Projects per year
Personal profile
Education/Academic qualification
finance, PhD, University of Technology Sydney
1 Jul 2010 → 3 Jun 2014
mathematics, M.S., Harbin Institute of Technology
Jul 2007 → Jun 2009
mathematics, B.S., Harbin Institute of Technology
Jul 2003 → Jun 2007
Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
Continuous Time
Mathematics
Financial Markets
Mathematics
Volatility
Mathematics
Stability Switch
Mathematics
Herding
Mathematics
Momentum
Mathematics
Prey-predator System
Mathematics
Asset Allocation
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2014 2020
Slow Diffusion of Information in Asset Pricing and Risk Management
1/01/18 → 31/12/20
Project: Research
Study on market liquidity crash based on big-data analytics and agent-based modelling
Wei, L. & Li, K.
1/01/17 → 31/12/20
Project: Research
Return Predictability under Heterogeneous Beliefs and Investor Sentiment
1/01/17 → 31/12/17
Project: Research
Asset pricing with heterogeneous beliefs and social interactions
14/04/14 → 13/04/17
Project: Research
Research Outputs 2009 2018
- 138 Citations
- 7 h-Index
- 9 Article
Asset allocation with time series momentum and reversal
He, X-Z., Li, K. & Li, Y., Jun 2018, In : Journal of Economic Dynamics and Control. 91, p. 441-457 17 p.Research output: Contribution to journal › Article › Research › peer-review
Asset Allocation
Reversal
Time series
Momentum
Volatility
Time-varying economic dominance in financial markets: A bistable dynamics approach
He, X. Z., Li, K. & Wang, C., May 2018, In : Chaos. 28, 5, 19 p., 055903.Research output: Contribution to journal › Article › Research › peer-review
Financial Markets
economics
Time-varying
Momentum
Economics
Volatility clustering: A nonlinear theoretical approach
He, X. Z., Li, K. & Wang, C., 2016, In : Journal of Economic Behavior and Organization. 130, p. 274-297 24 p.Research output: Contribution to journal › Article › Research › peer-review
Coexistence
Volatility clustering
Financial markets
Traders
Intuition
Profitability of time series momentum
He, X. Z. & Li, K., 2015, In : Journal of Banking and Finance. 53, p. 140-157 18 p.Research output: Contribution to journal › Article › Research › peer-review
Profitability
Momentum
Traders
Time horizon
Momentum strategies
Herding, trend chasing and market volatility
Di Guilmi, C., He, X. Z. & Li, K., 2014, In : Journal of Economic Dynamics and Control. 48, p. 349-373 25 p.Research output: Contribution to journal › Article › Research › peer-review
Herding
Volatility
Autocorrelation
Volatility Clustering
Heterogeneous Agents
Prizes
Outstanding reviewer for Journal of Economic Dynamics and Control
Kai Li (Recipient), 2017
Prize: Honorary award