Xi'an Jiaotong-Liverpool University

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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 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:
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=349709

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

Qualifications
- Ph.D. Finance and Economics, University of Technology Sydney, Australia (2001)
- Ph.D. Applied Mathematics, Flinders University, Adelaide, Australia (1995)
Experience
- Dec. 2010- Dec 2021 Professor of Finance, UTS Business School, University of Technology Sydney
- Jan 2017- Jan 2019 Honorary Professorial Fellow, University of Wollongong
- Oct. 2011- Jan. 2013 Deputy Head, Finance Discipline Group, UTS Business School
- Jan. 2007- Nov. 2010 Associate Professor, School of Finance and Economics, University of Technology Sydney
- Feb. 2002- Dec. 2006 Senior Lecturer, School of Finance and Economics, University of Technology Sydney
- Jan. 2001- Jan. 2002 Lecturer, School of Finance and Economics, University of Technology Sydney
- Apr. 1995- Dec. 1997 Lecturer, Mathematics and Statistics, The University of Sydney
Research interests
- Financial Economics
- Nonlinear Dynamics in Economic and Finance
- Market Microstructure
- Asset Pricing with Heterogeneous Beliefs, Learning, and Social Interactions
Articles
- Aliyev, N. & X. He (2023), Ambiguous price formation, Journal of Mathematical Economics, 106, 102842
- Albert J. Menkveld et al., Non-Standard Errors, Journal of Finance, forthcoming
- He, X., K. Li, C. Santi & L. Shi (2022), Social Interaction, Stochastic Volatility, and Momentum, Journal of Economic Behaviour and Organization
- Xue-Zhong (Tony) He & Shen Lin (2022), Reinforcement Learning and Evolutionary Equilibrium in Limit Order Markets, Journal of Economic Dynamics and Control
- Xue-Zhong He, Liyan Yang, Pengfei Wang (2022), Markets and Economies with Information Frictions, Journal of Economic Dynamics and Control
- Liya Chu, Xue-Zhong He, Kai Li, Jun Tu (2022), Investor sentiment and paradigm shifts in equity return forecasting, Management Science
- Jasmina Arifovic, Xue-Zhong (Tony) He & Lijian Wei (2022) Machine Learning and Speed in High-Frequency Trading, Journal of Economic Dynamics and Control
- Dieci, R., X. He (2021), Cross-section instability in financial markets: Impatience, extrapolation, and switching, Decision in Economics and Finance,
- He, X., Y. Li, M. Zheng (2019), Heterogeneous agent models in financial markets: a nonlinear dynamics approach, International Review of Financial Analysis, 62, 135-149.
- Vo, N.N.Y., X. He, S. Liu, G. Xu (2019), Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio, Decision Support Systems, 124, 113097
- Dawid, H., He, X., Semmler, W. (2018), Introduction, JEDC Special Issue in Honour of Prof Carl Chiarella, Journal of Economic Dynamics and Control, 91, 1-6.
- He, X., K. Li and Y. Li (2018), Asset Allocation with Time Series Momentum and Reversal, Journal of Economic Dynamics and Control, 91(2018), 441-457.
- He, X., K. Li and C. Wang (2018), Time-varying economic dominance in financial markets: a bistable dynamics approach, Chaos, 28, 055903
- He, X., He, Z., Zhu, X. (2018), Editorial Notes on Special Issue: Applied Financial Economics, Economic Modelling, 71, 316-317.
- He, X. and N. Treich (2017), Prediction market prices under risk aversion and heterogeneous beliefs, Journal of Mathematical Economics, 70, 105-114.
- He, X. and L. Shi (2017), Index portfolio and welfare analysis under heterogeneous beliefs, Journal of Banking and Finance, 75, 64-79.
- He, X. & E. Lutkebohmert-Holtz & Y. Xiao (2017), Rollover risk and credit risk under time-varying margin, Quantitative Finance, 17, (3), 455-469.
- He, X. and Y. Li (2017), The adaptiveness in stock markets: testing the stylized facts in the DAX 30, Journal of Evolutionary Economics, 27, 1071–1094.
- Chiarella, C. & He, X. & L. Shi & L. Wei (2017), A behaviour model of investment sentiment in limit order markets, Quantitative Finance. 17(1), 71-86.
- He, X. and H. Zheng (2016), Trading heterogeneity under information uncertainty, Journal of Economic Behavior & Organization, 130, 64-80.
