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Youwei Li

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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/QueensManagementSchool/OurPeople/YouweiLi/
Postal Address:
Phone:
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)
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  1. Xue-Zhong He & Kai Li & Youwei Li, 2015. "Optimal Time Series Momentum," Research Paper Series 353, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price Discovery in the Dual-Platform US Treasury Market," MPRA Paper 61440, University Library of Munich, Germany.
  3. Xue-Zhong He & Youwei Li, 2015. "Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30," Research Paper Series 354, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. O'Hare, Colin & Li, Youwei, 2014. "Identifying structural breaks in stochastic mortality models," MPRA Paper 62994, University Library of Munich, Germany.
  5. 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.
  6. Li, Y., 2006. "On microscopic simulation models of financial markets," Other publications TiSEM ec2f852d-4a7f-47b1-99b8-4, Tilburg University, School of Economics and Management.
  7. Xue-Zhong He & Youwei Li, 2005. "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series 148, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Youwei Li & Xue-Zhong (Tony) He, 2005. "Heterogeneity, Profitability and Autocorrelations," Computing in Economics and Finance 2005 244, Society for Computational Economics.
  9. Youwei Li & Bas Donkers, 2004. "The Econometric Analysis of Microscopic Simulation Models," Computing in Economics and Finance 2004 195, Society for Computational Economics.
  1. He, Xue-Zhong & Li, Youwei, 2015. "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
  2. O'Hare, Colin & Li, Youwei, 2014. "Is mortality spatial or social?," Economic Modelling, Elsevier, vol. 42(C), pages 198-207.
  3. O’Hare, Colin & Li, Youwei, 2012. "Explaining young mortality," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 12-25.
  4. 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.
  5. 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.
  6. Youwei Li & Bas Donkers & Bertrand Melenberg, 2010. "Econometric analysis of microscopic simulation models," Quantitative Finance, Taylor & Francis Journals, vol. 10(10), pages 1187-1201.
  7. 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.
  8. Xue-Zhong He & Youwei Li, 2008. "Heterogeneity, convergence, and autocorrelations," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 59-79.
  9. 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.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (1) 2015-03-22. Author is listed
  2. NEP-CMP: Computational Economics (1) 2004-08-16. Author is listed
  3. NEP-ECM: Econometrics (2) 2004-08-16 2005-03-06. Author is listed
  4. NEP-FIN: Finance (1) 2005-03-06. Author is listed
  5. NEP-FMK: Financial Markets (2) 2005-03-06 2005-03-06. Author is listed
  6. NEP-FOR: Forecasting (1) 2015-03-22. Author is listed
  7. NEP-HEA: Health Economics (1) 2015-03-22. Author is listed
  8. NEP-IAS: Insurance Economics (1) 2015-03-22. Author is listed
  9. NEP-MAC: Macroeconomics (1) 2015-01-26. Author is listed
  10. NEP-MST: Market Microstructure (1) 2015-02-11. Author is listed
  11. NEP-ORE: Operations Research (2) 2015-01-26 2015-03-22. Author is listed

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