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Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong; Li, Kai; Wang, Chuncheng - In: Journal of economic behavior & organization : JEBO 130 (2016), pp. 274-297
Persistent link: https://www.econbiz.de/10011701919
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Noxious government markets : evidence from the international arms trade
Alshamy, Yahya; Coyne, Christopher J.; Goodman, Nathan - In: Journal of economic behavior & organization : JEBO 205 (2023), pp. 87-99
Persistent link: https://www.econbiz.de/10014416067
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The adaptiveness in stock markets : testing the stylized facts in the DAX 30
He, Xue-zhong; Li, Youwei - In: Journal of evolutionary economics : JEE 27 (2017) 5, pp. 1071-1094
Persistent link: https://www.econbiz.de/10011895210
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Trading heterogeneity under information uncertainty
He, Xue-zhong; Zheng, Huanhuan - In: Journal of economic behavior & organization : JEBO 130 (2016), pp. 64-80
Persistent link: https://www.econbiz.de/10011701856
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Social interaction, volatility clustering, and momentum
He, Xue-zhong; Li, Kai; Santi, Caterina; Shi, Lei - In: Journal of economic behavior & organization : JEBO 203 (2022), pp. 125-149
Persistent link: https://www.econbiz.de/10014227916