- He, X., K. Li and C. Wang (2016), Volatility clustering: a nonlinear theoretical approach, Journal of Economic Behavior & Organization, 130, 274-297.
- He, X. and L. Shi (2016), A binomial model of asset and option pricing with heterogeneous beliefs, Journal of Management Science and Engineering, 1(1), 94-113.
- He, X. and K. Li (2015), Profitability of Time Series Momentum, Journal of Banking and Finance, 53, 140-157.
- He, X. and Y. Li (2015), Testing of a Market Fraction Model and Power-law Behaviour in the DAX 30, Journal of Empirical Finance, 31, 1-17.
- Chiarella, C. X. He and L. Wei (2015), Learning, information processing and order submission in limit order markets, Journal of Economic Dynamics and Control, 61, 245-268.
- Chiarella, C., S. ter Ellen, X. He and E. Wu (2015), Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market, Journal of Empirical Finance,32, 19-34.
- Di Guilmi, C., X. He and K. Li (2014), Herding, trend chasing and market volatility, Journal of Economic Dynamics and Control, 48, 349-373.
- Chiarella, C, X. He and R. Zwinkels (2014), Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500, Journal of Economic Behavior & Organization, 105, 1-16.
- Chiarella, C, R. Dieci and X. He (2013), Time-varying beta: a boundedly rational equilibrium approach, Journal of Evolutionary Economics, 23, 609-639.
- Chiarella, C, X. He and M. Zheng (2013), Heterogeneous expectations and exchange rate dynamics. European Journal of Finance, 19, 392-419.
- Chiarella, C., R. Dieci, X. He and K. Li (2013), An evolutionary CAPM under heterogeneous beliefs, Annuals of Finance, 9, 185-215.
- He, X. and L. Shi (2012), Disagreement, correlation and asset prices, Economics Letters, 116, 512-515.
- He, X. & L. Shi (2012), Disagreement in a multi-asset market, International Review of Finance, 12, 357-373.
- He, X. & K. Li (2012), Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model, Journal of Economic Dynamics and Control, 36, 973-987.
- Chiarella, C., X. He, W. Huang, and H. Zheng (2012), Estimating Behavioural Heterogeneity under Regime Switching, Journal of Economic Behavior & Organization 83, 446-460.
- 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, 16, 556-575.
- Chiarella, C., R. Dieci and X. He (2011), Do heterogeneous beliefs diversify market risk? European Journal of Finance, 17(3), 241-258.
- 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.
- 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.
- Zheng, M., D. Wang and X. He (2009), Asymmetry of technical analysis and market price volatility, China Finance Review, 61 (2), 61-89.
- Cao, L. and X. He (2009), Developing actionable trading agents, Knowledge and Information System, 18, 183-198.
- He, X. and Li, Y. (2008), Heterogeneity, convergence, and autocorrelations, Quantitative Finance, 8, 59-79.
- Gong, G, Gao, J. and He, X. (2008), Monetary policy and exchange rate regime; a proposal for a small and less developed economy, Economic Research Journal (经济研究), 43(6), 25-36.
- He, X. and Y. Li (2007), Power-law behaviour, heterogeneity, and trend chasing, Journal of Economic Dynamics and Control. 31, 3396-3426.
- 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.
- 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.
- Chiarella, C. X. He and C. Hommes (2006), A dynamic analysis of moving average rules, Journal of Economic Dynamics and Control, 30. 1729-1753.
- 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
- He, X. and F. Westerhoff (2005), Commodity markets, price limiters and speculative price, Journal of Economic Dynamics and Control, 29, 1577-1596.
- Bird, R., X. He, P. Thosar and P. Woolley (2005), The case for market inefficiency: Investment style and market pricing, Journal of Asset Management, 5, 365-388
- Chiarella, C. and X. He (2003), Heterogeneous beliefs, risk and learning in a simple asset pricing model with a market maker. Macroeconomic Dynamics, 7, 503-536.
- Chiarella, C. and X. He (2003), Dynamics of beliefs and learning under al-processes-the heterogeneous case, Journal of Economic Dynamics and Control, 27, 503-531.
