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Time-varying beta : a boundedly rational equilibrium approach
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2010
Persistent link: https://www.econbiz.de/10008663100
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Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong; Shi, Lei - 2008
Persistent link: https://www.econbiz.de/10003857147
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A dynamic analysis of the microstructure of moving average rules in a double auction market
Chiarella, Carl; He, Xue-zhong; Pellizzari, Paolo - 2009
Persistent link: https://www.econbiz.de/10003857530
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Profitability of time series momentum
He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
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Market sentiment and paradigm shifts
Chu, Liya; He, Xue-zhong; Li, Kai; Tu, Jun - 2015
Persistent link: https://www.econbiz.de/10011344305
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Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344322
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Optimal time series momentum
He, Xue-zhong; Li, Kai; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344325
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Time-varying beta: a boundedly rational equilibrium approach
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: Journal of evolutionary economics : JEE 23 (2013) 3, pp. 609-639
Persistent link: https://www.econbiz.de/10009773913
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A dynamic analysis of the microstucture of moving average rules in a double auction market
Chiarella, Carl; He, Xue-zhong; Pellizzari, Paolo - In: Macroeconomic dynamics 16 (2012) 4, pp. 556-575
Persistent link: https://www.econbiz.de/10009713365
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Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong; Li, Youwei - In: Journal of empirical finance 31 (2015), pp. 1-17
Persistent link: https://www.econbiz.de/10011489318