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 0 0 485
A Behavioural Model of Investor Sentiment in Limit Order Markets 1 1 2 126 1 1 3 305
A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs 0 1 1 5 0 2 4 47
A Dynamic Analysis of Moving Average Rules 0 0 0 652 0 1 1 2,057
A Dynamic Analysis of Moving Average Rules 0 0 0 496 0 1 3 1,516
A Dynamic Analysis of Moving Average Rules 0 0 0 134 0 2 2 514
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market 0 0 0 102 0 0 3 267
A Dynamic Heterogeneous Beliefs CAPM 0 0 0 133 1 1 3 280
A Dynamical Analysis of Moving Average Rules 0 0 0 9 0 1 2 1,642
A Framework for CAPM with Heterogenous Beliefs 0 0 4 217 0 0 6 498
A Non-Stationary Asset Pricing Model under Heterogeneous Expectations 0 0 0 0 0 0 0 213
Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis 0 0 0 134 0 1 1 356
Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis 0 0 0 135 0 0 0 320
Ambiguous Market Making 0 0 0 43 0 1 1 141
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 234 0 0 0 676
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 0 0 0 1 359
An Evolutionary CAPM Under Heterogeneous Beliefs 0 0 0 94 0 0 0 217
Are We Better-off for Working Hard? 0 1 2 34 0 1 2 116
Asset Price and Wealth Dynamics Under Heterogeneous Expectations 0 0 0 220 0 2 2 501
Asset Price and Wealth Dynamics under Heterogeneous Expectations 0 0 0 74 0 2 3 787
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 0 3 133
Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach 0 0 0 258 0 1 1 1,170
Asymmetry of technical analysis and market price volatility 0 0 0 0 0 0 0 14
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 0 1 1 1,011
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 0 1 3 1,065
Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio 0 1 3 94 0 1 7 197
Developing actionable trading agents 0 0 0 4 0 0 0 13
Differences in Opinion and Risk Premium 0 0 0 61 0 0 0 210
Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case 0 0 0 45 0 0 0 226
Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case 0 0 0 46 0 0 0 292
Dynamics of Moving Average Rules in a Continuous-time Financial Market Model 0 0 0 102 0 0 1 270
Estimating Behavioural Heterogeneity Under Regime Switching 0 0 0 90 0 0 1 287
Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies 0 0 0 0 0 0 0 9
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 111 0 0 1 792
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 0 0 0 0 284
Herding, Trend Chasing and Market Volatility 0 0 0 96 0 0 0 235
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 0 79 0 0 1 150
Heterogeneity, Market Mechanisms, and Asset Price Dynamics 0 0 4 291 1 1 8 634
Heterogeneity, Profitability and Autocorrelations 0 0 1 142 0 0 1 362
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 0 0 2 211
Heterogeneous Agent Models in Finance 0 1 4 180 0 3 9 455
Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model 0 0 1 42 0 0 1 152
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 31 0 0 2 51
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 26 0 1 1 52
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 25 0 0 1 39
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 0 1 1 136
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 0 0 1 104
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker 0 0 0 182 0 1 2 487
Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model 0 0 0 419 0 0 0 1,251
Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model 0 0 0 69 0 2 3 278
Heterogeneous Expectations and Exchange Rate Dynamics 0 0 0 96 0 1 1 181
Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework 0 0 0 114 0 0 0 341
Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 0 0 0 85 0 0 0 238
Learning and Evolution of Trading Strategies in Limit Order Markets 0 0 0 93 1 1 2 229
Learning and Information Dissemination in Limit Order Markets 0 0 0 50 0 0 0 155
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 0 0 1 499
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 0 0 0 193
Market Mood, Adaptive Beliefs and Asset Price Dynamics 0 0 0 99 0 2 5 335
