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 2 3 22 508
A Behavioural Model of Investor Sentiment in Limit Order Markets 0 0 0 126 2 3 10 316
A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs 0 0 0 5 2 2 15 63
A Dynamic Analysis of Moving Average Rules 0 0 0 134 0 2 23 538
A Dynamic Analysis of Moving Average Rules 0 0 0 498 1 1 24 1,547
A Dynamic Analysis of Moving Average Rules 1 1 3 655 4 5 15 2,072
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market 0 0 0 102 2 3 14 284
A Dynamic Heterogeneous Beliefs CAPM 0 0 0 133 0 1 16 297
A Dynamical Analysis of Moving Average Rules 0 0 0 9 1 1 13 1,656
A Framework for CAPM with Heterogenous Beliefs 0 0 0 219 1 1 8 511
A Non-Stationary Asset Pricing Model under Heterogeneous Expectations 0 0 0 0 2 2 8 221
Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis 0 0 0 134 2 4 12 370
Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis 0 0 0 136 2 4 15 337
Ambiguous Market Making 0 0 0 43 3 4 17 160
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 234 0 2 10 688
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 0 2 2 22 383
An Evolutionary CAPM Under Heterogeneous Beliefs 0 0 0 94 1 9 25 245
Are We Better-off for Working Hard? 1 1 1 35 3 4 9 126
Asset Price and Wealth Dynamics Under Heterogeneous Expectations 0 0 0 220 1 2 14 516
Asset Price and Wealth Dynamics under Heterogeneous Expectations 0 0 0 74 3 5 15 803
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 1 1 9 143
Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach 0 0 0 258 2 2 10 1,181
Asymmetry of technical analysis and market price volatility 0 0 0 0 1 3 13 29
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 2 10 18 1,030
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 1 1 13 1,080
Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio 0 0 2 97 2 4 20 220
Developing actionable trading agents 1 1 1 5 2 3 10 27
Differences in Opinion and Risk Premium 0 0 0 62 2 3 8 221
Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case 0 0 1 46 1 1 17 246
Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case 0 0 0 46 0 2 8 303
Dynamics of Moving Average Rules in a Continuous-time Financial Market Model 0 1 1 103 1 2 9 280
Estimating Behavioural Heterogeneity Under Regime Switching 0 0 0 90 2 3 8 295
Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies 0 0 0 0 1 1 6 16
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 0 0 1 13 297
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 111 2 4 16 809
Herding, Trend Chasing and Market Volatility 0 0 0 96 1 1 9 245
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 0 80 3 5 11 167
Heterogeneity, Market Mechanisms, and Asset Price Dynamics 0 0 1 293 2 9 21 662
Heterogeneity, Profitability and Autocorrelations 0 0 0 142 3 4 16 378
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 1 1 18 229
Heterogeneous Agent Models in Finance 0 1 3 184 5 21 73 537
Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model 0 0 1 43 1 1 9 162
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 1 26 1 1 11 52
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 31 1 1 13 65
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 26 1 1 17 72
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 2 3 7 144
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 0 0 6 111
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker 0 0 0 182 2 3 15 505
Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model 1 1 1 420 1 3 14 1,265
Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model 0 0 0 69 1 1 13 291
Heterogeneous Expectations and Exchange Rate Dynamics 0 0 1 98 6 9 27 210
Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework 0 0 0 114 1 1 12 355
Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 0 0 0 85 2 2 78 317
Learning and Evolution of Trading Strategies in Limit Order Markets 0 0 0 94 1 1 13 246
Learning and Information Dissemination in Limit Order Markets 0 0 0 50 0 4 23 181
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 3 4 17 518
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 2 3 14 209
Market Mood, Adaptive Beliefs and Asset Price Dynamics 0 0 0 99 0 1 13 350
