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Showing results 1 to 20 of 45
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Issue Date
Title
Author(s)
2017-11-01
The adaptiveness in stock markets: testing the stylized facts in the DAX 30
He, XZ
;
Li, Y
2006-12-01
An analysis of the cobweb model with boundedly rational heterogeneous producers
Chiarella, C
;
He, XZ
;
Hung, H
;
Zhu, P
2011-01-01
An analysis of the effect of noise in a heterogeneous agent financial market model
Chiarella, C
;
He, XZ
;
Zheng, M
2018-06-01
Asset allocation with time series momentum and reversal
He, XZ
;
Li, K
;
Li, Y
2001-01-01
Asset price and wealth dynamics under heterogeneous expectations
Chiarella, C
;
He, XZ
2005-12-01
An asset pricing model with adaptive heterogeneous agents and wealth effects
Chiarella, C
;
He, XZ
2006-08-01
A behavioral asset pricing model with a time-varying second moment
Chiarella, C
;
He, XZ
;
Wang, D
2017-01-02
A behavioural model of investor sentiment in limit order markets
Chiarella, C
;
He, XZ
;
Shi, L
;
Wei, L
2012-03-01
Boundedly rational equilibrium and risk premium
He, XZ
;
Shi, L
2007-12-01
Butter mountains, milk lakes and optimal price limiters
Corron, N
;
He, XZ
;
Westerhoff, F
2008-06-10
Can trend followers survive in the long-run? Insights from agent-based modeling
He, XZ
;
Hamill, P
;
Li, Y
2012-09-01
Disagreement in a Multi-Asset Market
He, XZ
;
Shi, L
2012-09-01
Disagreement, correlation and asset prices
He, XZ
;
Shi, L
2011-03-01
Do heterogeneous beliefs diversify market risk?
Chiarella, C
;
Dieci, R
;
He, XZ
2009-05-25
Does the market maker stabilize the market?
Zhu, M
;
Chiarella, C
;
He, XZ
;
Wang, D
2004
Dynamics of beliefs and learning under a(L)-processes - The homogeneous case
Chiarella, C
;
He, XZ
2003-01-01
Dynamics of beliefs and learning under a<inf>L</inf>-procesess - The heterogeneous case
Chiarella, C
;
He, XZ
2010-12-01
Dynamics of moving average rules in a continuous-time financial market model
He, XZ
;
Zheng, M
2012-01-01
Estimating behavioural heterogeneity under regime switching
Chiarella, C
;
He, XZ
;
Huang, W
;
Zheng, H
2013-01-01
An evolutionary CAPM under heterogeneous beliefs
Chiarella, C
;
Dieci, R
;
He, XZ
;
Li, K