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 0 0 2 126 0 0 3 305
A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs 0 0 1 5 0 1 3 48
A Dynamic Analysis of Moving Average Rules 0 0 0 652 0 0 1 2,057
A Dynamic Analysis of Moving Average Rules 0 0 0 134 0 0 2 514
A Dynamic Analysis of Moving Average Rules 0 0 0 496 1 1 3 1,517
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market 0 0 0 102 0 0 2 267
A Dynamic Heterogeneous Beliefs CAPM 0 0 0 133 0 1 4 281
A Dynamical Analysis of Moving Average Rules 0 0 0 9 0 0 2 1,642
A Framework for CAPM with Heterogenous Beliefs 0 0 4 217 0 0 5 498
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 1 1 2 357
Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis 0 0 0 135 1 1 1 321
Ambiguous Market Making 0 0 0 43 0 0 1 141
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 0 1 1 2 360
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 234 1 1 1 677
An Evolutionary CAPM Under Heterogeneous Beliefs 0 0 0 94 0 0 0 217
Are We Better-off for Working Hard? 0 0 2 34 0 1 3 117
Asset Price and Wealth Dynamics Under Heterogeneous Expectations 0 0 0 220 0 0 2 501
Asset Price and Wealth Dynamics under Heterogeneous Expectations 0 0 0 74 0 0 2 787
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 1 4 134
Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach 0 0 0 258 0 0 1 1,170
Asymmetry of technical analysis and market price volatility 0 0 0 0 0 1 1 15
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 0 0 1 1,011
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 0 0 1 1,065
Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio 0 0 1 94 1 1 4 198
Developing actionable trading agents 0 0 0 4 0 1 1 14
Differences in Opinion and Risk Premium 0 0 0 61 1 1 1 211
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 1 2 271
Estimating Behavioural Heterogeneity Under Regime Switching 0 0 0 90 0 0 0 287
Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies 0 0 0 0 1 1 1 10
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 111 0 0 0 792
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 1 2 151
Heterogeneity, Market Mechanisms, and Asset Price Dynamics 0 1 4 292 0 1 7 635
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 0 0 2 211
Heterogeneity, Profitability and Autocorrelations 0 0 1 142 0 0 1 362
Heterogeneous Agent Models in Finance 0 0 2 180 0 2 9 457
Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model 0 0 0 42 0 0 0 152
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 25 0 0 1 39
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 31 0 1 3 52
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 26 0 0 1 52
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 0 1 2 137
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 1 1 3 488
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 0 2 278
Heterogeneous Expectations and Exchange Rate Dynamics 0 0 0 96 1 1 2 182
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 1 1 94 1 2 4 231
Learning and Information Dissemination in Limit Order Markets 0 0 0 50 1 2 2 157
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 0 4 335
Market Sentiment and Paradigm Shifts 0 0 1 91 0 2 5 293
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 2 3 44 2 7 42 440
Nonstandard errors 0 0 5 11 2 3 33 47
Optimal Time Series Momentum 0 0 0 206 0 1 2 415
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 0 0 233 0 0 1 940
Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets 0 0 0 49 0 0 2 132
Reinforcement Learning in Limit Order Markets 0 0 3 60 0 1 8 150
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 1 1 441
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 1 1 2 134
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 0 0 3 54
The Microstructure of Endogenous Liquidity Provision 0 0 2 20 0 0 3 50
The Stochastic Dynamics of Speculative Prices 0 0 0 99 0 0 0 312
The case for market inefficiency: Investment style and market pricing 0 0 0 10 0 0 0 29
The effect of genetic algorithm learning with a classifier system in limit order markets 0 0 0 22 0 0 2 67
Time Series Momentum and Market Stability 0 0 1 76 0 0 1 243
Time-Varying Beta: A Boundedly Rational Equilibrium Approach 0 0 0 101 0 0 1 268
Time-Varying Economic Dominance Through Bistable Dynamics 0 0 0 11 0 1 1 40
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 1 1 124
Trading Heterogeneity Under Information Uncertainty 0 0 0 26 0 0 1 98
Volatility Clustering: A Nonlinear Theoretical Approach 0 0 0 52 0 1 4 152
Total Working Papers 0 4 33 8,280 17 46 216 29,505
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 0 1 104
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 0 1 48
A dynamic analysis of moving average rules 0 0 2 216 0 0 6 667
Ambiguous price formation 0 0 1 4 0 1 6 9
An analysis of the cobweb model with boundedly rational heterogeneous producers 0 0 1 46 0 1 4 240
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 1 1 3 30 1 1 4 161
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 2 95
Boundedly rational equilibrium and risk premium 0 0 0 14 0 1 4 96
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 0 0 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 1 4 397
Cross-section instability in financial markets: impatience, extrapolation, and switching 0 0 0 1 1 1 2 12
Disagreement in a Multi-Asset Market 0 0 0 13 0 0 1 54
Disagreement, correlation and asset prices 0 0 0 16 0 0 2 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 0 3 155
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 3 3 5 116
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market 0 1 2 30 0 2 3 112
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 0 0 0 46 1 1 5 189
Herding, trend chasing and market volatility 0 0 1 22 0 0 2 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 1 1 1 501
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 0 0 0 5 2 2 3 38
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 1 1 97
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework 0 0 2 73 0 0 3 222
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 0 0 1 26 2 3 8 102
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 0 0 3 43
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting 0 0 4 7 2 4 16 29
Learning, information processing and order submission in limit order markets 0 0 1 22 0 0 4 122
Machine learning and speed in high-frequency trading 0 1 8 21 2 6 19 85
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 1 2 72
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 0 1 10 0 0 2 57
Profitability of time series momentum 0 1 3 91 0 4 8 297
Reinforcement Learning Equilibrium in Limit Order Markets 0 0 0 3 0 0 3 19
Reinforcement learning and rational expectations equilibrium in limit order markets 0 0 0 0 2 2 5 5
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 3 8
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 0 0 3 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 1 1 4 50
Time-varying beta: a boundedly rational equilibrium approach 0 0 0 14 0 1 2 129
Trading heterogeneity under information uncertainty 0 0 1 9 0 0 1 45
Volatility clustering: A nonlinear theoretical approach 0 0 1 12 0 0 4 59
Total Journal Articles 1 4 40 1,586 18 39 170 6,768