Market Sentiment and Paradigm Shifts 0 0 1 91 0 0 6 291
Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs 0 0 0 38 0 0 0 157
Momentum and index investing: implications for market efficiency 0 0 0 0 0 0 0 41
Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy 0 0 0 134 0 0 0 408
Non-Standard Errors 0 0 1 42 1 10 52 433
Nonstandard errors 0 0 11 11 1 9 44 44
Optimal Time Series Momentum 0 0 0 206 1 1 2 414
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 2 233 0 1 3 940
Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets 0 0 0 49 1 2 2 132
Reinforcement Learning in Limit Order Markets 0 0 3 60 0 1 8 149
Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning 0 0 0 47 0 0 0 161
Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment 0 0 0 144 0 0 0 440
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 0 0 0 17 0 0 0 85
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 0 0 0 30 0 0 1 133
The Dynamics of the Cobweb when Producers are Risk Averse Learners 0 0 0 30 0 0 0 131
The Fast and the Furious: Exchange Latency and Ever-fast Trading 0 0 0 19 2 3 4 54
The Microstructure of Endogenous Liquidity Provision 0 0 7 20 0 0 13 50
The Stochastic Dynamics of Speculative Prices 0 0 0 99 0 0 2 312
The case for market inefficiency: Investment style and market pricing 0 0 0 10 0 0 2 29
The effect of genetic algorithm learning with a classifier system in limit order markets 0 0 0 22 0 2 2 67
Time Series Momentum and Market Stability 1 1 1 76 1 1 2 243
Time-Varying Beta: A Boundedly Rational Equilibrium Approach 0 0 0 101 1 1 1 268
Time-Varying Economic Dominance Through Bistable Dynamics 0 0 0 11 0 0 0 39
Time-varying economic dominance in financial markets: A bistable dynamics approach 0 0 0 5 0 0 0 28
Toward a General Model of Financial Markets 0 0 0 48 0 0 0 123
Trading Heterogeneity Under Information Uncertainty 0 0 0 26 0 0 1 98
Volatility Clustering: A Nonlinear Theoretical Approach 0 0 0 52 1 1 3 151
Total Working Papers 2 6 48 8,276 13 65 245 29,459
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 0 1 2 104
A behavioral asset pricing model with a time-varying second moment 0 0 0 1 0 0 0 6
A behavioural model of investor sentiment in limit order markets 0 0 0 12 0 1 1 48
A dynamic analysis of moving average rules 0 1 6 216 0 2 10 667
Ambiguous price formation 0 0 1 4 0 0 5 8
An analysis of the cobweb model with boundedly rational heterogeneous producers 0 0 1 46 0 0 3 239
An analysis of the effect of noise in a heterogeneous agent financial market model 0 0 0 51 0 0 1 178
An evolutionary CAPM under heterogeneous beliefs 0 0 3 29 0 0 4 160
Asset allocation with time series momentum and reversal 0 0 0 9 0 0 1 58
Asset price and wealth dynamics under heterogeneous expectations 0 0 0 22 0 1 1 94
Boundedly rational equilibrium and risk premium 0 0 0 14 0 0 3 95
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 0 1 3 201
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 1 5 0 0 1 23
Commodity markets, price limiters and speculative price dynamics 0 0 1 114 0 2 3 396
Cross-section instability in financial markets: impatience, extrapolation, and switching 0 0 1 1 0 0 2 11
Disagreement in a Multi-Asset Market 0 0 0 13 0 1 1 54
Disagreement, correlation and asset prices 0 0 1 16 0 1 3 73
Do heterogeneous beliefs diversify market risk? 0 0 0 24 0 0 0 118
Does the market maker stabilize the market? 0 0 0 29 0 1 7 155
Dynamics of beliefs and learning under aL-processes -- the heterogeneous case 0 0 1 47 0 0 1 228
Dynamics of moving average rules in a continuous-time financial market model 0 0 0 16 0 0 0 133
Estimating behavioural heterogeneity under regime switching 0 0 0 23 2 2 2 113
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market 0 0 1 29 0 0 1 110
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 0 0 0 46 0 1 4 188
Herding, trend chasing and market volatility 0 0 1 22 0 0 3 85
Heterogeneity, convergence, and autocorrelations 0 0 0 45 0 0 2 243
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model 0 0 0 146 0 0 0 500
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 0 0 0 5 0 1 1 36
