Youwei Li
Personal Details
First Name: | Youwei |
Middle Name: | |
Last Name: | Li |
Suffix: | |
RePEc Short-ID: | pli495 |
[This author has chosen not to make the email address public] | |
Twitter: | @youweili3 |
Terminal Degree: | 2004 Departement Econometrie & Operations Research; School of Economics and Management; Universiteit van Tilburg (from RePEc Genealogy) |
Affiliation
Business School
University of Hull
Hull, United Kingdomhttp://www.hull.ac.uk/hubs/
RePEc:edi:dehuluk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Zhang, Jing & Zhang, Wei & Li, Youwei & Feng, Xu, 2021.
"The Role of Hedge Funds in the Asset Pricing: Evidence from China,"
MPRA Paper
105377, University Library of Munich, Germany.
- Jing Zhang & Wei Zhang & Youwei Li & Xu Feng, 2022. "The role of hedge funds in the asset pricing: evidence from China," The European Journal of Finance, Taylor & Francis Journals, vol. 28(2), pages 219-243, January.
- Chen, Yanhua & Li, Youwei & Pantelous, Athanasios & Stanley, Eugene, 2020.
"Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach,"
MPRA Paper
101700, University Library of Munich, Germany.
- Chen, Yanhua & Li, Youwei & Pantelous, Athanasios A. & Stanley, H. Eugene, 2022. "Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2020.
"Momentum and the Cross-Section of Stock Volatility,"
QBS Working Paper Series
2020/01, Queen's University Belfast, Queen's Business School.
- Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2022. "Momentum and the Cross-section of Stock Volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James, 2019.
"How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?,"
MPRA Paper
97768, University Library of Munich, Germany.
- Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James, 2020. "How did order-flow impact bond prices during the European Sovereign Debt Crisis?," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 13-24.
- Leung, Melvern & Li, Youwei & Pantelous, Athanasios & Vigne, Samuel, 2019.
"Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing,"
MPRA Paper
101698, University Library of Munich, Germany.
- Leung, Melvern & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A., 2021. "Bayesian Value-at-Risk backtesting: The case of annuity pricing," European Journal of Operational Research, Elsevier, vol. 293(2), pages 786-801.
- Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019.
"Overnight Momentum, Informational Shocks, and Late-Informed Trading in China,"
MPRA Paper
96784, University Library of Munich, Germany.
- Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019. "Overnight momentum, informational shocks, and late informed trading in China," International Review of Financial Analysis, Elsevier, vol. 66(C).
- Jin, Muzhao & Kearney, Fearghal & Li, Youwei & Yang, Yung Chiang, 2019.
"Intraday Time-series Momentum: Evidence from China,"
MPRA Paper
97134, University Library of Munich, Germany.
- Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang, 2020. "Intraday time‐series momentum: Evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 632-650, April.
- Zheng, Min & Liu, Ruipeng & Li, Youwei, 2018.
"Long memory in financial markets: A heterogeneous agent model perspective,"
MPRA Paper
84886, University Library of Munich, Germany.
- Zheng, Min & Liu, Ruipeng & Li, Youwei, 2018. "Long memory in financial markets: A heterogeneous agent model perspective," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 38-51.
- Fan, Minyou & Li, Youwei & Liu, Jiadong, 2017.
"Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches,"
MPRA Paper
83510, University Library of Munich, Germany.
- Fan, Minyou & Li, Youwei & Liu, Jiadong, 2018. "Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches," Research in International Business and Finance, Elsevier, vol. 46(C), pages 131-140.
- Yan, Wei & Li, Youwei & Wu, Ying & Palmer, Mark, 2016.
"A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing,"
MPRA Paper
70747, University Library of Munich, Germany.
- Wei Yan & Youwei Li & Ying Wu & Mark Palmer, 2016. "A Rising E-Channel Tide Lifts All Boats? The Impact of Manufacturer Multichannel Encroachment on Traditional Selling and Leasing," Discrete Dynamics in Nature and Society, Hindawi, vol. 2016, pages 1-18, June.
- Shehadeh, Ali & Li, Youwei & Moore, Michael, 2016. "The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity," MPRA Paper 71709, University Library of Munich, Germany.
- Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang, 2016.
"Price Discovery in the Chinese Gold Market,"
MPRA Paper
71135, University Library of Munich, Germany.
- Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018. "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1262-1281, October.
- O'Hare, Colin & Li, Youwei, 2016.
"Modelling mortality: Are we heading in the right direction?,"
MPRA Paper
71392, University Library of Munich, Germany.
- Colin O’hare & Youwei Li, 2017. "Modelling mortality: are we heading in the right direction?," Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 170-187, January.
- Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael, 2016.
"US Dollar Carry Trades in the Era of “Cheap Money”,"
MPRA Paper
70770, University Library of Munich, Germany.
- Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore, 2016. "US Dollar Carry Trades in the Era of "Cheap Money"," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 374-404, October.