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Derivative Security Pricing 0 1 1 1 0 1 8 48
Total Books 0 1 1 1 0 1 8 48

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 1 1
Allowing for Stochastic Interest Rates in the Black–Scholes Model 0 0 0 0 0 0 1 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 0 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 0 0 7 29
Diversification Effect of Heterogeneous Beliefs 0 0 0 0 0 0 0 7
Dynamics of Beliefs and Learning Under aL-Processes—The Homogeneous Case 0 0 0 0 0 1 1 1
Interest Rate Derivatives: Multi-Factor Models 0 0 0 0 0 0 2 11
Interest Rate Derivatives: One Factor Spot Rate Models 0 0 0 0 0 1 1 6
Ito’s Lemma and Its Applications 0 0 1 1 1 2 7 69
Jump-Diffusion Processes 0 0 0 0 0 0 0 12
Manipulating Stochastic Differential Equations and Stochastic Integrals 0 0 0 0 0 0 1 4
Modelling Interest Rate Dynamics 0 0 0 0 0 0 1 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 0 6
Portfolio Efficiency Under Heterogeneous Beliefs 0 0 0 0 0 0 1 6
Pricing Derivative Securities: A General Approach 0 0 0 0 2 2 8 62
Pricing Options Using Binomial Trees 0 0 0 0 0 0 2 7
Pricing the American Feature 0 0 0 0 0 0 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 0 5 14
The LIBOR Market Model 0 0 0 0 0 0 2 8
The Martingale Approach 0 0 0 0 0 0 0 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 0 2 8
The Stochastic Differential Equation 0 1 1 2 0 2 3 8
The Stock Option Problem 0 0 0 0 0 0 2 8
Volatility Smiles 0 0 0 0 0 0 1 5
Total Chapters 0 1 2 3 3 8 59 352

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Statistics updated 2025-07-04