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X.-Z. He

Professor

Calculated based on number of publications stored in Pure and citations from Scopus
1992 …2024

Research activity per year

Personal profile

Personal profile

Prof Xuezhong (Tony) He joined the Department of Finance as a Professor in Finance in 2022. Before joining XJTLU, Tony was a Professor of Finance at the University of Technology Sydney (UTS) from 2010 to 2021. Before that, he worked at the University of Sydney and UTS as a Lecturer, Senior Lecturer, and Associate Professor. In addition, he has been a Co-Editor of the Journal of Economic Dynamics and Control (an ABDC A* journal) for 10 years (2013-2022), a Senior Editor, Department Editor, Associate Editor, and Guest Editor for several other journals. In 2023, Tony was awarded as a Distinguished Foreign Expert ( 杰出国际型学科领军人才)-Dushuhu Science and Technology Innovation District Administration, Suzhou Industrial Park.

Tony is an internationally recognized expert in asset pricing, financial market modeling, market microstructure, financial economics, and nonlinear dynamics in finance and economics. His international research profile is attested by his publications in the field of finance and economics, invited contributions to the prestigious Handbook of Financial Markets and Handbook of Computational Economics, numerous keynote talks at international conferences, and many competitively Australian and Chinese research grants (in a total of AUD$2 million, including four Australian Research Council Discovery (ARC) Project Grants, one ARC Linkage Project, and a total of RMB7.6 million three grants in National Natural Science Foundation of China).

Regarding research impact, RePEc (Research Papers in Economics) Ranking puts Tony in the Top 3% in Asia and China. He has published one book, 15 chapters, and more than 60 journal papers. His publications have been highly cited (more than 3,600 times in Scopus and 6,000 times in Google Scholar). Tony is Highly Cited Chinese Researcher of 2022-2023 by Elsevier for contributions to Applied Economics.

Tony received his Ph.D. in Finance in 2001 from UTS and Ph.D. in Applied Mathematics in 1995 from Flinders University in Australia, the two fundamental disciplines underpinning his teaching and research areas. His teaching included asset pricing, portfolio theory, investment, international finance, and derivatives.

SSRN Working Papers: https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=349709F.

Research interests

Financial Economics

Nonlinear Dynamics in Economic and Finance

Market Microstructure

Asset Pricing with Heterogeneous Beliefs, Learning, and Social Interactions

Experience

Dec. 2010-Dec 2021Professor of Finance, UTS Business School, University of Technology Sydney

Jan 2017-Jan 2019Honorary Professorial Fellow, University of Wollongong

Oct. 2011-Jan. 2013Deputy Head, Finance Discipline Group, UTS Business School

Jan. 2007-Nov. 2010Associate Professor, School of Finance and Economics, University of Technology Sydney

Feb. 2002-Dec. 2006Senior Lecturer, School of Finance and Economics, University of Technology Sydney

Jan. 2001-Jan. 2002Lecturer, School of Finance and Economics, University of Technology Sydney

Apr. 1995-Dec. 1997Lecturer, Mathematics and Statistics, The University of Sydney

Teaching

Fundamentals of Derivative Security Pricing

Derivatives and Risk Management

Financial Management

International Finance

Synthetic Financial Products

Investment Management

Derivative Security Pricing

Theory of Financial Decision Making

Derivative Securities

Investment Analysis

FIN419 Financial Derivatives

FIN410 Advanced Derivatives

FIN302 Finance and Markets

Awards and honours

  • Distinguished Foreign Expert (杰出国际型学科领军人才)-Dushuhu Science and Technology Innovation District Administration, Suzhou Industrial Park, 2023-2025
  • The 2022/23 Academic Excellence Award, IBSS, XJTLU
  • IBSS Research Senior Award, 2022
  • Highly Cited Chinese Researcher of 2022-2023 by Elsevier for contributions to Applied Economics
  • Best paper award in Fund Management/Risk Management/Quantitative Finance, Information diffusion and speed competition, the 2019 Financial Markets and Corporate Governance Conference, Sydney
  • Chancellor’s List 2001 for outstanding PhD theses at UTS
  • Outstanding Research Award of Ningxia University 1991.

Education/Academic qualification

Ph.D. Finance and Economics, University of Technology Sydney, Australia (2001)

Ph.D. Applied Mathematics, Flinders University, Adelaide, Australia (1995)

Person Types

  • Staff

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Collaborations and top research areas from the last five years

