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Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 105 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
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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