Market Sentiment and Paradigm Shifts 1 1 1 92 4 5 19 313
Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs 0 0 0 38 0 0 5 163
Momentum and index investing: implications for market efficiency 0 0 0 0 2 2 5 47
Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy 0 0 0 134 0 12 25 435
Non-Standard Errors 0 1 1 45 2 3 41 487
Nonstandard errors 0 1 1 13 1 3 28 85
Optimal Time Series Momentum 0 0 2 208 2 3 16 431
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 2 2 11 951
Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets 0 0 1 50 2 2 14 146
Reinforcement Learning in Limit Order Markets 1 2 4 64 6 10 28 179
Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning 0 0 0 47 1 2 10 173
Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment 0 0 0 144 0 0 12 453
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 0 0 0 17 3 3 8 95
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 0 0 0 30 2 2 19 154
The Dynamics of the Cobweb when Producers are Risk Averse Learners 0 0 0 30 2 3 15 146
The Fast and the Furious: Exchange Latency and Ever-fast Trading 0 0 1 21 3 5 10 65
The Microstructure of Endogenous Liquidity Provision 0 0 3 23 4 5 29 80
The Stochastic Dynamics of Speculative Prices 0 0 0 99 0 8 12 326
The case for market inefficiency: Investment style and market pricing 0 0 0 10 2 2 12 41
The effect of genetic algorithm learning with a classifier system in limit order markets 0 0 0 22 3 4 10 81
Time Series Momentum and Market Stability 0 0 0 78 2 2 10 256
Time-Varying Beta: A Boundedly Rational Equilibrium Approach 0 0 0 101 1 2 17 286
Time-Varying Economic Dominance Through Bistable Dynamics 0 0 0 11 4 4 12 54
Time-varying economic dominance in financial markets: A bistable dynamics approach 0 0 1 6 3 5 12 43
Toward a General Model of Financial Markets 0 0 0 48 3 4 12 136
Trading Heterogeneity Under Information Uncertainty 0 0 0 26 4 5 16 117
Volatility Clustering: A Nonlinear Theoretical Approach 0 0 0 52 4 4 22 176
Total Working Papers 6 11 32 8,326 156 283 1,365 31,008
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 3 4 17 123
A behavioral asset pricing model with a time-varying second moment 0 0 0 1 0 1 12 18
A behavioural model of investor sentiment in limit order markets 0 0 0 12 2 3 12 61
A dynamic analysis of moving average rules 0 0 0 216 1 2 15 685
Ambiguous price formation 0 0 2 6 4 4 21 33
An analysis of the cobweb model with boundedly rational heterogeneous producers 0 0 1 47 1 1 12 254
An analysis of the effect of noise in a heterogeneous agent financial market model 0 0 0 51 0 1 12 190
An evolutionary CAPM under heterogeneous beliefs 0 0 1 32 1 1 13 179
Asset allocation with time series momentum and reversal 0 1 3 13 2 7 34 99
Asset price and wealth dynamics under heterogeneous expectations 0 0 0 22 0 2 13 110
Boundedly rational equilibrium and risk premium 0 0 0 14 2 2 16 112
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 1 1 7 210
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 0 5 28
Commodity markets, price limiters and speculative price dynamics 0 0 0 114 2 2 9 408
Cross-section instability in financial markets: impatience, extrapolation, and switching 0 0 0 1 2 2 8 20
Disagreement in a Multi-Asset Market 0 0 1 14 1 1 5 63
Disagreement, correlation and asset prices 0 0 0 16 0 1 11 84
Do heterogeneous beliefs diversify market risk? 0 0 0 24 0 0 10 129
Does the market maker stabilize the market? 0 0 0 30 1 1 12 168
Dynamics of beliefs and learning under aL-processes -- the heterogeneous case 0 0 1 48 1 1 13 242
Dynamics of moving average rules in a continuous-time financial market model 0 0 0 16 3 4 6 143
Estimating behavioural heterogeneity under regime switching 0 0 0 23 5 5 13 129
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market 0 0 0 30 1 1 7 120
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 0 0 0 46 1 1 17 207
Herding, trend chasing and market volatility 0 0 0 23 2 18 30 117
Heterogeneity, convergence, and autocorrelations 0 0 0 45 0 1 7 253
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model 0 0 0 146 2 2 17 518
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 0 0 2 9 2 4 25 71
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model 0 0 2 40 2 4 19 164
