Details about Zhenxi Chen

Access statistics for papers by Zhenxi Chen.

Last updated 2022-05-10. Update your information in the RePEc Author Service.

Short-id: pch1165

Working Papers

2016

1. Regimes dependent speculative trading: Evidence from the United States housing market
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents

2015

2. Estimating heterogeneous agents behavior in a two-market financial system
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (1)
   See also Journal Article Estimating heterogeneous agents behavior in a two-market financial system, Journal of Economic Interaction and Coordination, Springer (2018) View citations (2) (2018)
3. Estimation of sentiment effects in financial markets: A simulated method of moments approach
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (17)
   See also Journal Article Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach, Computational Economics, Springer (2018) View citations (34) (2018)

2014

4. Hong Kong: A Bridge Connecting Mainland China and the International Market
   Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre

2013

5. Propagation of Financial Crises: A Heterogenous Agents Approach
   Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre

2012

6. Heterogeneous Agents in Multi-markets: A Coupled Map Lattices Approach
   Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre View citations (3)

Journal Articles

2022

1. Determinants and international influences of the Chinese freight market
   Empirical Economics, 2022, 62, (5), 2601-2618 View citations (1)
2. Herding in the Chinese and US stock markets: Evidence from a micro-founded approach
   International Review of Economics & Finance, 2022, 78, (C), 597-604 View citations (3)

2021

3. Herding and capitalization size in the Chinese stock market: a micro-foundation evidence
   Empirical Economics, 2021, 60, (4), 1895-1911 View citations (3)
4. Sentiment: The bridge between financial markets and macroeconomy
   Journal of Economic Behavior & Organization, 2021, 188, (C), 1177-1190 View citations (9)

2020

5. Dynamics of the European sovereign bonds and the identification of crisis periods
   Empirical Economics, 2020, 58, (6), 2761-2781
6. Modelling contagion of financial crises
   The North American Journal of Economics and Finance, 2020, 54, (C) View citations (2)
7. Quantile hedge ratio for forward freight market
   Transportation Research Part E: Logistics and Transportation Review, 2020, 138, (C) View citations (7)
8. Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach
   Manchester School, 2020, 88, (2), 262-281 View citations (2)
9. Speculative trading in Chinese housing market: a panel regression method
   Applied Economics, 2020, 52, (38), 4186-4195 View citations (1)

2019

10. Baltic Dry Index and iron ore spot market: dynamics and interactions
    Applied Economics, 2019, 51, (35), 3855-3863 View citations (12)

2018

11. A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets
    Annals of Economics and Finance, 2018, 19, (1), 151-196
12. Estimating heterogeneous agents behavior in a two-market financial system
    Journal of Economic Interaction and Coordination, 2018, 13, (3), 491-510 View citations (2)
    See also Working Paper Estimating heterogeneous agents behavior in a two-market financial system, FinMaP-Working Papers (2015) View citations (1) (2015)
13. Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach
    Computational Economics, 2018, 52, (3), 711-744 View citations (34)
    See also Working Paper Estimation of sentiment effects in financial markets: A simulated method of moments approach, FinMaP-Working Papers (2015) View citations (17) (2015)

2014

14. Modeling regional linkage of financial markets
    Journal of Economic Behavior & Organization, 2014, 99, (C), 18-31 View citations (16)