- O'Hare, Colin & Li, Youwei, 2016.
"Models of Mortality rates - analysing the residuals,"
MPRA Paper
71394, University Library of Munich, Germany.
- Colin O’hare & Youwei Li, 2017. "Models of mortality rates – analysing the residuals," Applied Economics, Taylor & Francis Journals, vol. 49(52), pages 5309-5323, November.
- Han, Xing & Li, Youwei, 2016.
"Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China,"
RIEI Working Papers
2016-07, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, revised 12 Jan 2017.
- Han, Xing & Li, Youwei, 2017. "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 212-239.
- Li, Youwei & Waterworth, James, 2016. "Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt," MPRA Paper 71221, University Library of Munich, Germany.
- Xue-Zhong He & Youwei Li, 2015.
"The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30,"
Research Paper Series
364, Quantitative Finance Research Centre, University of Technology, Sydney.
- Xue-Zhong He & Youwei Li, 2017. "The adaptiveness in stock markets: testing the stylized facts in the DAX 30," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1071-1094, November.
- 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.
- 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.
- 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.
- Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, vol. 28(C), pages 95-110.
- Xue-Zhong He & Kai Li & Youwei Li, 2015. "Optimal Time Series Momentum," Research Paper Series 353, Quantitative Finance Research Centre, University of Technology, Sydney.
- O'Hare, Colin & Li, Youwei, 2014. "Identifying structural breaks in stochastic mortality models," MPRA Paper 62994, University Library of Munich, Germany.
- 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.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Non- and Semiparametric Analysis of MS Models : Some Applications," Other publications TiSEM c14adc9f-f490-40d6-81b7-8, Tilburg University, School of Economics and Management.
- 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.
- Youwei Li & Xue-Zhong He, 2005.
"Long Memory, Heterogeneity, and Trend Chasing,"
Computing in Economics and Finance 2005
113, Society for Computational Economics.
- Xue-Zhong He & Youwei Li, 2005. "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series 148, Quantitative Finance Research Centre, University of Technology, Sydney.
- Youwei Li & Xue-Zhong (Tony) He, 2005.
"Heterogeneity, Profitability and Autocorrelations,"
Computing in Economics and Finance 2005
244, Society for Computational Economics.
- Xue-Zhong He & Youwei Li, 2005. "Heterogeneity, Profitability and Autocorrelations," Research Paper Series 147, Quantitative Finance Research Centre, University of Technology, Sydney.
- Youwei Li & Bas Donkers, 2004.
"The Econometric Analysis of Microscopic Simulation Models,"
Computing in Economics and Finance 2004
195, Society for Computational Economics.
- Youwei Li & Bas Donkers & Bertrand Melenberg, 2010. "Econometric analysis of microscopic simulation models," Quantitative Finance, Taylor & Francis Journals, vol. 10(10), pages 1187-1201.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Econometric Analysis of Microscopic Simulation Models," Other publications TiSEM 1beb5afd-1771-4e7b-a3ea-1, Tilburg University, School of Economics and Management.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Econometric Analysis of Microscopic Simulation Models," Discussion Paper 2006-99, Tilburg University, Center for Economic Research.
Articles
- Jiaxin He & Wei Yan & Youwei Li & Danli Lu, 2024. "Recycling and/or reusing: when product innovation meets the recast of WEEE direct," International Journal of Production Research, Taylor & Francis Journals, vol. 62(19), pages 7018-7029, October.
- Liu, Taixing & Fan, Miaomiao & Li, Youwei & Yue, Pengpeng, 2024. "Financial literacy and household financial resilience," Finance Research Letters, Elsevier, vol. 63(C).
- Liu, Guanchun & He, Feng & Zhang, Chengsi & Akbar, Saeed & Li, Youwei, 2024. "Human capital in the financial sector and corporate innovation: Evidence from China," The British Accounting Review, Elsevier, vol. 56(5).
- Yan, Meilan & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Zhang, Dalu, 2024. "A comparative and conceptual intellectual study of environmental topic in economic and finance," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Ruixin Fan & Xiong Xiong & Youwei Li & Ya Gao, 2024. "Analysts’ forecast anchoring and discontinuous market reaction: evidence from China," The European Journal of Finance, Taylor & Francis Journals, vol. 30(14), pages 1676-1701, September.
- Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang, 2023. "Order book price impact in the Chinese soybean futures market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 606-625, January.
- Guo, Lei & Han, Xing & Li, Youwei, 2023. "The smog that hovers: Air pollution and asset prices," Finance Research Letters, Elsevier, vol. 53(C).
- Tong Fu & Ze Jian & Youwei Li, 2023. "How state ownership affects corporate R&D: An inverted‐U‐shaped relationship," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3183-3197, July.
