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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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Asset allocation with time series momentum and reversal
He, Xue-zhong; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 91 (2018), pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
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Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets
Davis, Scott; Huang, Kevin X. D.; Sapci, Ayse - In: Journal of economic dynamics & control 134 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013383745
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Machine learning and speed in high-frequency trading
Arifovic, Jasmina; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 139 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013464913