Browsing by Author He, XZ

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Issue DateTitleAuthor(s)
1-Nov-2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30He, XZ; Li, Y
1-Dec-2006An analysis of the cobweb model with boundedly rational heterogeneous producersChiarella, C; He, XZ; Hung, H; Zhu, P
1-Jan-2011An analysis of the effect of noise in a heterogeneous agent financial market modelChiarella, C; He, XZ; Zheng, M
1-Jun-2018Asset allocation with time series momentum and reversalHe, XZ; Li, K; Li, Y
1-Jan-2001Asset price and wealth dynamics under heterogeneous expectationsChiarella, C; He, XZ
1-Dec-2005An asset pricing model with adaptive heterogeneous agents and wealth effectsChiarella, C; He, XZ
1-Aug-2006A behavioral asset pricing model with a time-varying second momentChiarella, C; He, XZ; Wang, D
2-Jan-2017A behavioural model of investor sentiment in limit order marketsChiarella, C; He, XZ; Shi, L; Wei, L
1-Mar-2012Boundedly rational equilibrium and risk premiumHe, XZ; Shi, L
1-Dec-2007Butter mountains, milk lakes and optimal price limitersCorron, N; He, XZ; Westerhoff, F
10-Jun-2008Can trend followers survive in the long-run? Insights from agent-based modelingHe, XZ; Hamill, P; Li, Y
1-Sep-2012Disagreement in a Multi-Asset MarketHe, XZ; Shi, L
1-Sep-2012Disagreement, correlation and asset pricesHe, XZ; Shi, L
1-Mar-2011Do heterogeneous beliefs diversify market risk?Chiarella, C; Dieci, R; He, XZ
25-May-2009Does the market maker stabilize the market?Zhu, M; Chiarella, C; He, XZ; Wang, D
2004Dynamics of beliefs and learning under a(L)-processes - The homogeneous caseChiarella, C; He, XZ
1-Jan-2003Dynamics of beliefs and learning under a<inf>L</inf>-procesess - The heterogeneous caseChiarella, C; He, XZ
1-Dec-2010Dynamics of moving average rules in a continuous-time financial market modelHe, XZ; Zheng, M
1-Jan-2012Estimating behavioural heterogeneity under regime switchingChiarella, C; He, XZ; Huang, W; Zheng, H
1-Jan-2013An evolutionary CAPM under heterogeneous beliefsChiarella, C; Dieci, R; He, XZ; Li, K