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Time variation of second moments from a noise trader infection model
Lux, Thomas - In: Journal of economic dynamics & control 22 (1997/98) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10001229410
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Time variation of higher moments in a financial market with heterogeneous agents : an analytical approach
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich - In: Journal of economic dynamics & control 32 (2008) 1, pp. 101-136
Persistent link: https://www.econbiz.de/10003622727
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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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Special issue: experimental and behavioral analyses in macroeconomics and finance
Dawid, Herbert (ed.); Hanaki, Nobuyuki (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012501324
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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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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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A model of the topology of the bank : firm credit network and its role as channel of contagion
Lux, Thomas - In: Journal of economic dynamics & control 66 (2016), pp. 36-53
Persistent link: https://www.econbiz.de/10011708361
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The effect of short selling and borrowing on market prices and traders’ behavior
Duchêne, Sébastien; Guerci, Eric; Hanaki, Nobuyuki; … - In: Journal of economic dynamics & control 107 (2019), pp. 1-23
Persistent link: https://www.econbiz.de/10012312649
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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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An analysis of the effect of noise in a heterogeneous agent financial market model
Chiarella, Carl; He, Xue-zhong; Zheng, Min - In: Journal of economic dynamics & control 35 (2011) 1, pp. 148-162
Persistent link: https://www.econbiz.de/10009127641