Heterogeneous expectations and exchange rate dynamics 0 0 1 25 1 1 9 109
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework 0 0 0 73 2 2 17 242
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 1 1 1 28 1 2 19 125
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 2 3 22 65
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting 0 1 5 12 0 2 19 51
Learning, information processing and order submission in limit order markets 0 0 0 22 1 3 17 141
Machine learning and speed in high-frequency trading 0 0 3 25 1 3 43 133
Market mood, adaptive beliefs and asset price dynamics 0 0 0 1 0 1 11 27
Market stability switches in a continuous-time financial market with heterogeneous beliefs 0 0 0 33 1 4 18 141
Moving average rules as a source of market instability 0 0 0 10 1 1 5 80
Power-law behaviour, heterogeneity, and trend chasing 0 0 0 80 1 3 9 427
Prediction market prices under risk aversion and heterogeneous beliefs 0 0 0 10 1 2 23 86
Profitability of time series momentum 0 3 3 95 5 11 61 363
Reinforcement Learning Equilibrium in Limit Order Markets 0 0 0 3 2 5 21 44
Reinforcement learning and rational expectations equilibrium in limit order markets 0 0 1 1 1 4 24 32
Rollover risk and credit risk under time-varying margin 0 0 0 4 0 0 9 31
Social interaction, volatility clustering, and momentum 0 0 0 1 4 4 34 45
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 4 6 18 95
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 0 5 2 3 18 69
The dynamic behaviour of asset prices in disequilibrium: a survey 0 0 1 46 2 3 17 170
The stochastic bifurcation behaviour of speculative financial markets 0 0 1 10 1 1 21 73
Time-varying beta: a boundedly rational equilibrium approach 0 0 0 14 1 1 12 142
Trading heterogeneity under information uncertainty 0 0 0 9 0 1 14 61
Volatility clustering: A nonlinear theoretical approach 0 0 0 12 0 0 11 77
Total Journal Articles 1 6 29 1,625 76 143 870 7,767

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 0 2 14 71
Total Books 0 0 0 1 0 2 14 71

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 1 1 3 5
Allowing for Stochastic Interest Rates in the Black–Scholes Model 0 0 0 0 0 1 14 33
An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies 0 0 0 0 0 0 5 9
An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects 0 0 0 0 1 1 8 11
An Initial Attempt at Pricing an Option 0 0 0 0 1 2 11 15
Applying the General Pricing Framework 0 0 0 0 1 1 10 11
Change of Numeraire 0 0 0 0 2 2 9 38
Diversification Effect of Heterogeneous Beliefs 0 0 0 0 0 1 7 14
Dynamics of Beliefs and Learning Under aL-Processes—The Homogeneous Case 0 0 0 0 3 3 12 13
Interest Rate Derivatives: Multi-Factor Models 0 0 0 0 0 1 4 17
Interest Rate Derivatives: One Factor Spot Rate Models 0 0 0 0 0 1 12 20
Ito’s Lemma and Its Applications 0 0 0 1 1 1 12 83
Jump-Diffusion Processes 0 0 0 0 0 0 5 18
Manipulating Stochastic Differential Equations and Stochastic Integrals 0 0 0 0 1 2 8 12
Modelling Interest Rate Dynamics 0 0 0 0 2 2 12 21
Option Pricing Under Jump-Diffusion Processes 0 0 0 0 3 4 10 13
Partial Differential Equation Approach Under Geometric Jump-Diffusion Process 0 0 0 0 0 0 4 11
Portfolio Efficiency Under Heterogeneous Beliefs 0 0 0 0 2 2 7 14
Pricing Derivative Securities: A General Approach 0 0 0 0 3 3 15 77
Pricing Options Using Binomial Trees 0 0 0 0 1 1 10 17
Pricing the American Feature 0 0 0 0 0 0 12 17
Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment 0 0 0 0 0 0 5 6
Stochastic Processes for Asset Price Modelling 0 0 0 0 1 1 7 16
Stochastic Volatility 0 0 0 0 1 2 14 19
The Continuous Hedging Argument 0 0 0 0 0 0 6 14
The Heath–Jarrow–Morton Framework 0 0 0 0 2 3 14 28
The LIBOR Market Model 0 0 0 0 1 1 3 11
The Martingale Approach 0 0 0 0 0 0 7 14
The Paradigm Interest Rate Option Problem 0 0 0 0 2 2 12 24
The Partial Differential Equation Approach Under Geometric Brownian Motion 0 0 0 0 1 1 7 16
The Stochastic Differential Equation 0 0 0 2 0 1 8 17
The Stock Option Problem 0 0 0 0 1 1 11 19
Volatility Smiles 0 0 0 0 2 3 12 17
Total Chapters 0 0 0 3 33 44 296 670

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Statistics updated 2026-11-12