Access Statistics for Xuezhong 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 2 146 2 2 6 477
A Behavioural Model of Investor Sentiment in Limit Order Markets 0 1 10 114 2 9 45 261
A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs 0 0 1 1 0 1 13 16
A Dynamic Analysis of Moving Average Rules 0 0 1 648 1 2 7 2,020
A Dynamic Analysis of Moving Average Rules 0 0 1 130 2 2 14 474
A Dynamic Analysis of Moving Average Rules 0 1 3 494 1 2 6 1,494
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market 0 0 0 101 0 0 3 248
A Dynamic Heterogeneous Beliefs CAPM 0 0 2 129 0 0 3 254
A Dynamical Analysis of Moving Average Rules 0 0 0 9 2 3 8 1,601
A Framework for CAPM with Heterogenous Beliefs 0 0 5 208 1 1 10 478
A Non-Stationary Asset Pricing Model under Heterogeneous Expectations 0 0 0 0 0 0 4 207
Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis 0 0 0 131 0 0 4 339
Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis 0 0 1 129 0 0 3 303
Ambiguous Market Making 1 1 7 36 1 1 20 82
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 1 232 0 0 2 661
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 0 1 3 8 344
An Evolutionary CAPM Under Heterogeneous Beliefs 0 0 0 89 1 2 9 179
Are We Better-off for Working Hard? 1 2 11 26 3 10 51 80
Asset Price and Wealth Dynamics Under Heterogeneous Expectations 0 0 1 215 0 1 7 476
Asset Price and Wealth Dynamics under Heterogeneous Expectations 0 0 0 74 1 2 5 761
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 29 4 4 6 93
Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach 0 0 3 258 2 3 10 1,151
Asymmetry of technical analysis and market price volatility 0 0 0 0 0 0 2 2
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 112 1 3 5 983
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 1 352 2 3 8 1,049
Developing actionable trading agents 0 0 0 0 0 0 2 2
Differences in Opinion and Risk Premium 0 0 1 59 1 1 4 182
Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case 0 0 0 45 2 2 4 216
Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case 0 0 0 46 0 1 2 282
Dynamics of Moving Average Rules in a Continuous-time Financial Market Model 0 0 0 101 0 0 1 255
Estimating Behavioural Heterogeneity Under Regime Switching 0 0 2 89 0 1 9 263
Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies 0 0 0 0 0 0 0 0
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 0 1 3 5 264
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 111 1 1 3 780
Herding, Trend Chasing and Market Volatility 0 0 2 94 2 4 8 208
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 0 76 0 2 3 138
Heterogeneity, Market Mechanisms, and Asset Price Dynamics 0 0 6 271 1 1 11 575
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 1 1 5 200
Heterogeneity, Profitability and Autocorrelations 0 0 1 141 0 0 2 353
Heterogeneous Agent Models in Finance 1 5 24 71 9 26 95 165
Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model 0 0 1 37 2 2 5 131
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 26 0 1 8 42
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 30 0 0 1 35
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 25 0 0 2 27
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 29 3 3 6 86
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 24 1 2 4 81
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker 1 1 3 175 2 4 10 454
Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model 1 1 2 417 2 3 12 1,228
Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model 0 0 0 69 5 5 8 264
Heterogeneous Expectations and Exchange Rate Dynamics 0 0 1 93 0 3 11 162
Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework 0 0 0 112 1 3 7 324
Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 0 1 12 80 0 2 28 197
Learning and Evolution of Trading Strategies in Limit Order Markets 0 1 2 90 0 1 4 215
Learning and Information Dissemination in Limit Order Markets 0 1 4 45 1 3 12 135
Long Memory, Heterogeneity and Trend Chasing 0 0 0 177 0 0 2 479
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 2 4 7 179
Market Mood, Adaptive Beliefs and Asset Price Dynamics 1 1 3 96 1 1 7 315
Market Sentiment and Paradigm Shifts 0 1 5 78 2 7 26 234
Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs 0 0 0 36 1 2 3 142
Momentum and index investing: implications for market efficiency 0 0 0 0 0 0 1 7
Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy 0 0 1 132 0 0 5 395
Optimal Time Series Momentum 2 5 17 188 3 9 48 349
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 1 2 10 212 4 8 30 845
Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets 0 0 1 49 7 7 9 114
Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning 0 0 0 45 1 1 1 145
Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment 0 0 0 143 0 1 5 423
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 0 0 0 15 1 2 3 63
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 0 0 0 24 1 3 9 96
The Dynamics of the Cobweb when Producers are Risk Averse Learners 0 0 0 29 0 1 2 120
The Stochastic Dynamics of Speculative Prices 0 0 1 96 0 1 6 301
The case for market inefficiency: Investment style and market pricing 0 0 1 3 0 0 4 7
The effect of genetic algorithm learning with a classifier system in limit order markets 0 2 5 14 2 6 26 28
Time Series Momentum and Market Stability 0 2 6 71 1 4 14 197
Time-Varying Beta: A Boundedly Rational Equilibrium Approach 0 0 1 99 0 0 5 251
Time-Varying Economic Dominance Through Bistable Dynamics 0 0 2 7 2 3 12 21
Time-varying economic dominance in financial markets: A bistable dynamics approach 0 0 2 3 0 1 5 6
Toward a General Model of Financial Markets 0 3 4 43 1 5 9 95
Trading Heterogeneity Under Information Uncertainty 0 0 1 24 1 3 11 68
Volatility Clustering: A Nonlinear Theoretical Approach 0 0 6 50 1 5 23 131
Total Working Papers 9 31 177 7,653 93 203 804 26,308


