0 0 9 1,179
Asymmetry of technical analysis and market price volatility 0 0 0 0 0 2 10 25
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 0 3 9 1,020
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 0 4 13 1,078
Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio 0 0 2 96 1 4 18 215
Developing actionable trading agents 0 0 0 4 1 2 10 24
Differences in Opinion and Risk Premium 0 0 1 62 0 3 8 218
Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case 0 1 1 46 0 5 18 244
Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case 0 0 0 46 1 2 9 301
Dynamics of Moving Average Rules in a Continuous-time Financial Market Model 0 0 0 102 0 2 7 278
Estimating Behavioural Heterogeneity Under Regime Switching 0 0 0 90 1 3 5 292
Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies 0 0 0 0 0 1 6 15
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 0 0 6 12 296
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 111 1 4 12 804
Herding, Trend Chasing and Market Volatility 0 0 0 96 0 2 9 244
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 1 80 0 1 11 162
Heterogeneity, Market Mechanisms, and Asset Price Dynamics 0 0 1 293 0 3 18 653
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 0 3 17 228
Heterogeneity, Profitability and Autocorrelations 0 0 0 142 1 4 12 374
Heterogeneous Agent Models in Finance 0 1 3 183 9 11 37 494
Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model 0 0 0 42 0 2 8 160
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 1 26 1 3 11 50
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 26 1 8 18 70
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 31 1 4 10 62
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 0 1 4 141
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 1 4 7 111
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker 0 0 0 182 3 5 15 502
Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model 0 0 0 419 1 3 10 1,261
Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model 0 0 0 69 0 1 11 289
Heterogeneous Expectations and Exchange Rate Dynamics 0 0 2 98 0 1 20 201
Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework 0 0 0 114 2 3 13 354
Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 0 0 0 85 0 2 75 313
Learning and Evolution of Trading Strategies in Limit Order Markets 0 0 0 94 0 2 15 245
Learning and Information Dissemination in Limit Order Markets 0 0 0 50 0 2 21 177
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 0 4 15 514
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 0 1 12 205
Market Mood, Adaptive Beliefs and Asset Price Dynamics 0 0 0 99 2 5 12 347
Market Sentiment and Paradigm Shifts 0 0 0 91 1 8 15 308
Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs 0 0 0 38 0 2 5 162
Momentum and index investing: implications for market efficiency 0 0 0 0 0 2 4 45
Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy 0 0 0 134 0 3 14 422
Non-Standard Errors 0 0 0 44 5 11 43 481
Nonstandard errors 0 0 1 12 0 8 34 79
Optimal Time Series Momentum 0 1 2 208 0 7 13 428
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 0 4 9 949
Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets 0 0 1 50 0 6 11 143
Reinforcement Learning in Limit Order Markets 0 1 2 62 3 5 17 167
Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning 0 0 0 47 0 1 10 171
Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment 0 0 0 144 0 2 11 452
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 0 0 0 17 0 2 7 92
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 0 0 0 30 0 3 19 152
The Dynamics of the Cobweb when Producers are Risk Averse Learners 0 0 0 30 1 6 12 143
The Fast and the Furious: Exchange Latency and Ever-fast Trading 0 0 2 21 1 3 6 60
The Microstructure of Endogenous Liquidity Provision 3 3 3 23 5 9 22 72
The Stochastic Dynamics of Speculative Prices 0 0 0 99 1 2 6 318
The case for market inefficiency: Investment style and market pricing 0 0 0 10 1 5 10 39
The effect of genetic algorithm learning with a classifier system in limit order markets 0 0 0 22 0 2 10 77
Time Series Momentum and Market Stability 0 0 2 78 2 5 11 254
Time-Varying Beta: A Boundedly Rational Equilibrium Approach 0 0 0 101 0 3 15 283
Time-Varying Economic Dominance Through Bistable Dynamics 0 0 0 11 1 2 9 49
Time-varying economic dominance in financial markets: A bistable dynamics approach 0 0 1 6 1 2 9 37
Toward a General Model of Financial Markets 0 0 0 48 2 4 8 132
Trading Heterogeneity Under Information Uncertainty 0 0 0 26 0 3 14 112
Volatility Clustering: A Nonlinear Theoretical Approach 0 0 0 52 0 5 20 172
Total Working Papers 3 8 33 8,313 65 302 1,160 30,648
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET 0 0 0 27 1 7 15 119
A behavioral asset pricing model with a time-varying second moment 0 0 0 1 0 1 11 17
A behavioural model of investor sentiment in limit order markets 0 0 0 12 0 5 9 57
A dynamic analysis of moving average rules 0 0 0 216 0 3 14 681
Ambiguous price formation 0 2 2 6 0 9 20 29
An analysis of the cobweb model with boundedly rational heterogeneous producers 0 0 1 47 0 2 13 253
An analysis of the effect of noise in a heterogeneous agent financial market model 0 0 0 51 1 4 11 189
An evolutionary CAPM under heterogeneous beliefs 0 0 3 32 1 7 17 177
Asset allocation with time series momentum and reversal 0 1 3 12 2 13 32 90
Asset price and wealth dynamics under heterogeneous expectations 0 0 0 22 1 4 12 107
Boundedly rational equilibrium and risk premium 0 0 0 14 0 1 14 110
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 0 0 7 208
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 0 0 0 5 0 1 5 28
Commodity markets, price limiters and speculative price dynamics 0 0 0 114 0 1 8 405
Cross-section instability in financial markets: impatience, extrapolation, and switching 0 0 0 1 3 3 5 16
Disagreement in a Multi-Asset Market 0 0 0 13 0 1 6 60
Disagreement, correlation and asset prices 0 0 0 16 0 7 9 82
Do heterogeneous beliefs diversify market risk? 0 0 0 24 0 3 11 129
Does the market maker stabilize the market? 0 0 1 30 0 2 11 166
Dynamics of beliefs and learning under aL-processes -- the heterogeneous case 0 1 1 48 0 5 13 241
Dynamics of moving average rules in a continuous-time financial market model 0 0 0 16 0 1 6 139
Estimating behavioural heterogeneity under regime switching 0 0 0 23 0 6 11 124
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market 0 0 0 30 0 1 7 119
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 0 0 0 46 3 5 18 206
Herding, trend chasing and market volatility 0 0 1 23 0 2 13 98
Heterogeneity, convergence, and autocorrelations 0 0 0 45 0 0 8 251
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model 0 0 0 146 1 4 15 515
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 1 1 4 9 6 10 29 65
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model 0 2 2 40 0 7 20 159
Heterogeneous expectations and exchange rate dynamics 0 0 1 25 0 3 11 108
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework 0 0 0 73 1 7 16 238
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 0 0 1 27 0 7 22 122
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 1 7 17 60
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting 0 1 3 10 1 8 19 46
Learning, information processing and order submission in limit order markets 0 0 0 22 0 3 15 137
Machine learning and speed in high-frequency trading 0 2 4 25 3 20 47 130
Market mood, adaptive beliefs and asset price dynamics 0 0 0 1 2 2 11 25
Market stability switches in a continuous-time financial market with heterogeneous beliefs 0 0 1 33 0 6 15 135
Moving average rules as a source of market instability 0 0 0 10 0 0 6 78
Power-law behaviour, heterogeneity, and trend chasing 0 0 0 80 1 1 8 424
Prediction market prices under risk aversion and heterogeneous beliefs 0 0 0 10 1 8 25 82
Profitability of time series momentum 0 0 1 92 1 5 43 340
Reinforcement Learning Equilibrium in Limit Order Markets 0 0 0 3 0 6 18 37
Reinforcement learning and rational expectations equilibrium in limit order markets 0 0 1 1 1 10 25 28
Rollover risk and credit risk under time-varying margin 0 0 0 4 0 2 10 30
Social interaction, volatility clustering, and momentum 0 0 0 1 0 3 32 40
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 0 6 13 89
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 0 5 1 8 15 66
The dynamic behaviour of asset prices in disequilibrium: a survey 0 1 1 46 0 3 15 166
The stochastic bifurcation behaviour of speculative financial markets 0 0 1 10 1 3 23 72
Time-varying beta: a boundedly rational equilibrium approach 0 0 0 14 0 2 11 140
Trading heterogeneity under information uncertainty 0 0 0 9 0 1 14 59
Volatility clustering: A nonlinear theoretical approach 0 0 0 12 0 6 17 76
Total Journal Articles 1 11 32 1,617 33 242 818 7,568

