Xuezhong (Tony) He
University of Technology & Management
H-index: 37
Asia-Vietnam
Top articles of Xuezhong (Tony) He
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Ambiguous price formation | Journal of Mathematical Economics | Nihad Aliyev Xue-Zhong He | 2023/5/1 |
Toward a general model of financial markets | Nihad Aliyev Xue-Zhong He | 2023/2/16 | |
Reinforcement Learning and Rational Expectations Equilibrium in Limit Order Markets | Available at SSRN | Xuan Zhou Shen Lin Xuezhong He | 2023/12/28 |
Stay Ahead: Active Data Management and Market Power | Available at SSRN 4391841 | Xuezhong He Junqing Kang Shiting Ren Xuan Zhou | 2023/11/24 |
Cautious Trading of Unconsciousness | Available at SSRN 4634483 | Xuezhong He Junqing Kang Shen Lin | 2023/11/16 |
The microstructure of endogenous liquidity provision | Available at SSRN 3482259 | F Douglas Foster Xuezhong He Junqing Kang Shen Lin | 2023/8/9 |
Investor sentiment and paradigm shifts in equity return forecasting | Management Science | Liya Chu Xue-Zhong He Kai Li Jun Tu | 2022/6 |
Ambiguity and information tradeoffs | Available at SSRN 4547605 | Nihad Aliyev | 2023/9/25 |
Learning about adverse selection in markets | Available at SSRN 3286933 | Nihad Aliyev Xuezhong He Tālis J Putniņš | 2022/9/20 |
Quantitative Investing and Price Informativeness | Available at SSRN 4079713 | Xuezhong He Junqing Kang Xuan Zhou | 2022/5/13 |
The fast and the furious: exchange latency and ever-fast trading | Available at SSRN 3681157 | Xuezhong He Junqing Kang Xuan Zhou | 2022/7/12 |
Markets and Economies with Information Frictions | Journal of Economic Dynamics and Control | Xue-Zhong Tony He Pengfei Wang Liyan Yang | 2022 |
Speed Competition and Strategic Trading | 2019 Financial Markets & Corporate Governance Conference | Xuezhong He Junqing Kang | 2022/11/1 |
Asset Pricing Under Keeping Up with the Joneses and Time-Varying Sentiment | Available at SSRN 2030003 | Xuezhong He Lei Shi Min Zheng | 2022/6/30 |
Social interaction, volatility clustering, and momentum | Journal of Economic Behavior & Organization | Xue-Zhong He Kai Li Caterina Santi Lei Shi | 2022/11/1 |
Machine learning and speed in high-frequency trading | Journal of Economic Dynamics and Control | Jasmina Arifovic Xue-zhong He Lijian Wei | 2022/6/1 |
Reinforcement Learning Equilibrium in Limit Order Markets | Journal of Economic Dynamics and Control | Xue-Zhong He Shen Lin | 2022/11/1 |
Cross-section instability in financial markets: impatience, extrapolation, and switching | Decisions in Economics and Finance | Roberto Dieci Xue-Zhong He | 2021/12 |
Social interaction, stochastic volatility, and momentum | Stochastic Volatility, and Momentum (April 19, 2021) | Xuezhong He Kai Li Caterina Santi Lei Shi | 2021/4/19 |
Asymptotic Behavior of a Class of Fourth Order Nonlinear Functional Differential Equation with Delays | Lizhi Wen Yongshao Chen Xuezhong He | 2020/11/25 |
Co-Authors
