ProfileProf 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 had 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.
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 (total grant amount: AUD$2.7 million, including four Australian Research Council Discovery (ARC) Project Grants, one ARC Linkage Project, and one 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 3,000 times in Scopus and 5,000 times in Google Scholar).
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.
Working Papers (selected):
For details, please see:
F. Douglas Foster, Xue-Zhong (Tony) He, Junqing Kang & Shen Lin, The Microstructure of Endogenous Liquidity Provision
Nihad Aliyev & Xue-Zhong (Tony) He, Ambiguity and Information Tradeoffs
Nihad Aliyev, Xue-Zhong (Tony) He & Talis Putnins, Learning about Adverse Selection in Markets
Xue-Zhong (Tony) He & Junqing Kang, Information Diffusion and Speed Competition
Xue-Zhong (Tony) He, Junqing Kang & Xuan Zhou, The Fast and the Furious: Exchange Latency and Ever-fast Trading
Xue-Zhong (Tony) He, Junqing Kang & Xuan Zhou, Quantitative Investing and Price Informativeness
Xue-Zhong (Tony) He, Lei Shi & Marco Tolotti, The Social Value of Information Uncertainty