- Chiarella, C. and X. He (2002), Heterogeneous beliefs, risk and learning in a simple asset pricing model. Computational Economics 19, 95-132.
- Chiarella, C. and X. He (2001), Asset pricing and wealth dynamics under heterogeneous expectations, Quantitative Finance, 1, 509-526.
Books, monographs, compilations and manuals
- Chiarella, Carl, He, Xuezhong, Sklibosios Nikitopoulos, Christina (2015), Derivative Security Pricing: Techniques, Methods and Applications, ISBN 978-3-662-45906-5 Dynamic Modeling and Econometrics in Economics and Finance, Vol. 21, Springer.
- Dieci, R., X. He and C. Hommes (2014, eds.), Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella, Springer.
Chapters, cases, readings and supplements
- Aliyev, N. & X. He (2023). Toward a general model of financial markets, Chapter 6, pp71-100. In: Venkatachalam, R. (eds) Artificial Intelligence, Learning and Computation in Economics and Finance. Understanding Complex Systems. Springer, Cham. https://doi.org/10.1007/978-3-031-15294-8_6
- Dieci, R. and X. He (2018), Heterogeneous Agent Models in Finance, Chapter 5, Handbook of Computational Economics, Volume 4, Cars Hommes and Blake LeBaron (Eds.), 257-328, Elsevier
- Chiarella, C, R. Dieci and X. He (2009) Heterogeneity, Market Mechanisms, and Asset Price Dynamics, Book chapter for the Handbook of Financial Markets: Dynamics and Evolution, Thorsten Hens and Klaus Reiner Schenk-Hoppe (Eds.), 277-344, Elsevier
- He, X. (2019), Book review on: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane: Sustainable Asset Management and Dynamic Portfolio Decision, Dynamic Modelling and Econometrics in Economics and Finance 18 Springer, Berlin, ISBN 978-3-662-49228-4, Computational Economics 53:1397-1401.
- He, X. (2013), “Recent developments in asset pricing with heterogeneous beliefs and adaptive behaviour of financial markets” in Gian Italo Bischi, Carl Chiarella and Iryna Sushko (eds), Global analysis of dynamic models in economics and finance: Essays in honour of Laura Gardini, Springer, Germany, p. 1-32.
- Bohm, V., Chiarella, C., He, X. & Huls, T. (2013), “A homoclinic route to volatility: Dynamics of asset prices under autoregressive forecasting” in Gian Italo Bischi, Carl Chiarella and Iryna Sushko (eds), Global analysis of dynamic models in economics and finance: Essays in honour of Laura Gardini, Springer, Germany, p. 289-316.
- He, X. and L. Shi (2011), Diversification effect of heterogeneous beliefs, In Herbert Dawid and Willi Semmler (Eds), Computational Methods in Economic Dynamics, 57-75, Springer
- He, X. and L. Shi (2010), Portfolio efficiency under heterogeneous beliefs, In Masaaki Kijima, Chiaki Hara, Keiichi Tanaka and Yukio Muromachi (Eds), Recent Advances in Financial Engineering, World Scientific, p.127-156.
- Chiarella, C., R. Dieci and X. He (2010), A framework for CAPM with heterogeneous beliefs, In: Bischi, G.-I., C. Chiarella and L. Gardini (Eds.), Nonlinear Dynamics in Economics, Finance and Social Sciences: Essays in Honour of John Barkley Rosser Jr., 353-369, Springer
- Chiarella, C and X. He,(2008) An adaptive model of asset price and wealth dynamics in a market with heterogeneous trading Strategies, D. Seese, C. Weinhardt and F. Schlottmann (Eds.), Handbook on Information Technology in Finance, 465-499, Springer
- He, X., P. Hamill and Y. Li (2008), Can trend followers survive in the long-run? Insights from agent-based modelling, in Natural Computing in Computational Finance, A. Brabazon and M. O'Neill (Eds.), Studies in Computational Intelligence, 100, 253-270, Springer
- Chiarella, C., P. Flaschel X. He and H. Hung (2006), A statistical model of real-financial interaction with boundedly rational heterogeneous agents, in “Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels” , C. Chiarella, R. Franke, P. Flaschel and W. Semmler (Eds), Contributions to Economic Analysis, 277, 333-358, Elsevier.
- Chiarella, C., X. He and D. Wang (2006), Statistical properties of a heterogeneous asset price model with time-varying second moment, in The Complex Networks of Economic Interactions”, A. Namatame, T. Kaizouji and Y. Aruka (eds), Lecture Notes in Economics and Mathematical Systems, 567, 109-214, Springer.
