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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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Large shareholders, monitoring, and ownership dynamics : toward pure managerial firms?
Hilli, Amal; Laussel, Didier; Long, Ngo Van - In: Journal of economic dynamics & control 37 (2013) 3, pp. 666-679
Persistent link: https://www.econbiz.de/10009710474
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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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Can financial intermediation induce endogenous fluctuations
Banerji, Sanjay; Bhattacharya, Joydeep; Long, Ngo Van - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2215-2238
Persistent link: https://www.econbiz.de/10002171924
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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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Depreciation rules and value invariance with extractive firms
Hartwick, John M.; Karp, Larry S.; Long, Ngo Van - In: Journal of economic dynamics & control 26 (2002) 1, pp. 99-116
Persistent link: https://www.econbiz.de/10001617071
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On the effects of the distribution of initial endowments in a nonrenewable resource duopoly
Gaudet, Gérard - In: Journal of economic dynamics & control 18 (1994) 6, pp. 1189-1198
Persistent link: https://www.econbiz.de/10001170694
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Analysis of Nash equilibria in a class of capital accumulation games
Dockner, Engelbert J. - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1209-1235
Persistent link: https://www.econbiz.de/10001200759