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Xuezhong (Tony) He

Global rank #35716 59%

Institution: Xi'an Jiaotong-Liverpool University (XJTLU)

Primary Field: General (weighted toward more recent publications)

Homepage: https://scholar.xjtlu.edu.cn/en/persons/XuezhongHe

First Publication: Unknown

Most Recent: Unknown

RePEc ID: phe4 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 3.85 0.00 3.85
Last 10 Years 0.00 0.00 8.21 0.00 8.21
All Time 0.00 0.00 19.27 0.00 20.02

Publication Statistics

Raw Publications 26
Coauthorship-Adjusted Count 0.00

Publications (26)

Year Article Journal Tier Authors
2025 Reinforcement learning and rational expectations equilibrium in limit order markets Journal of Economic Dynamics and Control B 3
2023 Ambiguous price formation Journal of Mathematical Economics B 2
2022 Machine learning and speed in high-frequency trading Journal of Economic Dynamics and Control B 3
2022 Social interaction, volatility clustering, and momentum Journal of Economic Behavior and Organization B 4
2022 Reinforcement Learning Equilibrium in Limit Order Markets Journal of Economic Dynamics and Control B 2
2018 Asset allocation with time series momentum and reversal Journal of Economic Dynamics and Control B 3
2017 Index portfolio and welfare analysis under heterogeneous beliefs Journal of Banking & Finance B 2
2017 Prediction market prices under risk aversion and heterogeneous beliefs Journal of Mathematical Economics B 2
2016 Volatility clustering: A nonlinear theoretical approach Journal of Economic Behavior and Organization B 3
2016 Trading heterogeneity under information uncertainty Journal of Economic Behavior and Organization B 2
2015 Learning, information processing and order submission in limit order markets Journal of Economic Dynamics and Control B 3
2015 Profitability of time series momentum Journal of Banking & Finance B 2
2014 Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 Journal of Economic Behavior and Organization B 3
2014 Herding, trend chasing and market volatility Journal of Economic Dynamics and Control B 3
2012 Estimating behavioural heterogeneity under regime switching Journal of Economic Behavior and Organization B 4
2012 Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model Journal of Economic Dynamics and Control B 2
2012 Disagreement, correlation and asset prices Economics Letters C 2
2011 An analysis of the effect of noise in a heterogeneous agent financial market model Journal of Economic Dynamics and Control B 3
2010 Dynamics of moving average rules in a continuous-time financial market model Journal of Economic Behavior and Organization B 2
2009 Market stability switches in a continuous-time financial market with heterogeneous beliefs Economic Modeling C 4
2007 Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework Journal of Economic Behavior and Organization B 3
2007 Power-law behaviour, heterogeneity, and trend chasing Journal of Economic Dynamics and Control B 2
2006 A dynamic analysis of moving average rules Journal of Economic Dynamics and Control B 3
2006 An analysis of the cobweb model with boundedly rational heterogeneous producers Journal of Economic Behavior and Organization B 4
2005 Commodity markets, price limiters and speculative price dynamics Journal of Economic Dynamics and Control B 2
2003 Dynamics of beliefs and learning under aL-processes -- the heterogeneous case Journal of Economic Dynamics and Control B 2