- Chiarella, C. and X He (2005), An asset pricing model with adaptive heterogeneous agents and wealth effects, Nonlinear Dynamics and Heterogeneous Interacting Agents, T. Lux, S. Reitz and E. Samanidou (Eds), Lecture Notes in Economics and Mathematical Systems, 550, 259-285, Springer.
- Chiarella, C. and X. He (2004), Dynamics of beliefs and learning under al-processes-the homogeneous case, “Economic Complexity”, W. Barnett, C. Deissenberg and G. Feichtinger (eds), ISETE (International Symposium in Economic Theory and Econometrics) Series, 14, 363-390, Elsevier.
Conference presentations
- The XJTLU Research Institute of Quantitative Finance Annual Symposium, April 8-9, 2023
- 第10-11届应急管理科学家论坛暨金融风险管理论坛（2021-2022， 2022年11月26-27日, Bounded rationality, adaptive evolution, and complexity in financial markets
- The First Workshop on Complex Management System, Tianjin University, 28 Oct. 2022, Bounded rationality, adaptive evolution, and complexity in financial markets
- Experimental Finance Asia-Pacific Region Meeting 2022, 4-5 Nov., 2022, Quantitative investing and price informativeness
- Keynote at the International Symposium on Frontiers of Macroeconomics and FinTech, Zhejiang University of Finance and Economics, Hangzhou, 10 Sept, 2022, Quantitative investing and price informativeness
- Keynote at 2022 Greater China Area Finance Conference, June 18-19, 2022, Xiamen, China Quantitative investing and price informativeness
- Keynote at the 4th China Derivative Youth Forum, XJTLU, Suzhou, 10-11 June 2022, Quantitative investing and price informativeness
- Keynote at the 6th PKU-NUS Annual International Conference on Quantitative Finance and Economics (Online, May, 2022)
- The 2020 Lingnan Workshop on Accounting and Finance, 12-13 July 2020, Guangzhou, China
- Social value of information uncertainty, IBSS-CoME workshop, 11-12 March 2023, Tianjin
- Limit order book information and reinforcement learning (invited), Computational & Experimental Economics Workshop, Vancouver, Feb 4-5, 2023
- Keynote at the 1st International Workshop on Statistical and Computational Economics, Shanxi University, Dec 5-6, 2020
- Keynote at the 2020 Lingnan Workshop on Accounting and Finance, 12-13 July 2020, Guangzhou, China
- Keynote at 2019 INFINITI ASIA-PACIFIC: Finance in a changing global environment, 13-15 Dec 2019, Tianjin, China.
- Keynote at the 2019 SYSBS Workshop on FinTech, 26-27 April, 2019, Guangzhou, China
- Keynote at 2019 Workshop on Financial Engineering and Risk Management of Sun Yat-sen University: Digital Finance & Financial Supply-side Reform, 8-10 Nov 2019, Guangzhou, China
- Keynote at the 1st Workshop on Financial Data Analytics, 14 Nov, 2018, City University of Hong Kong, China
- Keynote at 2018 China Finance Review International Conference (an annual conference in finance), June 9-10, 2018, Shanghai, Chin
- Keynote at the 13rd Artificial Economic Conference (a bi-annual top conference in the field of artificial economics), Sept. 23-24, 2017, Tianjin, China.
- Keynote at the International Conference on Applied Financial Economics, July 2-3, 2016, Shanghai University, Shanghai, China.
- Keynote at the 21st International Conference on Computing in Economics and Finance, June 20-22, 2015, Taipei, Taiwan.
Grants
- NSFC (No. 72141304), 2022-2026, 2,000,000 (CNY) On the interconnectedness of real economy and financial system in China: An agent-based modelling approach (基于中国“实体经济-金融系统”复杂关联的计算实验建模研究) CIs: Xiong Xiong, Wei Zhang (Tianjin) , Xuezhong He (XJTLU) et. al.
- ARC LP (LP170100891): 2018-2021, $415,583.00 ($855,975.00 including industry contribution). Reshaping superannuation practice in Australia using big data analytics CIs: Guandong Xu; Xuezhong (Tony) He; Jian Pei; Edmund Brownlow; Todd Stevenson
- NSFC (No.71320107003), 2013-2018, 2,150,000 (CNY), On the Dynamics of the Securities Market under Complex Information Environments: from Micro to Marco CIs: Wei Zhang (CI, Tianjin, China), X. He (CI, UTS) and S-H Chen (CI, Chengchi)
