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He, X. and L. Shi (2012), Disagreement, correlation and asset prices, Economics Letters, 116, 512-515.
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He, X. and L. Shi (2012a), Boundedly rational equilibrium and risk premium, Accounting & Finance, 52, 71-93.
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He, X. and L. Shi (2012b), Disagreement in a multi-asset market, International Review of Finance (accepted at 3/2/2012).
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He, X. and K. Li (2012), Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model, Journal of Economic Dynamics and Control, 36, 973-987
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Chiarella, C, R. Dieci and X. He (2012), Time-varying beta: a boundedly rational equilibrium approach, Journal of Evolutionary Economics, DOI 10.1007/s00191-011-0233-5.
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Chiarella, C., X. He and P. Pellizzari (2012), A dynamic analysis of the microstructure of moving average rules in a double auction market, Macroeconomic Dynamics, DOI:10.1017/S136510051000074X.
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Chiarella, C., R. Dieci and X. He (2011), Do heterogeneous beliefs diversify market risk? European Journal of Finance, 17(3), 241-258.
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Chiarella, C, X. He and M. Zheng (2011), Heterogeneous expectations and exchange rate dynamics, European Journal of Finance, accepted.
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Chiarella, C, X. He and M. Zheng (2011), An analysis of the effect of noise in a heterogeneous agent financial market model, Journal of Economic Dynamics and Control, 35, 148-162.
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He, X. and M. Zheng (2010), Dynamics of moving average rules in a continuous-time financial market model, Journal of Economic Behaviour and Organization, 76, 615-634.
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Zheng, M., D. Wang and X. He (2009), Asymmetry of technical analysis and market price volatility, China Finance Review, 3 (2), 61-89.
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He, X, K. Li, J. Wei and M. Zheng (2009), Market stability switches in a continuous-time financial market with heterogeneous beliefs, Economic Modelling, 26, 1432-1442.
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Zhu, M. C. Chiarella, X. He and D. Wang (2009), Does the market maker stabilize the market? Physica A, 388, 3164-3180.
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Cao, L. and X. He (2009), Developing actionable trading agents, Knowledge and Information System, 18, 183-198.
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He, X. and Li, Y. (2008), Power-law behaviour, profitability and autocorrelations, Quantitative Finance, 8, 59-79.
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Chiarella, C, X. He, D. Wang and M. Zheng (2008), The stochastic bifurcation behaviour of speculative financial markets, Physica A, 387(15), 59-79.
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Corron, N., X. He and F. Westerhoff (2007), Butter mountains, milk lakes and optimal price limiters, Applied Economic Letters, 14, 1131-1136.
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He, X. and Y. Li (2007), Power-law behaviour, heterogeneity, and trend chasing, Journal of Economic Dynamics and Control, 31, 3396-3426.
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Chiarella, C., R. Dieci and X. He (2007), Heterogeneous expectations and speculative behaviour in a dynamic multi-asset framework, Journal of Economic Behaviour and Organization, 62, 408-427.
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Chiarella, C., X. He, H. Hung, P. Zhu (2006), An analysis of the cobweb model with boundedly rational heterogeneous producers, Journal of Economic Behaviour and Organization, 61, 750-768.
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Chiarella, C., X. He and C. Hommes (2006), Moving average rules as a source of market instability, Physica A, 370, 12-17.
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Chiarella, C. X. He and C. Hommes (2006), A dynamic analysis of moving average rules, Journal of Economic Dynamics and Control, 30, 1729-1753.
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Chiarella, C., X. He and D. Wang (2006), A Behavioural asset pricing model with a time-varying second moment, Chaos, Solitons and Fractals, 29, 535-555.
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Dieci, R., I. Foroni, L. Gardini and X. He (2006), Market mood, adaptive beliefs and asset price dynamics, Chaos, Solitons and Fractals, 29, 520-534.
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He, X. (1999), Degenerate Lyapunov functionals of a well-known prey-predator model with discrete delays, Proceedings of Royal Society of Edinburgh, 129A, 755-771.