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 1 1 486
A Behavioural Model of Investor Sentiment in Limit Order Markets 0 0 1 126 1 1 2 306
A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs 0 0 1 5 0 0 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 1 2 498 3 4 9 1,523
A Dynamic Analysis of Moving Average Rules 0 0 0 134 1 1 3 515
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market 0 0 0 102 3 3 4 270
A Dynamic Heterogeneous Beliefs CAPM 0 0 0 133 0 0 3 281
A Dynamical Analysis of Moving Average Rules 0 0 0 9 1 1 2 1,643
A Framework for CAPM with Heterogenous Beliefs 0 1 4 219 2 4 7 503
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 3 358
Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis 1 1 1 136 1 1 2 322
Ambiguous Market Making 0 0 0 43 1 2 3 143
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 234 0 1 2 678
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 0 0 1 3 361
An Evolutionary CAPM Under Heterogeneous Beliefs 0 0 0 94 0 2 3 220
Are We Better-off for Working Hard? 0 0 1 34 0 0 2 117
Asset Price and Wealth Dynamics Under Heterogeneous Expectations 0 0 0 220 1 1 3 502
Asset Price and Wealth Dynamics under Heterogeneous Expectations 0 0 0 74 0 1 3 788
Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs 0 0 0 33 0 0 2 134
Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach 0 0 0 258 0 1 2 1,171
Asymmetry of technical analysis and market price volatility 0 0 0 0 1 1 2 16
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 1 1 2 1,012
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 0 0 3 1,067
Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio 1 1 2 95 1 2 6 200
Developing actionable trading agents 0 0 0 4 1 3 4 17
Differences in Opinion and Risk Premium 1 1 1 62 1 1 3 213
Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case 0 0 0 45 0 3 3 229
Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case 0 0 0 46 2 3 3 295
Dynamics of Moving Average Rules in a Continuous-time Financial Market Model 0 0 0 102 0 0 1 271
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 0 0 1 10
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 111 0 1 1 793
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 1 236
Heterogeneity, Bounded Rationality and Market Dysfunctionality 1 1 1 80 3 5 7 156
Heterogeneity, Market Mechanisms, and Asset Price Dynamics 0 0 2 292 3 5 9 641
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 0 0 0 211
Heterogeneity, Profitability and Autocorrelations 0 0 0 142 0 0 0 362
Heterogeneous Agent Models in Finance 0 0 3 181 1 3 14 464
Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model 0 0 0 42 0 0 1 153
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 25 1 2 2 41
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 26 0 3 4 55
Heterogeneous Beliefs and Prediction Market Accuracy 0 0 0 31 0 0 1 52
Heterogeneous Beliefs and the Cross-Section of Asset Returns 0 0 0 33 0 0 2 137
Heterogeneous Beliefs and the Performances of Optimal Portfolios 0 0 0 26 1 1 2 105
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker 0 0 0 182 2 2 4 490
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 1 1 1 97 1 1 3 183
Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework 0 0 0 114 0 1 2 343
Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 0 0 0 85 0 1 1 239
Learning and Evolution of Trading Strategies in Limit Order Markets 0 0 1 94 1 2 5 233
Learning and Information Dissemination in Limit Order Markets 0 0 0 50 0 1 3 158
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 2 2 2 501
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 0 1 2 195
Market Mood, Adaptive Beliefs and Asset Price Dynamics 0 0 0 99 1 1 4 337
Market Sentiment and Paradigm Shifts 0 0 1 91 1 1 4 294
Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs 0 0 0 38 0 0 1 158
Momentum and index investing: implications for market efficiency 0 0 0 0 0 1 1 42
Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy 0 0 0 134 2 2 2 410
Non-Standard Errors 0 0 2 44 0 6 31 446
Nonstandard errors 0 1 2 12 1 6 28 57
Optimal Time Series Momentum 0 0 0 206 0 0 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 0 60 0 0 3 151
Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning 0 0 0 47 1 2 2 163
Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment 0 0 0 144 0 0 1 441
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 0 0 0 17 2 2 2 87
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 0 0 0 30 0 0 2 135
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 1 1 1 20 1 1 4 55
The Microstructure of Endogenous Liquidity Provision 0 0 0 20 1 1 1 51
The Stochastic Dynamics of Speculative Prices 0 0 0 99 2 2 2 314
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 4 4 6 71
Time Series Momentum and Market Stability 2 2 3 78 3 3 4 246
Time-Varying Beta: A Boundedly Rational Equilibrium Approach 0 0 0 101 1 1 2 269
Time-Varying Economic Dominance Through Bistable Dynamics 0 0 0 11 1 1 3 42
Time-varying economic dominance in financial markets: A bistable dynamics approach 0 0 0 5 0 0 3 31
Toward a General Model of Financial Markets 0 0 0 48 0 0 1 124
Trading Heterogeneity Under Information Uncertainty 0 0 0 26 1 3 4 101
Volatility Clustering: A Nonlinear Theoretical Approach 0 0 0 52 0 2 4 154
Total Working Papers 8 11 30 8,294 59 110 279 29,643
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 1 3 106
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 2 49
A dynamic analysis of moving average rules 0 0 2 216 1 2 7 670
Ambiguous price formation 0 0 1 4 2 3 5 12
An analysis of the cobweb model with boundedly rational heterogeneous producers 0 0 0 46 1 2 3 242
An analysis of the effect of noise in a heterogeneous agent financial market model 0 0 0 51 0 0 0 178
An evolutionary CAPM under heterogeneous beliefs 0 1 3 31 2 3 8 166
Asset allocation with time series momentum and reversal 1 1 1 10 4 4 8 65
Asset price and wealth dynamics under heterogeneous expectations 0 0 0 22 2 2 4 97
Boundedly rational equilibrium and risk premium 0 0 0 14 0 0 2 96
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 2 2 3 203
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 0 23
Commodity markets, price limiters and speculative price dynamics 0 0 1 114 1 2 6 399
Cross-section instability in financial markets: impatience, extrapolation, and switching 0 0 0 1 0 0 1 12
Disagreement in a Multi-Asset Market 0 0 0 13 2 3 5 58
Disagreement, correlation and asset prices 0 0 0 16 0 0 1 73
Do heterogeneous beliefs diversify market risk? 0 0 0 24 1 1 1 119
Does the market maker stabilize the market? 1 1 1 30 1 1 2 156
Dynamics of beliefs and learning under aL-processes -- the heterogeneous case 0 0 0 47 0 0 1 229
Dynamics of moving average rules in a continuous-time financial market model 0 0 0 16 1 2 4 137
Estimating behavioural heterogeneity under regime switching 0 0 0 23 0 0 5 116
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market 0 0 2 30 0 1 4 113
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 0 0 0 46 1 1 4 190
Herding, trend chasing and market volatility 0 1 2 23 0 1 3 87
Heterogeneity, convergence, and autocorrelations 0 0 0 45 2 2 3 246
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model 0 0 0 146 0 0 1 501
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 1 2 2 7 3 4 11 46
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model 0 0 1 38 1 3 7 145
Heterogeneous expectations and exchange rate dynamics 0 0 0 24 1 2 4 100
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework 0 0 2 73 1 1 6 225
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 1 1 2 27 2 2 12 106
Index portfolio and welfare analysis under heterogeneous beliefs 0 0 0 6 0 0 2 43
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting 0 0 3 7 0 2 12 32
Learning, information processing and order submission in limit order markets 0 0 1 22 2 2 6 124
Machine learning and speed in high-frequency trading 0 1 7 22 1 3 19 90
Market mood, adaptive beliefs and asset price dynamics 0 0 0 1 0 2 2 16
Market stability switches in a continuous-time financial market with heterogeneous beliefs 1 1 2 33 2 2 4 123
Moving average rules as a source of market instability 0 0 0 10 3 3 4 75
Power-law behaviour, heterogeneity, and trend chasing 0 0 0 80 1 1 3 418
Prediction market prices under risk aversion and heterogeneous beliefs 0 0 1 10 3 5 7 63
Profitability of time series momentum 0 1 3 92 2 3 11 302
Reinforcement Learning Equilibrium in Limit Order Markets 0 0 0 3 2 3 6 23
Reinforcement learning and rational expectations equilibrium in limit order markets 0 0 0 0 2 2 8 8
Rollover risk and credit risk under time-varying margin 0 0 0 4 1 1 2 22
Social interaction, volatility clustering, and momentum 0 0 0 1 1 3 4 11
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 0 1 4 77
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 1 5 0 0 1 51
The dynamic behaviour of asset prices in disequilibrium: a survey 0 0 0 45 0 2 2 153
The stochastic bifurcation behaviour of speculative financial markets 0 0 0 9 2 2 5 52
Time-varying beta: a boundedly rational equilibrium approach 0 0 0 14 1 1 2 130
Trading heterogeneity under information uncertainty 0 0 0 9 1 1 2 47
Volatility clustering: A nonlinear theoretical approach 0 0 0 12 2 6 9 66
Total Journal Articles 5 10 38 1,596 57 90 241 6,897

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 7 8 14 57
Total Books 0 0 1 1 7 8 14 57

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 2 2
Allowing for Stochastic Interest Rates in the Black–Scholes Model 0 0 0 0 2 2 3 19
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 1 2 3
An Initial Attempt at Pricing an Option 0 0 0 0 1 1 1 4
Applying the General Pricing Framework 0 0 0 0 0 0 0 1
Change of Numeraire 0 0 0 0 0 0 4 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 0 1 1
Interest Rate Derivatives: Multi-Factor Models 0 0 0 0 2 2 4 13
Interest Rate Derivatives: One Factor Spot Rate Models 0 0 0 0 0 0 3 8
Ito’s Lemma and Its Applications 0 0 1 1 2 2 8 71
Jump-Diffusion Processes 0 0 0 0 0 1 1 13
Manipulating Stochastic Differential Equations and Stochastic Integrals 0 0 0 0 0 0 1 4
Modelling Interest Rate Dynamics 0 0 0 0 0 1 1 9
Option Pricing Under Jump-Diffusion Processes 0 0 0 0 0 0 2 3
Partial Differential Equation Approach Under Geometric Jump-Diffusion Process 0 0 0 0 1 1 1 7
Portfolio Efficiency Under Heterogeneous Beliefs 0 0 0 0 1 1 2 7
Pricing Derivative Securities: A General Approach 0 0 0 0 0 0 4 62
Pricing Options Using Binomial Trees 0 0 0 0 0 0 1 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 1 1 2 9
Stochastic Volatility 0 0 0 0 1 1 1 5
The Continuous Hedging Argument 0 0 0 0 1 1 1 8
The Heath–Jarrow–Morton Framework 0 0 0 0 0 0 3 14
The LIBOR Market Model 0 0 0 0 0 0 1 8
The Martingale Approach 0 0 0 0 0 0 0 7
The Paradigm Interest Rate Option Problem 0 0 0 0 0 0 2 12
The Partial Differential Equation Approach Under Geometric Brownian Motion 0 0 0 0 0 1 2 9
The Stochastic Differential Equation 0 0 1 2 0 0 4 9
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 0 2 3 13 17 62 374

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Statistics updated 2025-11-08