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Derivative Security Pricing 0 0 0 1 1 3 18 66
Total Books 0 0 0 1 1 3 18 66

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Model of Real-Financial Interaction with Boundedly Rational Heterogeneous Agents 0 0 0 0 0 2 3 4
Allowing for Stochastic Interest Rates in the Black–Scholes Model 0 0 0 0 0 6 14 31
An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies 0 0 0 0 0 2 5 9
An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects 0 0 0 0 0 3 8 10
An Initial Attempt at Pricing an Option 0 0 0 0 0 4 10 13
Applying the General Pricing Framework 0 0 0 0 0 1 9 10
Change of Numeraire 0 0 0 0 1 4 7 36
Diversification Effect of Heterogeneous Beliefs 0 0 0 0 1 4 6 13
Dynamics of Beliefs and Learning Under aL-Processes—The Homogeneous Case 0 0 0 0 0 3 9 10
Interest Rate Derivatives: Multi-Factor Models 0 0 0 0 0 1 5 16
Interest Rate Derivatives: One Factor Spot Rate Models 0 0 0 0 1 5 13 19
Ito’s Lemma and Its Applications 0 0 0 1 1 10 14 82
Jump-Diffusion Processes 0 0 0 0 0 3 6 18
Manipulating Stochastic Differential Equations and Stochastic Integrals 0 0 0 0 1 2 6 10
Modelling Interest Rate Dynamics 0 0 0 0 1 4 11 19
Option Pricing Under Jump-Diffusion Processes 0 0 0 0 1 3 7 9
Partial Differential Equation Approach Under Geometric Jump-Diffusion Process 0 0 0 0 1 2 5 11
Portfolio Efficiency Under Heterogeneous Beliefs 0 0 0 0 0 3 5 11
Pricing Derivative Securities: A General Approach 0 0 0 0 1 6 12 72
Pricing Options Using Binomial Trees 0 0 0 0 1 3 9 16
Pricing the American Feature 0 0 0 0 1 2 12 17
Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment 0 0 0 0 1 1 5 6
Stochastic Processes for Asset Price Modelling 0 0 0 0 0 4 8 15
Stochastic Volatility 0 0 0 0 1 6 13 17
The Continuous Hedging Argument 0 0 0 0 0 2 7 14
The Heath–Jarrow–Morton Framework 0 0 0 0 0 2 11 25
The LIBOR Market Model 0 0 0 0 0 2 2 10
The Martingale Approach 0 0 0 0 0 3 7 14
The Paradigm Interest Rate Option Problem 0 0 0 0 1 3 10 22
The Partial Differential Equation Approach Under Geometric Brownian Motion 0 0 0 0 0 5 7 15
The Stochastic Differential Equation 0 0 0 2 1 3 8 16
The Stock Option Problem 0 0 0 0 2 4 10 18
Volatility Smiles 0 0 0 0 0 3 9 14
Total Chapters 0 0 0 3 17 111 273 622

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Statistics updated 2026-06-04