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Momentum and index investing : implications for market efficiency
Bird, Ron; He, Xue-zhong; Thosar, Satish; Woolley, Paul - In: Journal / The Capco Institute : journal of financial … (2005) 15, pp. 79-85
Persistent link: https://www.econbiz.de/10003280236
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Power-law behaviour, heterogeneity, and trend chasing
He, Xue-zhong; Li, Youwei - In: Journal of economic dynamics & control 31 (2007) 10, pp. 3396-3426
Persistent link: https://www.econbiz.de/10003569409
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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
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Infrastructure provision and macroeconomic performance
Chatterjee, Santanu; Morshed, A. K. M. Mahbub - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1288-1306
Persistent link: https://www.econbiz.de/10009241450
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Infrastructure provision and macroeconomic performance
Chatterjee, Santanu; Morshed, A. K. M. Mahbub - In: Journal of economic dynamics & control 35 (2011) 9, pp. 1405-1423
Persistent link: https://www.econbiz.de/10009305652
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Herding, trend chasing and market volatility
Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 48 (2014), pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
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Growth and inequality : dependence on the time path of productivity increases (and other structural changes)
Atolia, Manoj; Chatterjee, Santanu; Turnovsky, Stephen J. - In: Journal of economic dynamics & control 36 (2012) 3, pp. 331-348
Persistent link: https://www.econbiz.de/10009515970
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Capital utilization, economic growth and convergence
Chatterjee, Santanu - In: Journal of economic dynamics & control 29 (2005) 12, pp. 2093-2124
Persistent link: https://www.econbiz.de/10003214739
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A dynamic analysis of moving average rules
Chiarella, Carl; He, Xue-zhong; Hommes, Cars H. - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1729-1753
Persistent link: https://www.econbiz.de/10003370374
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How misleading is linearization? : evaluating the dynamics of the neoclassical growth model
Atolia, Manoj; Chatterjee, Santanu; Turnovsky, Stephen J. - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1550-1571
Persistent link: https://www.econbiz.de/10009125855