- He, Feng & Liu, Guanchun & Hao, Jing & Li, Youwei, 2023. "CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
- Fan, Ruixin & Xiong, Xiong & Li, Youwei & Gao, Ya, 2023. "Do green bonds affect stock returns and corporate environmental performance? Evidence from China," Economics Letters, Elsevier, vol. 232(C).
- Li, Youwei & Liao, Ming & Liu, Yangke, 2023. "How does green credit policy affect polluting firms' dividend policy? The China experience," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Wang, Chengzhang & Zheng, Min & Bai, Xiaoming & Li, Youwei & Shen, Wei, 2023. "Future of jobs in China under the impact of artificial intelligence," Finance Research Letters, Elsevier, vol. 55(PA).
- Harrison, Richard & Li, Youwei & Vigne, Samuel A. & Wu, Yuliang, 2022. "Why do small businesses have difficulty in accessing bank financing?," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Ying Wu & Youwei Li, 2022. "Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies," Sustainability, MDPI, vol. 14(19), pages 1-29, October.
- Yahui An & Lin Huang & Youwei Li, 2022. "The Asymmetric Overnight Return Anomaly in the Chinese Stock Market," JRFM, MDPI, vol. 15(11), pages 1-20, November.
- Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2022.
"Momentum and the Cross-section of Stock Volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2020. "Momentum and the Cross-Section of Stock Volatility," QBS Working Paper Series 2020/01, Queen's University Belfast, Queen's Business School.
- Wang, Chen & Shen, Dehua & Li, Youwei, 2022. "Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective," Finance Research Letters, Elsevier, vol. 49(C).
- Frömmel, Michael & Han, Xing & Li, Youwei & Vigne, Samuel A., 2022. "Low liquidity beta anomaly in China," Emerging Markets Review, Elsevier, vol. 50(C).
- Xing Han & Youwei Li & Olena Onishchenko, 2022. "Shunned stocks and market states," The European Journal of Finance, Taylor & Francis Journals, vol. 28(7), pages 705-717, May.
- Chen, Yanhua & Li, Youwei & Pantelous, Athanasios A. & Stanley, H. Eugene, 2022.
"Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach,"
International Review of Financial Analysis, Elsevier, vol. 79(C).
- Chen, Yanhua & Li, Youwei & Pantelous, Athanasios & Stanley, Eugene, 2020. "Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach," MPRA Paper 101700, University Library of Munich, Germany.
- Jiaqi Guo & Peng Li & Youwei Li, 2022. "What Can Explain Momentum? Evidence from Decomposition," Management Science, INFORMS, vol. 68(8), pages 6184-6218, August.
- Minyou Fan & Youwei Li & Ming Liao & Jiadong Liu, 2022. "A reexamination of factor momentum: How strong is it?," The Financial Review, Eastern Finance Association, vol. 57(3), pages 585-615, August.
- Jing Zhang & Wei Zhang & Youwei Li & Xu Feng, 2022.
"The role of hedge funds in the asset pricing: evidence from China,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(2), pages 219-243, January.
- Zhang, Jing & Zhang, Wei & Li, Youwei & Feng, Xu, 2021. "The Role of Hedge Funds in the Asset Pricing: Evidence from China," MPRA Paper 105377, University Library of Munich, Germany.
- Zhongfei Chen & Ming Jin & Athanasios Andrikopoulos & Youwei Li, 2022. "Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending," The European Journal of Finance, Taylor & Francis Journals, vol. 28(17), pages 1745-1769, November.
- Leung, Melvern & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A., 2021.
"Bayesian Value-at-Risk backtesting: The case of annuity pricing,"
European Journal of Operational Research, Elsevier, vol. 293(2), pages 786-801.
- Leung, Melvern & Li, Youwei & Pantelous, Athanasios & Vigne, Samuel, 2019. "Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing," MPRA Paper 101698, University Library of Munich, Germany.
- Hamill, Philip A. & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Waterworth, James, 2021. "Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Junwu Chai & Hengyu Li & Wei Yan & Youwei Li, 2021. "Should a retailer sell its own extended warranties or resell those from the manufacturer when confronting supplier encroachment?," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 72(9), pages 2046-2058, September.
- Ibikunle, Gbenga & Li, Youwei & Mare, Davide & Sun, Yuxin, 2021. "Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Erdős, Péter & Li, Youwei & Liu, Ruipeng & Mende, Alexander, 2021. "Same same but different – Stylized facts of CTA sub strategies," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Shehadeh, Ali A. & Li, Youwei & Vigne, Samuel A. & Almaharmeh, Mohammad I. & Wang, Yizhi, 2021. "The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2021. "Investor heterogeneity and momentum-based trading strategies in China," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Han, Xing & Li, Kai & Li, Youwei, 2020. "Investor overconfidence and the security market line: New evidence from China," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang, 2020.
"Intraday time‐series momentum: Evidence from China,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 632-650, April.
- Jin, Muzhao & Kearney, Fearghal & