Browsing byAuthorHe, XZ

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Issue DateTitleAuthor(s)
2019-03-01Heterogeneous agent models in financial markets: A nonlinear dynamics approachHe, XZ; Li, Y; Zheng, M
2018-06-01Asset allocation with time series momentum and reversalHe, XZ; Li, K; Li, Y
2018-05-01Time-varying economic dominance in financial markets: A bistable dynamics approachHe, XZ; Li, K; Wang, C
2018-01-01Heterogeneous Agent Models in FinanceDieci, R; He, XZ
2017-11-01The adaptiveness in stock markets: testing the stylized facts in the DAX 30He, XZ; Li, Y
2017-05-01Prediction market prices under risk aversion and heterogeneous beliefsHe, XZ; Treich, N
2017-03-04Rollover risk and credit risk under time-varying marginHe, XZ; L├╝tkebohmert, E; Xiao, Y
2017-02-01Index portfolio and welfare analysis under heterogeneous beliefsHe, XZ; Shi, L
2017-01-02A behavioural model of investor sentiment in limit order marketsChiarella, C; He, XZ; Shi, L; Wei, L
2016-10-01Volatility clustering: A nonlinear theoretical approachHe, XZ; Li, K; Wang, C
2016-10-01Trading heterogeneity under information uncertaintyHe, XZ; Zheng, H
2015-04-01Profitability of time series momentumHe, XZ; Li, K
2015-01-01Learning, information processing and order submission in limit order marketsChiarella, C; He, XZ; Wei, L
2014-01-01Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500Chiarella, C; He, XZ; Zwinkels, RCJ
2014-01-01Herding, trend chasing and market volatilityDi Guilmi, C; He, XZ; Li, K
2013-05-01Heterogeneous expectations and exchange rate dynamicsChiarella, C; He, XZ; Zheng, M
2013-01-01Time-varying beta: A boundedly rational equilibrium approachChiarella, C; Dieci, R; He, XZ
2013-01-01An evolutionary CAPM under heterogeneous beliefsChiarella, C; Dieci, R; He, XZ; Li, K
2012-09-01Disagreement, correlation and asset pricesHe, XZ; Shi, L
2012-09-01Disagreement in a Multi-Asset MarketHe, XZ; Shi, L