Browsing byAuthorHe, XZ

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Issue DateTitleAuthor(s)
2017-11-01The adaptiveness in stock markets: testing the stylized facts in the DAX 30He, XZ; Li, Y
2006-12-01An analysis of the cobweb model with boundedly rational heterogeneous producersChiarella, C; He, XZ; Hung, H; Zhu, P
2011-01-01An analysis of the effect of noise in a heterogeneous agent financial market modelChiarella, C; He, XZ; Zheng, M
2018-06-01Asset allocation with time series momentum and reversalHe, XZ; Li, K; Li, Y
2001-01-01Asset price and wealth dynamics under heterogeneous expectationsChiarella, C; He, XZ
2005-12-01An asset pricing model with adaptive heterogeneous agents and wealth effectsChiarella, C; He, XZ
2006-08-01A behavioral asset pricing model with a time-varying second momentChiarella, C; He, XZ; Wang, D
2017-01-02A behavioural model of investor sentiment in limit order marketsChiarella, C; He, XZ; Shi, L; Wei, L
2012-03-01Boundedly rational equilibrium and risk premiumHe, XZ; Shi, L
2007-12-01Butter mountains, milk lakes and optimal price limitersCorron, N; He, XZ; Westerhoff, F
2008-06-10Can trend followers survive in the long-run? Insights from agent-based modelingHe, XZ; Hamill, P; Li, Y
2012-09-01Disagreement in a Multi-Asset MarketHe, XZ; Shi, L
2012-09-01Disagreement, correlation and asset pricesHe, XZ; Shi, L
2011-03-01Do heterogeneous beliefs diversify market risk?Chiarella, C; Dieci, R; He, XZ
2009-05-25Does 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
2003-01-01Dynamics of beliefs and learning under a<inf>L</inf>-procesess - The heterogeneous caseChiarella, C; He, XZ
2010-12-01Dynamics of moving average rules in a continuous-time financial market modelHe, XZ; Zheng, M
2012-01-01Estimating behavioural heterogeneity under regime switchingChiarella, C; He, XZ; Huang, W; Zheng, H
2013-01-01An evolutionary CAPM under heterogeneous beliefsChiarella, C; Dieci, R; He, XZ; Li, K