- ARC DP (DP130103210): 2013-2015, $211,000.00, Asset Pricing with Social Interactions, Adaptive Learning, and Differences in Opinion CIs: X. He, L. Shi and Y. Li
- ARC DP (DP110104487): 2011-2013, $225,000.00, Double Auction Markets with Heterogeneous Boundedly Rational Traders, CIs: C. Chiarella and X He
- ARC DP (DP0773776): 2007-2009, $400,000.00, Dynamic Asset Pricing and Portfolio Decision Rules under Heterogeneous Expectations and Adaptive Learning in Continuous Time, CIs: X. He and C. Chiarella
- ARC DP (DP0450526): 2004-2006, $260,000.00, A New Paradigm of Financial Market Behaviour, CIs: C. Chiarella and X He
- AC3 Capital Market CRC: 2002-2003: $440,000.00 Research Program in Computational Finance CIs: T. Hall, N. El-Hassan, X. He, O. Kwon
Professional service activities
- Co-Editor: Journal of Economic Dynamics and Control (2013-)
- Senior Editor: Journal of Management Science and Engineering (2016-)
- Department Editor: Journal of Risk and Financial Management (2018-)
- Associate Editor: Journal of Economic Dynamics and Control (2011-12)
- Associate Editor: Journal of Economic Interaction and Coordination (2011-)
- Associate Editor: Journal of Mathematical Finance (2011-)
- Associate Editor: International Journal of Financial Engineering (2019-)
- Associate Editor: Differential Equations and Dynamical Systems (2011-2020)
- Associate Editor Discrete Dynamics in Nature and Society (2007-2015)
- Associate Editor: Journal of Advances in Economics and Finance (2017-)
- Guest Editor: Special Issue in Journal of Economic Dynamics and Control (2022)
- Guest Editor: Special Issue in Economic Modelling (2017)
- Guest Editor: Special Issue in Journal of Economic Dynamics and Control (2018)
- Reviewer: Mathematics Review, American Mathematical Society (Since 2007)
- Conference Program Committee: CEF 2009, 2016-2022
- Conference Program Committee: WEHIA 2015-2021
- Conference Program Committee: NFA (Northern Finance Association), 2019-2021
- Conference organizer: Markets and Economies with Information Frictions, Aug. 30-31, 2021.
- Conference organizer: the International Conference on Applied Financial Economics, July 2-3, 2016, Shanghai University, Shanghai, China
- Conference organizer: the Inaugural Workshop on the Complex Information and Financial Market Dynamics, Dec. 2-4, 2016, Tianjin University
- Conference organizer: the 2014 QMF Economic Dynamics and Quantitative Finance, Workshop in honour of Carl Chiarella, Dec. 15, 2014, Sydney
- Conference organizer: the 2014 Sydney Economics and Financial Market Workshop, Dec 16, 2014, Sydney
- Conference organizer: WEHIA 2014, June 17-19, Tianjin, China
- Executive Committee Member for Financial Integrity Research Network (FINR), Australian Research Council, 2011-2012.
- Vice-Chair of the Computational Finance and Economics Technical Committee (CFETC) of the Computational Intelligence Society (CIS) of the Institute of Electrical and Electronic Engineers, Inc. (IEEE), 2011-2012
- Advisory Council member for the Society for Computational Economics
Teaching activities
- 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
Courses taught
- FIN419 Financial Derivatives
- FIN410 Advanced Derivatives
- FIN302 Finance and Markets
Awards and honours
- Chancellor’s List 2001 for outstanding PhD theses at the University of Technology Sydney
- Best paper award in the category: Fund Management/Risk Management/Quantitative Finance, Information diffusion and speed competition, the 2019 Financial Markets and Corporate Governance Conference, Sydney
- Highly Cited Chinese Researcher of 2022 by Elsevier in its 2022 Highly Cited Chinese Researchers list for contributions to the field of Applied Economics
- IBSS Research Senior Award, 2022

电话
+86 (0)51289165371
电子邮件
Xuezhong.He@xjtlu.edu.cn
地址
BS583(SIP Campus-IBSS Building)
Suzhou Dushu Lake Science and Education Innovation District
Suzhou Industrial Park
Suzhou
P.R.China
215123

Xuezhong HePH.D

Profile

Qualifications

Experience

Research interests

Articles

Books, monographs, compilations and manuals

Chapters, cases, readings and supplements

Conference presentations

Grants

Professional service activities

Teaching activities

Courses taught

Awards and honours