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 1 1 25 0 1 3 87
A behavioural model of investor sentiment in limit order markets 0 0 1 3 0 1 7 15
A dynamic analysis of moving average rules 0 0 3 197 3 7 20 603
An analysis of the cobweb model with boundedly rational heterogeneous producers 0 0 1 40 0 0 2 219
An analysis of the effect of noise in a heterogeneous agent financial market model 0 0 1 48 1 3 7 157
An evolutionary CAPM under heterogeneous beliefs 0 0 0 20 0 2 6 114
Asset allocation with time series momentum and reversal 0 0 4 4 3 8 24 28
Asset price and wealth dynamics under heterogeneous expectations 0 0 0 18 0 2 5 76
Boundedly rational equilibrium and risk premium 0 0 0 13 0 0 0 80
Butter mountains, milk lakes and optimal price limiters 0 0 1 17 0 0 1 162
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 1 2 2 6 6
Commodity markets, price limiters and speculative price dynamics 0 0 1 107 2 4 12 363
Disagreement in a Multi-Asset Market 0 0 0 12 1 3 4 39
Disagreement, correlation and asset prices 0 0 0 13 1 1 3 59
Do heterogeneous beliefs diversify market risk? 0 0 1 20 0 0 2 101
Does the market maker stabilize the market? 0 0 2 19 0 2 6 87
Dynamics of beliefs and learning under aL-processes -- the heterogeneous case 0 0 0 42 0 1 4 213
Dynamics of moving average rules in a continuous-time financial market model 0 0 1 14 2 2 4 117
Estimating behavioural heterogeneity under regime switching 0 0 1 16 1 2 6 89
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market 0 1 5 19 2 4 13 84
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 1 1 4 39 3 3 11 161
Herding, trend chasing and market volatility 0 0 2 16 0 1 7 58
Heterogeneity, convergence, and autocorrelations 1 1 1 44 1 7 33 195
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model 0 1 3 143 5 6 15 479
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 0 1 1 1 1 3 7 7
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model 0 0 1 29 1 2 6 101
Heterogeneous expectations and exchange rate dynamics 0 0 1 21 0 0 5 72
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework 0 2 5 66 0 4 14 184
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 0 2 3 14 1 3 10 55
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 3 5 1 5 14 25
Learning, information processing and order submission in limit order markets 0 0 3 14 1 1 9 83
Market stability switches in a continuous-time financial market with heterogeneous beliefs 0 0 0 30 0 0 4 104
Moving average rules as a source of market instability 0 0 0 9 1 3 5 54
Power-law behaviour, heterogeneity, and trend chasing 1 1 3 75 2 8 30 351
Prediction market prices under risk aversion and heterogeneous beliefs 0 0 0 4 0 3 5 26
Profitability of time series momentum 0 3 16 60 2 5 38 176
Rollover risk and credit risk under time-varying margin 0 1 2 2 0 1 2 9
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 2 3 6 57
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 0 1 1 5 11 25
The dynamic behaviour of asset prices in disequilibrium: a survey 0 0 1 43 1 1 6 137
The stochastic bifurcation behaviour of speculative financial markets 0 0 1 5 0 0 1 32
Time-varying beta: a boundedly rational equilibrium approach 0 0 0 11 2 2 4 91
Trading heterogeneity under information uncertainty 0 0 2 6 0 0 7 29
Volatility clustering: A nonlinear theoretical approach 0 0 1 3 3 3 8 24
Total Journal Articles 3 15 77 1,297 46 114 393 5,234


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 2 7
Total Books 0 0 0 0 0 0 2 7


Statistics updated 2019-10-05