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 9 12 13 498
A Behavioural Model of Investor Sentiment in Limit Order Markets 0 0 1 126 5 6 8 312
A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs 0 0 1 5 4 6 9 54
A Dynamic Analysis of Moving Average Rules 0 0 2 498 5 9 17 1,532
A Dynamic Analysis of Moving Average Rules 0 1 1 653 4 8 9 2,065
A Dynamic Analysis of Moving Average Rules 0 0 0 134 3 11 12 526
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market 0 0 0 102 4 6 9 276
A Dynamic Heterogeneous Beliefs CAPM 0 0 0 133 4 10 12 291
A Dynamical Analysis of Moving Average Rules 0 0 0 9 3 6 7 1,649
A Framework for CAPM with Heterogenous Beliefs 0 0 2 219 0 1 6 504
A Non-Stationary Asset Pricing Model under Heterogeneous Expectations 0 0 0 0 4 4 4 217
Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis 0 0 0 134 3 4 6 362
Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis 0 0 1 136 4 5 7 327
Ambiguous Market Making 0 0 0 43 5 9 12 152
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 234 4 4 6 682
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 0 12 14 16 375
An Evolutionary CAPM Under Heterogeneous Beliefs 0 0 0 94 5 9 12 229
Are We Better-off for Working Hard? 0 0 1 34 1 3 5 120
Asset Price and Wealth Dynamics Under Heterogeneous Expectations 0 0 0 220 6 8 9 510
Asset Price and Wealth Dynamics under Heterogeneous Expectations 0 0 0 74 3 5 6 793
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 4 4 5 138
Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach 0 0 0 258 4 8 10 1,179
Asymmetry of technical analysis and market price volatility 0 0 0 0 3 4 6 20
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 5 5 7 1,017
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 3 6 8 1,073
Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio 0 0 1 95 3 8 11 208
Developing actionable trading agents 0 0 0 4 3 5 9 22
Differences in Opinion and Risk Premium 0 0 1 62 1 2 5 215
Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case 0 0 0 45 6 8 11 237
Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case 0 0 0 46 3 4 7 299
Dynamics of Moving Average Rules in a Continuous-time Financial Market Model 0 0 0 102 2 5 6 276
Estimating Behavioural Heterogeneity Under Regime Switching 0 0 0 90 1 1 1 288
Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies 0 0 0 0 4 4 5 14
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 0 3 5 5 289
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 111 3 7 8 800
Herding, Trend Chasing and Market Volatility 0 0 0 96 2 6 7 242
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 1 80 3 5 11 161
Heterogeneity, Market Mechanisms, and Asset Price Dynamics 0 1 2 293 4 9 17 650
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 6 10 10 221
Heterogeneity, Profitability and Autocorrelations 0 0 0 142 4 7 7 369
Heterogeneous Agent Models in Finance 0 0 1 181 2 11 20 475
Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model 0 0 0 42 3 4 5 157
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 25 2 4 6 45
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 26 3 6 9 61
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 31 1 4 5 56
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 2 3 4 140
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 2 2 3 107
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker 0 0 0 182 5 7 10 497
Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model 0 0 0 419 4 4 4 1,255
Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model 0 0 0 69 3 8 9 286
Heterogeneous Expectations and Exchange Rate Dynamics 0 0 1 97 5 12 14 195
Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework 0 0 0 114 4 7 9 350
Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 0 0 0 85 48 70 71 309
Learning and Evolution of Trading Strategies in Limit Order Markets 0 0 1 94 7 10 15 243
Learning and Information Dissemination in Limit Order Markets 0 0 0 50 7 9 12 167
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 4 5 7 506
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 3 8 10 203
Market Mood, Adaptive Beliefs and Asset Price Dynamics 0 0 0 99 3 5 7 342
Market Sentiment and Paradigm Shifts 0 0 0 91 6 6 9 300
Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs 0 0 0 38 2 2 3 160
Momentum and index investing: implications for market efficiency 0 0 0 0 0 0 1 42
Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy 0 0 0 134 5 9 11 419
Non-Standard Errors 0 0 2 44 8 20 40 466
Nonstandard errors 0 0 1 12 6 12 30 69
Optimal Time Series Momentum 0 1 1 207 3 6 8 421
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 1 4 4 944
Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets 0 0 0 49 1 4 6 136
Reinforcement Learning in Limit Order Markets 1 1 1 61 3 11 14 162
Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning 0 0 0 47 3 5 7 168
Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment 0 0 0 144 5 8 9 449
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 0 0 0 17 0 2 4 89
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 0 0 0 30 7 11 13 146
The Dynamics of the Cobweb when Producers are Risk Averse Learners 0 0 0 30 5 6 6 137
The Fast and the Furious: Exchange Latency and Ever-fast Trading 0 1 2 21 1 2 5 57
The Microstructure of Endogenous Liquidity Provision 0 0 0 20 4 11 12 62
The Stochastic Dynamics of Speculative Prices 0 0 0 99 1 2 4 316
The case for market inefficiency: Investment style and market pricing 0 0 0 10 3 5 5 34
The effect of genetic algorithm learning with a classifier system in limit order markets 0 0 0 22 1 3 8 74
Time Series Momentum and Market Stability 0 0 3 78 3 3 7 249
Time-Varying Beta: A Boundedly Rational Equilibrium Approach 0 0 0 101 4 10 12 279
Time-Varying Economic Dominance Through Bistable Dynamics 0 0 0 11 3 4 7 46
Time-varying economic dominance in financial markets: A bistable dynamics approach 0 0 0 5 3 3 6 34
Toward a General Model of Financial Markets 0 0 0 48 1 4 5 128
Trading Heterogeneity Under Information Uncertainty 0 0 0 26 3 8 11 109
Volatility Clustering: A Nonlinear Theoretical Approach 0 0 0 52 6 10 14 164
Total Working Papers 1 5 27 8,299 351 603 822 30,246
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 4 6 9 112
A behavioral asset pricing model with a time-varying second moment 0 0 0 1 5 10 10 16
A behavioural model of investor sentiment in limit order markets 0 0 0 12 2 3 4 52
A dynamic analysis of moving average rules 0 0 1 216 2 7 12 677
Ambiguous price formation 0 0 0 4 5 8 12 20
An analysis of the cobweb model with boundedly rational heterogeneous producers 1 1 1 47 5 9 12 251
An analysis of the effect of noise in a heterogeneous agent financial market model 0 0 0 51 1 7 7 185
An evolutionary CAPM under heterogeneous beliefs 0 0 2 31 1 3 9 169
Asset allocation with time series momentum and reversal 0 1 2 11 4 7 14 72
Asset price and wealth dynamics under heterogeneous expectations 0 0 0 22 4 6 9 103
Boundedly rational equilibrium and risk premium 0 0 0 14 5 13 14 109
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 4 5 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 3 4 4 27
Commodity markets, price limiters and speculative price dynamics 0 0 0 114 2 4 8 403
Cross-section instability in financial markets: impatience, extrapolation, and switching 0 0 0 1 0 1 2 13
Disagreement in a Multi-Asset Market 0 0 0 13 1 1 5 59
Disagreement, correlation and asset prices 0 0 0 16 2 2 3 75
Do heterogeneous beliefs diversify market risk? 0 0 0 24 5 6 7 125
Does the market maker stabilize the market? 0 0 1 30 6 8 10 164
Dynamics of beliefs and learning under aL-processes -- the heterogeneous case 0 0 0 47 5 7 8 236
Dynamics of moving average rules in a continuous-time financial market model 0 0 0 16 0 1 5 138
Estimating behavioural heterogeneity under regime switching 0 0 0 23 1 2 7 118
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market 0 0 1 30 3 5 8 118
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 0 0 0 46 7 9 12 199
Herding, trend chasing and market volatility 0 0 1 23 6 8 10 95
Heterogeneity, convergence, and autocorrelations 0 0 0 45 3 4 7 250
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model 0 0 0 146 7 8 9 509
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 1 1 3 8 6 9 20 55
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model 0 0 0 38 3 6 12 151
