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Youwei Li

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This is information that was supplied by Youwei Li in registering through RePEc. If you are Youwei Li , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Youwei
Middle Name:
Last Name: Li
Suffix:

RePEc Short-ID: pli495

Email: [This author has chosen not to make the email address public]
Homepage: http://www.qub.ac.uk/schools/QueensUniversityManagementSchool/FacultyStaff/DrYouweiLi/
Postal Address:
Phone:

Affiliation

Management School
Queen's University
Location: Belfast, United Kingdom
Homepage: http://www.qub.ac.uk/mgt/
Email:
Phone: +44 (0)28 90273287
Fax: +44 (0)28 90236601
Postal: 22, University Square, Belfast BT7 1NN
Handle: RePEc:edi:dequbuk (more details at EDIRC)

Works

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Working papers

  1. Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Non- and Semiparametric Analysis of MS Models: Some Applications," Discussion Paper 2006-95, Tilburg University, Center for Economic Research.
  2. Li, Y., 2006. "On Microscopic Simulation Models of Financial Markets," Open Access publications from Tilburg University urn:nbn:nl:ui:12-189010, Tilburg University.
  3. Youwei Li & Xue-Zhong (Tony) He, 2005. "Heterogeneity, Profitability and Autocorrelations," Computing in Economics and Finance 2005 244, Society for Computational Economics.
  4. Xue-Zhong He & Youwei Li, 2005. "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series 148, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Youwei Li & Bas Donkers, 2004. "The Econometric Analysis of Microscopic Simulation Models," Computing in Economics and Finance 2004 195, Society for Computational Economics.

Articles

  1. Yuliang Wu & Youwei Li & Philip Hamill, 2012. "Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?," The Financial Review, Eastern Finance Association, vol. 47(3), pages 501-530, 08.
  2. O’Hare, Colin & Li, Youwei, 2012. "Explaining young mortality," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 12-25.
  3. Wu, Yuliang & Li, Youwei, 2011. "Long-term return reversals--Value and growth or tax? UK evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(3), pages 347-368, July.
  4. Li, Youwei & Hamill, Philip A. & Opong, Kwaku K., 2010. "Do benchmark African equity indices exhibit the stylized facts?," Global Finance Journal, Elsevier, vol. 21(1), pages 71-97.
  5. Youwei Li & Bas Donkers & Bertrand Melenberg, 2010. "Econometric analysis of microscopic simulation models," Quantitative Finance, Taylor & Francis Journals, vol. 10(10), pages 1187-1201.
  6. Xue-Zhong He & Youwei Li, 2008. "Heterogeneity, convergence, and autocorrelations," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 59-79.
  7. He, Xue-Zhong & Li, Youwei, 2007. "Power-law behaviour, heterogeneity, and trend chasing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3396-3426, October.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2004-08-16 2006-10-28. Author is listed
  2. NEP-ECM: Econometrics (4) 2004-08-16 2005-03-06 2006-10-28 2006-10-28. Author is listed
  3. NEP-FIN: Finance (3) 2005-03-06 2006-10-28 2006-10-28. Author is listed
  4. NEP-FMK: Financial Markets (2) 2005-03-06 2005-03-06. Author is listed

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