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The dynamic behaviour of asset prices in disequilibrium : a survey

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: International journal of behavioural accounting and … 2 (2011) 2, pp. 101-139

Persistent link: https://www.econbiz.de/10009373611

Heterogeneous agent models in finance

Dieci, Roberto; He, Xue-zhong - 2018

Persistent link: https://www.econbiz.de/10013253829

Cross-section instability in financial markets : impatience, extrapolation, and switching

Dieci, Roberto; He, Xue-zhong - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 727-754

Persistent link: https://www.econbiz.de/10012794989

A homoclinic route to volatility : dynamics of asset prices under autoregressive forecasting

Böhm, Volker; Chiarella, Carl; He, Xue-zhong; Hüls, … - In: Global analysis of dynamic models in economics and …, (pp. 289-316). 2013

Persistent link: https://www.econbiz.de/10009611571

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

Disagreement in a multi-asset market

He, Xue-zhong; Shi, Lei - In: International review of finance 12 (2012) 3, pp. 357-373

Persistent link: https://www.econbiz.de/10009671364

Long memory, heterogeneity and trend chasing

He, Xue-zhong; Li, Youwei - 2005

Persistent link: https://www.econbiz.de/10002721654

Heterogeneous agent models in financial markets : a nonlinear dynamics approach

He, Xue-zhong; Li, Youwei; Zheng, Min - In: International review of financial analysis 62 (2019), pp. 135-149

Persistent link: https://www.econbiz.de/10012207285

Toward a general model of financial markets

Aliyev, Nihad; He, Xue-zhong - 2016

Persistent link: https://www.econbiz.de/10011778003

Cross-section Instability in Financial Markets : Impatience, Extrapolation, and Switching

Dieci, Roberto; He, Xuezhong - 2021

This paper presents a stylized model of interaction among boundedly rational heterogeneousagents in a multi-asset financial market to examine how agents' impatience, extrapolation, andswitching behaviours can affect cross-section market stability. Besides extrapolation and performance based...

Persistent link: https://www.econbiz.de/10013219229