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 0 0 4 475
A Behavioural Model of Investor Sentiment in Limit Order Markets 1 3 12 113 4 11 42 252
A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs 1 1 1 1 4 5 15 15
A Dynamic Analysis of Moving Average Rules 0 0 1 648 0 2 9 2,018
A Dynamic Analysis of Moving Average Rules 0 1 2 493 0 1 5 1,492
A Dynamic Analysis of Moving Average Rules 0 1 2 130 0 4 15 472
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market 0 0 0 101 0 1 6 248
A Dynamic Heterogeneous Beliefs CAPM 1 2 2 129 1 2 3 254
A Dynamical Analysis of Moving Average Rules 0 0 0 9 0 1 6 1,598
A Framework for CAPM with Heterogenous Beliefs 0 1 6 208 1 5 15 477
A Non-Stationary Asset Pricing Model under Heterogeneous Expectations 0 0 0 0 0 0 6 207
Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis 0 0 1 131 1 2 5 339
Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis 0 0 1 129 0 0 8 303
Ambiguous Market Making 2 2 7 35 5 8 23 81
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 1 1 232 0 1 3 661
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 0 0 1 5 341
An Evolutionary CAPM Under Heterogeneous Beliefs 0 0 0 89 0 1 10 177
Are We Better-off for Working Hard? 1 3 22 24 5 12 66 70
Asset Price and Wealth Dynamics Under Heterogeneous Expectations 0 0 2 215 1 3 9 475
Asset Price and Wealth Dynamics under Heterogeneous Expectations 0 0 0 74 0 1 5 759
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 29 1 2 2 89
Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach 1 1 3 258 1 3 9 1,148
Asymmetry of technical analysis and market price volatility 0 0 0 0 0 1 2 2
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 112 1 1 2 980
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 1 352 0 2 7 1,046
Developing actionable trading agents 0 0 0 0 0 1 2 2
Differences in Opinion and Risk Premium 0 1 1 59 0 2 6 181
Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case 0 0 0 45 0 0 2 214
Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case 0 0 0 46 0 1 1 281
Dynamics of Moving Average Rules in a Continuous-time Financial Market Model 0 0 0 101 0 0 3 255
Estimating Behavioural Heterogeneity Under Regime Switching 0 0 2 89 0 1 11 262
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 0 0 3 261
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 111 1 1 3 779
Herding, Trend Chasing and Market Volatility 2 2 2 94 2 2 5 204
Heterogeneity, Bounded Rationality and Market Dysfunctionality 0 0 0 76 0 1 1 136
Heterogeneity, Market Mechanisms, and Asset Price Dynamics 1 3 10 271 3 6 17 574
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 0 2 4 199
Heterogeneity, Profitability and Autocorrelations 0 0 1 141 0 1 2 353
Heterogeneous Agent Models in Finance 0 6 58 66 12 26 116 139
Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model 0 0 1 37 0 1 6 129
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 30 0 1 1 35
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 25 1 2 3 27
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 26 0 4 7 41
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 29 0 1 3 83
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 24 2 2 2 79
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker 0 0 4 174 1 3 8 450
Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model 0 0 1 416 0 4 10 1,225
Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model 0 0 0 69 0 2 3 259
Heterogeneous Expectations and Exchange Rate Dynamics 0 0 1 93 2 3 9 159
Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework 0 0 0 112 0 0 4 321
Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 2 4 12 79 2 6 29 195
Learning and Evolution of Trading Strategies in Limit Order Markets 0 0 2 89 0 0 6 214
Learning and Information Dissemination in Limit Order Markets 0 0 3 44 1 1 11 132
Long Memory, Heterogeneity and Trend Chasing 0 0 0 177 0 2 3 479
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 0 0 3 175
Market Mood, Adaptive Beliefs and Asset Price Dynamics 0 0 2 95 1 3 7 314
Market Sentiment and Paradigm Shifts 0 1 4 77 1 5 22 227
Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs 0 0 0 36 0 0 2 140
Momentum and index investing: implications for market efficiency 0 0 0 0 0 1 7 7
Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy 0 0 1 132 0 2 8 395
Optimal Time Series Momentum 5 7 15 183 7 15 53 340
Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs 0 6 9 210 3 11 25 837
Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets 0 0 1 49 1 1 2 107
Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning 0 0 0 45 0 0 1 144
Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment 0 0 0 143 0 2 4 422
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 0 0 0 15 0 0 2 61
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 0 0 0 24 1 2 9 93
The Dynamics of the Cobweb when Producers are Risk Averse Learners 0 0 0 29 0 0 1 119
The Stochastic Dynamics of Speculative Prices 0 0 1 96 0 2 8 300
The case for market inefficiency: Investment style and market pricing 0 0 3 3 0 0 7 7
The effect of genetic algorithm learning with a classifier system in limit order markets 0 2 12 12 3 7 22 22
Time Series Momentum and Market Stability 2 3 4 69 3 5 15 193
Time-Varying Beta: A Boundedly Rational Equilibrium Approach 0 1 1 99 0 3 5 251
Time-Varying Economic Dominance Through Bistable Dynamics 0 0 7 7 0 1 17 18
Time-varying economic dominance in financial markets: A bistable dynamics approach 0 1 3 3 0 1 5 5
Toward a General Model of Financial Markets 0 0 4 40 0 1 14 90
Trading Heterogeneity Under Information Uncertainty 0 0 3 24 0 3 14 65
Volatility Clustering: A Nonlinear Theoretical Approach 1 1 8 50 3 5 24 126
Total Working Papers 20 54 242 7,622 75 216 840 26,105


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 24 0 1 2 86
A behavioural model of investor sentiment in limit order markets 1 1 2 3 1 2 9 14
A dynamic analysis of moving average rules 0 1 3 197 3 5 13 596
An analysis of the cobweb model with boundedly rational heterogeneous producers 0 0 1 40 0 0 3 219
An analysis of the effect of noise in a heterogeneous agent financial market model 0 0 1 48 0 0 4 154
An evolutionary CAPM under heterogeneous beliefs 0 0 1 20 1 1 9 112
Asset allocation with time series momentum and reversal 1 2 4 4 3 7 20 20
Asset price and wealth dynamics under heterogeneous expectations 0 0 0 18 0 1 4 74
Boundedly rational equilibrium and risk premium 0 0 0 13 0 0 2 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 1 1 1 0 4 4 4
Commodity markets, price limiters and speculative price dynamics 0 0 2 107 0 1 11 359
Disagreement in a Multi-Asset Market 0 0 0 12 0 1 1 36
Disagreement, correlation and asset prices 0 0 0 13 0 1 2 58
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 2 2 6 85
Dynamics of beliefs and learning under aL-processes -- the heterogeneous case 0 0 0 42 0 1 3 212
Dynamics of moving average rules in a continuous-time financial market model 0 0 1 14 0 0 2 115
Estimating behavioural heterogeneity under regime switching 0 0 1 16 0 0 5 87
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market 0 2 4 18 0 6 10 80
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 0 2 4 38 0 4 9 158
Herding, trend chasing and market volatility 1 1 2 16 2 3 8 57
Heterogeneity, convergence, and autocorrelations 0 0 0 43 8 22 27 188
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model 0 0 3 142 1 3 12 473
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 0 0 0 0 0 3 4 4
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model 0 0 1 29 0 1 6 99
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 0 3 64 0 0 10 180
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 0 0 1 12 1 3 8 52
Index portfolio and welfare analysis under heterogeneous beliefs 0 2 3 5 1 5 10 20
Learning, information processing and order submission in limit order markets 0 1 3 14 0 1 11 82
Market stability switches in a continuous-time financial market with heterogeneous beliefs 0 0 0 30 1 1 4 104
Moving average rules as a source of market instability 0 0 0 9 0 0 3 51
Power-law behaviour, heterogeneity, and trend chasing 1 1 2 74 9 20 25 343
Prediction market prices under risk aversion and heterogeneous beliefs 0 0 0 4 0 0 3 23
Profitability of time series momentum 1 4 15 57 2 8 38 171
Rollover risk and credit risk under time-varying margin 1 1 1 1 1 1 2 8
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 1 1 3 54
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 0 1 0 1 14 20
The dynamic behaviour of asset prices in disequilibrium: a survey 0 0 2 43 0 0 6 136
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 0 1 2 89
Trading heterogeneity under information uncertainty 1 1 3 6 1 2 11 29
Volatility clustering: A nonlinear theoretical approach 0 0 1 3 1 2 5 21
Total Journal Articles 7 20 71 1,282 39 115 340 5,120


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 1 2 2 7
Total Books 0 0 0 0 1 2 2 7


Statistics updated 2019-07-03