Skip to contents Aliyev, Nihad [Author] ; He, Xuezhong [Other] Ambiguous Price Formation Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2890117 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Aliyev, Nihad [Author] ; He, Xuezhong [Other] The Pricing of Composition Uncertainty Books View online Schließen > Access https://ssrn.com/abstract=3254882 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Aliyev, Nihad [Author] ; He, Xuezhong [Other] Toward a General Model of Financial Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2773926 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: 29th Australasian Finance and Banking Conference 2016 Chiarella, Carl [Author] ; He, Xuezhong [Other] The Dynamics of the Cobweb When Producers are Risk Averse Learners Books View online Schließen > Access https://ssrn.com/abstract=880253 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 90 He, Xuezhong [Author] ; Kang, Junqing [Other]; Zhou, Xuan [Other] The Fast and the Furious : Exchange Latency and Ever-fast Trading Books View online Schließen > Access https://ssrn.com/abstract=3681157 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] He, Xuezhong [Author] ; Li, Youwei [Other]; Zheng, Min [Other] Heterogeneous Agent Models in Financial Markets : A Nonlinear Dynamics Approach Books View online Schließen > Access https://ssrn.com/abstract=3293576 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] He, Xuezhong [Author] ; Kang, Junqing [Other] Information Diffusion and Speed Competition Books View online Schließen > Access https://ssrn.com/abstract=3239821 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: 2019 Financial Markets & Corporate Governance Conference He, Xuezhong [Author] ; Lin, Shen [Other] Reinforcement Learning in Limit Order Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3131347 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] He, Xuezhong [Author] ; Shi, Lei [Other]; Tolotti, Marco [Other] The Social Value of Asymmetric Information Revisited Books View online Schließen > Access https://ssrn.com/abstract=3332356 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] He, Xuezhong [Author] ; Li, Kai [Other]; Wang, Chuncheng [Other] Time-Varying Economic Dominance Through Bistable Dynamics Books View online Schließen > Access https://ssrn.com/abstract=3106447 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] He, Xuezhong [Author] ; Li, Kai [Other]; Li, Youwei [Other] Asset Allocation with Time Series Momentum and Reversal Books View online Schließen > Access https://ssrn.com/abstract=2919122 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] He, Xuezhong [Author] ; Shi, Lei [Other] A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1638773 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] He, Xuezhong [Author] ; Shi, Lei [Other] Disagreement, Excess Volatility and Comovement in Stock Returns Books View online Schließen > Access https://ssrn.com/abstract=2032899 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] He, Xuezhong [Author] ; Shi, Lei [Other] Index Portfolio and Welfare Analysis under Heterogeneous Beliefs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2030535 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] He, Xuezhong [Author] ; Li, Kai [Other]; Li, Youwei [Other] Optimality of Momentum and Reversal Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2467392 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] He, Xuezhong [Author] ; Li, Kai [Other]; Shi, Lei [Other] Social Interaction, Stochastic Volatility, and Momentum Books View online Schließen > Access https://ssrn.com/abstract=2916490 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] He, Xuezhong [Author] ; Li, Kai [Other]; Wang, Chuncheng [Other] Volatility Clustering : A Nonlinear Theoretical Approach Books View online Schließen > Access https://ssrn.com/abstract=2694097 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] He, Xuezhong [Author] ; Li, Youwei [Other] The Adaptiveness in Stock Markets : Testing the Stylized Facts in the DAX 30 Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2666231 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] He, Xuezhong [Author] ; Shi, Lei [Other]; Zheng, Min [Other] Asset Pricing Under Keeping Up with the Joneses and Heterogeneous Beliefs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2030003 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] He, Xuezhong [Author] ; Li, Youwei [Other] Testing of a Market Fraction Model and Power-Law Behaviour in the DAX 30 Books View online Schließen > Access https://ssrn.com/abstract=2547906 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Aliyev, Nihad [Author] ; He, Xuezhong [Other] Ambiguous Price Formation Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2890117 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Aliyev, Nihad [Author] ; He, Xuezhong [Other] The Pricing of Composition Uncertainty Books View online Schließen > Access https://ssrn.com/abstract=3254882 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Aliyev, Nihad [Author] ; He, Xuezhong [Other] Toward a General Model of Financial Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2773926 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: 29th Australasian Finance and Banking Conference 2016
Chiarella, Carl [Author] ; He, Xuezhong [Other] The Dynamics of the Cobweb When Producers are Risk Averse Learners Books View online Schließen > Access https://ssrn.com/abstract=880253 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 90
He, Xuezhong [Author] ; Kang, Junqing [Other]; Zhou, Xuan [Other] The Fast and the Furious : Exchange Latency and Ever-fast Trading Books View online Schließen > Access https://ssrn.com/abstract=3681157 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
He, Xuezhong [Author] ; Li, Youwei [Other]; Zheng, Min [Other] Heterogeneous Agent Models in Financial Markets : A Nonlinear Dynamics Approach Books View online Schließen > Access https://ssrn.com/abstract=3293576 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
He, Xuezhong [Author] ; Kang, Junqing [Other] Information Diffusion and Speed Competition Books View online Schließen > Access https://ssrn.com/abstract=3239821 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: 2019 Financial Markets & Corporate Governance Conference
He, Xuezhong [Author] ; Lin, Shen [Other] Reinforcement Learning in Limit Order Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3131347 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
He, Xuezhong [Author] ; Shi, Lei [Other]; Tolotti, Marco [Other] The Social Value of Asymmetric Information Revisited Books View online Schließen > Access https://ssrn.com/abstract=3332356 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
He, Xuezhong [Author] ; Li, Kai [Other]; Wang, Chuncheng [Other] Time-Varying Economic Dominance Through Bistable Dynamics Books View online Schließen > Access https://ssrn.com/abstract=3106447 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
He, Xuezhong [Author] ; Li, Kai [Other]; Li, Youwei [Other] Asset Allocation with Time Series Momentum and Reversal Books View online Schließen > Access https://ssrn.com/abstract=2919122 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
He, Xuezhong [Author] ; Shi, Lei [Other] A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1638773 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
He, Xuezhong [Author] ; Shi, Lei [Other] Disagreement, Excess Volatility and Comovement in Stock Returns Books View online Schließen > Access https://ssrn.com/abstract=2032899 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
He, Xuezhong [Author] ; Shi, Lei [Other] Index Portfolio and Welfare Analysis under Heterogeneous Beliefs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2030535 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
He, Xuezhong [Author] ; Li, Kai [Other]; Li, Youwei [Other] Optimality of Momentum and Reversal Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2467392 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
He, Xuezhong [Author] ; Li, Kai [Other]; Shi, Lei [Other] Social Interaction, Stochastic Volatility, and Momentum Books View online Schließen > Access https://ssrn.com/abstract=2916490 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
He, Xuezhong [Author] ; Li, Kai [Other]; Wang, Chuncheng [Other] Volatility Clustering : A Nonlinear Theoretical Approach Books View online Schließen > Access https://ssrn.com/abstract=2694097 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
He, Xuezhong [Author] ; Li, Youwei [Other] The Adaptiveness in Stock Markets : Testing the Stylized Facts in the DAX 30 Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2666231 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
He, Xuezhong [Author] ; Shi, Lei [Other]; Zheng, Min [Other] Asset Pricing Under Keeping Up with the Joneses and Heterogeneous Beliefs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2030003 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
He, Xuezhong [Author] ; Li, Youwei [Other] Testing of a Market Fraction Model and Power-Law Behaviour in the DAX 30 Books View online Schließen > Access https://ssrn.com/abstract=2547906 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
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