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type_genre:"Article in journal"
~person:"He, Xue-zhong"
~subject:"Share price"
~subject:"Volatilität"
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Share price
Volatilität
Theorie
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10
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10
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9
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He, Xue-zhong
Gupta, Rangan
27
McAleer, Michael
23
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22
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16
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16
Westerhoff, Frank H.
16
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15
Subrahmanyam, Avanidhar
15
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14
Pierdzioch, Christian
14
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13
Ghysels, Eric
13
McMillan, David G.
13
Renault, Eric
13
Wang, Yudong
13
Zhang, Wei
13
Faff, Robert W.
12
Garcia, René
12
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Lux, Thomas
12
Mele, Antonio
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12
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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Journal of economic behavior & organization : JEBO
4
Journal of economic dynamics & control
3
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1
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1
Journal of banking & finance
1
Journal of evolutionary economics : JEE
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11
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1
Machine learning and speed in high-frequency trading
Arifovic, Jasmina
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013464913
Saved in:
2
Social interaction, volatility clustering, and momentum
He, Xue-zhong
;
Li, Kai
;
Santi, Caterina
;
Shi, Lei
- In:
Journal of economic behavior & organization : JEBO
203
(
2022
),
pp. 125-149
Persistent link: https://www.econbiz.de/10014227916
Saved in:
3
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
Saved in:
4
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:
5
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
- In:
Journal of economic behavior & organization : JEBO
130
(
2016
),
pp. 274-297
Persistent link: https://www.econbiz.de/10011701919
Saved in:
6
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
Saved in:
7
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
8
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Saved in:
9
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
Saved in:
10
An evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
- In:
Annals of finance
9
(
2013
)
2
,
pp. 185-215
Persistent link: https://www.econbiz.de/10009741197
Saved in:
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