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Ambiguous market making
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Schätzung
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heterogeneous beliefs
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stability
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He, Xue-zhong
11
Li, Youwei
6
Chiarella, Carl
3
He, Xuezhong
3
Zheng, Huanhuan
3
Chu, Liya
2
Li, Kai
2
Tu, Jun
2
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
1
Journal of evolutionary economics : JEE
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
2
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
Saved in:
3
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
4
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
Saved in:
5
Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
6
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
7
Trading heterogeneity under information uncertainty
He, Xue-zhong
;
Zheng, Huanhuan
- In:
Journal of economic behavior & organization : JEBO
130
(
2016
),
pp. 64-80
Persistent link: https://www.econbiz.de/10011701856
Saved in:
8
The adaptiveness in stock markets : testing the stylized facts in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
-
Latest version: September 1, 2015
Persistent link: https://www.econbiz.de/10011777493
Saved in:
9
Trading heterogeneity under information uncertainty
He, Xue-zhong
;
Zheng, Huanhuan
-
2016
Persistent link: https://www.econbiz.de/10011778029
Saved in:
10
The adaptiveness in stock markets : testing the stylized facts in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of evolutionary economics : JEE
27
(
2017
)
5
,
pp. 1071-1094
Persistent link: https://www.econbiz.de/10011895210
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