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Isaac Scientific Publishing
Journal of Advances in Economics and Finance
Prof. Xuezhong He,  Finance Discipline Group, Australia
Finance Discipline Group
UTS Business School
University of Technology Sydney
PO Box 123 Broadway NSW 2007
Research Interests
• Asset Pricing with Heterogeneous Beliefs, Learning, and Social Interactions
• Nonlinear Economic Dynamics and Financial Market Modelling
• Heterogeneous Expectations and Empirical Testing in Equity, CDS, Commodity, and Foreign Exchange Markets
• Profitability, Return Predictability, and Market Sentiment
• High Frequency Trading and Learning in Limit Order Markets
Selected Publication List
• Chiarella, C., Ter Ellen, S., He, X.-.Z.& Wu, E. 2015, 'Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market', Journal of Empirical Finance, vol. 32, pp. 19-34.
• He, X.Z. & Li, Y. 2015, 'Testing of a market fraction model and power-law behaviour in the DAX 30', Journal of Empirical Finance, vol. 31, pp. 1-17.
• He, X. & Li, K. 2015, 'Profitability of time series momentum', Journal of Banking and Finance, vol. 53, pp. 140-157.
• Chiarella, C., He, X. &Wei, L. 2015, 'Learning, information processing and order submission in limit order markets', Journal of Economic Dynamics and Control, vol. 61, pp. 245-268.
• Chiarella, C.,He, X. & Zwinkels, R. 2014, 'Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500', Journal of Economic Behavior and Organization, vol. 105, pp. 1-16.
• Di Guilmi, C. He, X. & Li, K. 2014, 'Herding, trend chasing and market volatility', Journal of Economic Dynamics and Control, vol. 48, pp. 349-373.
• Chiarella, C., He, X. & Zheng, M. 2013, 'Heterogeneous expectations and exchange rate dynamics',The European Journal of Finance, vol. 19, no. 5, pp. 392-419.
• Chiarella, C., Dieci, R. & He, X. 2013, 'Time-varying beta: A boundedly rational equlibrium approach', Journal of Evolutionary Economics, vol. 23, no. 3, pp. 609-639. • He, X. & Shi, L. 2012, 'Boundedly rational equilibrium and risk premium', Accounting and Finance, vol. 52, no. 1, pp. 71-93.
• He, X. & Shi, L. 2012, 'Disagreement, correlation and asset prices', Economics Letters, vol. 116, no. 3, pp. 512-515.
• Chiarella, C., He, X., Huang, W. & Zheng, H. 2012, 'Estimating behavioural heterogeneity under regime switching', Journal of Economic Behavior & Organization, vol. 83, no. 3, pp. 446-460.
• Chiarella, C., He, X. & Pellizzari, P. 2012, 'A dynamic analysis of the microstructure of moving average rules in a double auction market',Macroeconomic Dynamics, vol. 16, no. 4, pp. 556-575.
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