Research
Publications
- Chen, Zhenxi and Cuntong Wang, "Effects of intervention policies on speculation in housing market: Evidence from China", Journal of Management Science and Engineering, forthcoming
- Gu, Yimiao, Zhenxi Chen, and Qingyang Gu, "Determinants and international influences of the Chinese freight market", Empirical Economics, forthcoming
- Chen, Zhenxi, Donald Lien, and Yaheng Lin, 2021, “Sentiment: the bridge between financial markets and macroeconomy”, Journal of Economic Behavior and Organization, 188, 1177-1190.
- Chen, Zhenxi and Ring Ru, 2021, "Herding and capitalization size in the Chinese stock market: a micro-foundation evidence", Empirical Economics, 60, 1895--1911
- Gu, Yimiao, Zhenxi Chen, Donald Lien, and Meifeng Luo, 2020, "Quantile hedge ratio for forward freight markete", Transportation Research Part E: Logistics and Transportation Review, 138, 101931
- Chen, Zhenxi and Cuntong Wang, 2020, " Speculative trading in Chinese housing market: a panel regression method", Applied Economics, 52, 4186-4195
- Weihong Huang and Zhenxi Chen, 2020, “Modeling Contagion of Financial Crises”, North American Journal of Economics and Finance, 54, 100793
- Chen, Zhenxi, 2020, " Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach", The Manchester School, 88(2), 262-281
- Chen, Zhenxi and Stefan Reitz, 2020, " Dynamics of the European sovereign bonds and the identification of crisis periods", Empirical Economics, 58(6), 2761-2781
- Gu, Yimiao, Zhenxi Chen and Donald Lien, 2019, "Baltic Dry Index and Iron Ore Spot Market: Dynamics and Interactions", Applied Economics, 51, 3855-3863
- Jan F. Kiviet and Zhenxi Chen, 2018, " A critical appraisal of studies analyzing co-movement of international stock markets ", Annals of Economics and Finance, 19, 151-196
- Chen, Zhenxi , Weihong Huang and Huanhuan Zheng, 2018, “Estimating heterogeneous agents behavior in two-market financial system”, Journal of Economic Interaction and Coordination , 13(3), 491-510
- Chen, Zhenxi and Thomas Lux, 2018, " Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach ", Computational Economics, 52(3), 711-744.
- Weihong Huang and Zhenxi Chen, 2015, “Heterogeneous agents in multi-market: A coupled map lattice approach”, Mathematics and Computers in Simulation, 108, 3-15.
- Weihong Huang and Zhenxi Chen, 2014, “Modeling Regional Linkage of Financial Markets”, Journal of Economic Behavior and Organization, 99, 18-31.
Contributed Book/Chapters
- Chen, Zhenxi, and Thomas Lux. 2018. "Identification of High-Frequency Herding Behavior in the Chinese Stock Market: An Agent-Based Approach." In Innovative Approaches in Agent-Based Modelling and Business Intelligence, edited by Setsuya Kurahashi and Hiroshi Takahashi, Chap. 12, 157-172. Springer. http://www.springer.com/series/7188.
Selected conference presentation
- Chen, Zhenxi (2017). Regimes Dependent Speculative Trading: Evidence from the United States Housing Market, AEA 2017, Chicago, Available from: https://www.aeaweb.org/conference/2017/preliminary/paper/6rGZFFQZ.