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  • Nonstandard Errors

    Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüß, S., Razen, M., Weitzel, U., Abad-Díaz, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J. T., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J. J., & 323 othersAvetikian, A. T., Bach, A., Baidoo, E., Bakalli, G., Bao, L., Barbon, A., Bashchenko, O., Bindra, P. C., Bjønnes, G. H., Black, J. R., Black, B. S., Bogoev, D., Correa, S. B., Bondarenko, O., Bos, C. S., Bosch-Rosa, C., Bouri, E., Brownlees, C., Calamia, A., Cao, V. N., Capelle-Blancard, G., Romero, L. M. C., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chen, J., Chernov, M., Cheung, W., Chincarini, L. B., Chordia, T., Chow, S. C., Clapham, B., Colliard, J. E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R. J., Blasis, R. D., Nard, G. F. D., Declerck, F., Deev, O., Degryse, H., Deku, S. Y., Desagre, C., Dijk, M. A. V., Dim, C., Dimpfl, T., Dong, Y. J., Drummond, P. A., Dudda, T., Duevski, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A. H., Dzieliński, M., Eksi, A., Kalak, I. E., Ellen, S. T., Eugster, N., Evans, M. D. D., Farrell, M., Felez-Vinas, E., Ferrara, G., Ferrouhi, E. M., Flori, A., Fluharty-Jaidee, J. T., Foley, S. D. V., Fong, K. Y. L., Foucault, T., Franus, T., Franzoni, F., Frijns, B., Frömmel, M., Fu, S. M., Füllbrunn, S. C., Gan, B., Gao, G., Gehrig, T. P., Gemayel, R., Gerritsen, D., Gil-Bazo, J., Gilder, D., Glosten, L. R., Gomez, T., Gorbenko, A., Grammig, J., Grégoire, V., Güçbilmez, U., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J. H., Harris, L., Hartmann, S., Hasse, J. B., Hautsch, N., He, X. Z., Heath, D., Hediger, S., Hendershott, T., Hibbert, A. M., Hjalmarsson, E., Hoelscher, S. A., Hoffmann, P., Holden, C. W., Horenstein, A. R., Huang, W., Huang, D., Hurlin, C., Ilczuk, K., Ivashchenko, A., Iyer, S. R., Jahanshahloo, H., Jalkh, N., Jones, C. M., Jurkatis, S., Jylhä, P., Kaeck, A. T., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., Kervel, V. V., Khan, S. A., Khomyn, M. K., Klein, T., Klein, O., Klos, A., Koetter, M., Kolokolov, A., Korajczyk, R. A., Kozhan, R., Krahnen, J. P., Kuhle, P., Kwan, A., Lajaunie, Q., Lam, F. Y. E. C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, H., Liew, C. Y., Lindner, T., Linton, O., Liu, J., Liu, A., Llorente, G., Lof, M., Lohr, A., Longstaff, F., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D., Mi, M. G., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Norden, L. L., O'neill, P., Obaid, K., Ødegaard, B. A., Östberg, P., Pagnotta, E., Painter, M., Palan, S., Palit, I. J., Park, A., Pascual, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A. J., Pearson, N. D., Pelizzon, L., Pelli, M., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O. A., Prodromou, T., Prokopczuk, M., Putnins, T., Qian, Y., Raizada, G., Rakowski, D., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Renjie, R. W., Reno, R., Riddiough, S. J., Rinne, K., Rintamäki, P., Riordan, R., Rittmannsberger, T., Longarela, I. R., Roesch, D., Rognone, L., Roseman, B., Roşu, I., Roy, S., Rudolf, N., Rush, S. R., Rzayev, K., Rzeźnik, A. A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K. R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M. A., Seasholes, M. S., Seeger, N. J., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L. A., Söderlind, P., Sojli, E., Sokolov, K., Sönksen, J., Spokeviciute, L., Stefanova, D., Subrahmanyam, M. G., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W. W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A. B., Vaduva, M. A., Valente, G., Ness, R. A. V., Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., Wel, M. V. D., Werner, I. M., Westerholm, P. J., Westheide, C., Wika, H. C., Wipplinger, E., Wolf, M., Wolff, C. C. P., Wolk, L., Wong, W. K., Wrampelmeyer, J., Wu, Z. X., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P. K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, Y., Yu, S., Yueshen, B. Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S. M., Zhang, L., Zhang, S. S., Zhang, X., Zhao, L., Zhong, Z., Zhou, Z. I., Zhou, C., Zhu, X. S., Zoican, M. & Zwinkels, R., Jun 2024, In: Journal of Finance. 79, 3, p. 2339-2390 52 p.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    13 Citations (Scopus)

  • Reinforcement learning and rational expectation equilibrium in limit order markets

    Zhou, X., Lin, S. & He, X-Z., 2024, (Accepted/In press) In: Journal of Economic Dynamics and Control.

    Research output: Contribution to journal › Article › peer-review

  • Ambiguous price formation

    Aliyev, N. & He, X-Z., Jul 2023, In: Journal of Mathematical Economics. 106, 102842.

    Research output: Contribution to journal › Article › peer-review

    1 Citation (Scopus)

  • Conscious trading of unconsciousness

    He, X-Z., Kang, J. & Lin, S., 16 Nov 2023, SSRN.

    Research output: Other contribution

  • Stay ahead: active data management and market power

    He, X-Z., Kang, J., Ren, S. & Zhou, X., 17 Mar 2023.

    Research output: Contribution to conference › Paper

View all 139 research outputs
View all 98 activities