Heterogeneous expectations and exchange rate dynamics 0 0 0 24 2 3 7 103
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework 0 0 0 73 3 5 9 230
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 0 0 1 27 3 9 19 115
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 5 7 7 50
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting 0 0 0 7 2 4 12 36
Learning, information processing and order submission in limit order markets 0 0 0 22 3 10 13 134
Machine learning and speed in high-frequency trading 0 1 4 23 10 18 31 108
Market mood, adaptive beliefs and asset price dynamics 0 0 0 1 5 7 9 23
Market stability switches in a continuous-time financial market with heterogeneous beliefs 0 0 1 33 4 5 8 128
Moving average rules as a source of market instability 0 0 0 10 2 3 7 78
Power-law behaviour, heterogeneity, and trend chasing 0 0 0 80 4 5 7 423
Prediction market prices under risk aversion and heterogeneous beliefs 0 0 0 10 3 10 16 73
Profitability of time series momentum 0 0 2 92 19 33 42 335
Reinforcement Learning Equilibrium in Limit Order Markets 0 0 0 3 3 7 12 30
Reinforcement learning and rational expectations equilibrium in limit order markets 0 1 1 1 3 10 18 18
Rollover risk and credit risk under time-varying margin 0 0 0 4 4 6 8 28
Social interaction, volatility clustering, and momentum 0 0 0 1 11 20 23 31
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 2 5 6 82
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 0 5 2 7 7 58
The dynamic behaviour of asset prices in disequilibrium: a survey 0 0 0 45 8 10 12 163
The stochastic bifurcation behaviour of speculative financial markets 0 1 1 10 5 15 20 67
Time-varying beta: a boundedly rational equilibrium approach 0 0 0 14 6 8 10 138
Trading heterogeneity under information uncertainty 0 0 0 9 7 10 12 57
Volatility clustering: A nonlinear theoretical approach 0 0 0 12 3 3 11 69
Total Journal Articles 2 6 22 1,602 221 389 582 7,286

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Derivative Security Pricing 0 0 1 1 1 5 15 62
Total Books 0 0 1 1 1 5 15 62

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 0 2 2
Allowing for Stochastic Interest Rates in the Black–Scholes Model 0 0 0 0 5 6 8 25
An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies 0 0 0 0 2 3 3 7
An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects 0 0 0 0 1 4 5 7
An Initial Attempt at Pricing an Option 0 0 0 0 1 5 6 9
Applying the General Pricing Framework 0 0 0 0 3 7 7 8
Change of Numeraire 0 0 0 0 2 3 5 32
Diversification Effect of Heterogeneous Beliefs 0 0 0 0 1 1 1 8
Dynamics of Beliefs and Learning Under aL-Processes—The Homogeneous Case 0 0 0 0 4 6 7 7
Interest Rate Derivatives: Multi-Factor Models 0 0 0 0 2 2 6 15
Interest Rate Derivatives: One Factor Spot Rate Models 0 0 0 0 2 6 9 14
Ito’s Lemma and Its Applications 0 0 0 1 0 0 5 71
Jump-Diffusion Processes 0 0 0 0 1 2 3 15
Manipulating Stochastic Differential Equations and Stochastic Integrals 0 0 0 0 2 3 4 7
Modelling Interest Rate Dynamics 0 0 0 0 0 3 4 12
Option Pricing Under Jump-Diffusion Processes 0 0 0 0 2 2 3 5
Partial Differential Equation Approach Under Geometric Jump-Diffusion Process 0 0 0 0 1 2 3 9
Portfolio Efficiency Under Heterogeneous Beliefs 0 0 0 0 1 1 3 8
Pricing Derivative Securities: A General Approach 0 0 0 0 2 4 7 66
Pricing Options Using Binomial Trees 0 0 0 0 1 5 5 12
Pricing the American Feature 0 0 0 0 3 9 10 14
Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment 0 0 0 0 2 3 3 4
Stochastic Processes for Asset Price Modelling 0 0 0 0 0 1 3 10
Stochastic Volatility 0 0 0 0 1 6 7 11
The Continuous Hedging Argument 0 0 0 0 3 4 5 12
The Heath–Jarrow–Morton Framework 0 0 0 0 2 7 10 21
The LIBOR Market Model 0 0 0 0 0 0 1 8
The Martingale Approach 0 0 0 0 2 4 4 11
The Paradigm Interest Rate Option Problem 0 0 0 0 4 7 7 19
The Partial Differential Equation Approach Under Geometric Brownian Motion 0 0 0 0 1 1 2 10
The Stochastic Differential Equation 0 0 1 2 2 4 7 13
The Stock Option Problem 0 0 0 0 5 6 6 14
Volatility Smiles 0 0 0 0 2 5 6 10
Total Chapters 0 0 1 3 60 122 167 496

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Statistics updated 2026-02-12