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model 0 0 1 38 0 0 2 139
Heterogeneous expectations and exchange rate dynamics 0 0 0 24 0 0 0 96
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework 0 0 2 73 0 1 3 222
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 0 0 2 26 1 4 6 99
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 0 2 3 43
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting 0 0 5 7 0 1 16 25
Learning, information processing and order submission in limit order markets 0 0 1 22 0 2 4 122
Machine learning and speed in high-frequency trading 0 5 7 20 0 6 15 79
Market mood, adaptive beliefs and asset price dynamics 0 0 0 1 0 0 0 14
Market stability switches in a continuous-time financial market with heterogeneous beliefs 0 0 1 32 0 0 1 120
Moving average rules as a source of market instability 0 0 0 10 0 0 1 71
Power-law behaviour, heterogeneity, and trend chasing 0 0 0 80 0 0 3 416
Prediction market prices under risk aversion and heterogeneous beliefs 0 1 1 10 0 1 2 57
Profitability of time series momentum 0 1 3 90 0 1 6 293
Reinforcement Learning Equilibrium in Limit Order Markets 0 0 0 3 1 2 3 19
Rollover risk and credit risk under time-varying margin 0 0 0 4 0 0 1 20
Social interaction, volatility clustering, and momentum 0 0 0 1 0 0 4 8
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 0 0 4 76
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 2 5 0 0 3 51
The dynamic behaviour of asset prices in disequilibrium: a survey 0 0 0 45 0 0 1 151
The stochastic bifurcation behaviour of speculative financial markets 0 0 1 9 2 2 3 49
Time-varying beta: a boundedly rational equilibrium approach 0 0 0 14 0 0 1 128
Trading heterogeneity under information uncertainty 0 0 1 9 0 0 1 45
Volatility clustering: A nonlinear theoretical approach 0 0 2 12 1 2 5 59
Total Journal Articles 0 8 47 1,582 7 39 153 6,726

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 0 0 0 9 47
Total Books 0 0 0 0 0 0 9 47

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 1 1 1
Allowing for Stochastic Interest Rates in the Black–Scholes Model 0 0 0 0 0 1 2 17
An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies 0 0 0 0 0 0 1 4
An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects 0 0 0 0 0 1 1 2
An Initial Attempt at Pricing an Option 0 0 0 0 0 0 0 3
Applying the General Pricing Framework 0 0 0 0 0 0 0 1
Change of Numeraire 0 0 0 0 2 2 12 29
Diversification Effect of Heterogeneous Beliefs 0 0 0 0 0 0 1 7
Dynamics of Beliefs and Learning Under aL-Processes—The Homogeneous Case 0 0 0 0 0 0 0 0
Interest Rate Derivatives: Multi-Factor Models 0 0 0 0 1 2 2 11
Interest Rate Derivatives: One Factor Spot Rate Models 0 0 0 0 0 0 0 5
Ito’s Lemma and Its Applications 0 0 1 1 1 2 8 67
Jump-Diffusion Processes 0 0 0 0 0 0 2 12
Manipulating Stochastic Differential Equations and Stochastic Integrals 0 0 0 0 0 1 1 4
Modelling Interest Rate Dynamics 0 0 0 0 0 0 2 8
Option Pricing Under Jump-Diffusion Processes 0 0 0 0 0 0 1 2
Partial Differential Equation Approach Under Geometric Jump-Diffusion Process 0 0 0 0 0 0 2 6
Portfolio Efficiency Under Heterogeneous Beliefs 0 0 0 0 0 1 1 6
Pricing Derivative Securities: A General Approach 0 0 0 0 1 2 13 60
Pricing Options Using Binomial Trees 0 0 0 0 0 0 2 7
Pricing the American Feature 0 0 0 0 0 1 1 5
Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment 0 0 0 0 0 0 0 1
Stochastic Processes for Asset Price Modelling 0 0 0 0 0 0 1 7
Stochastic Volatility 0 0 0 0 0 0 0 4
The Continuous Hedging Argument 0 0 0 0 0 0 0 7
The Heath–Jarrow–Morton Framework 0 0 0 0 0 3 7 14
The LIBOR Market Model 0 0 0 0 1 1 2 8
The Martingale Approach 0 0 0 0 0 0 1 7
The Paradigm Interest Rate Option Problem 0 0 0 0 0 0 6 12
The Partial Differential Equation Approach Under Geometric Brownian Motion 0 0 0 0 0 1 2 8
The Stochastic Differential Equation 0 0 0 1 0 1 1 6
The Stock Option Problem 0 0 0 0 0 0 2 8
Volatility Smiles 0 0 0 0 0 1 1 5
Total Chapters 0 0 1 2 6 21 76 344

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Statistics updated 2025-04-04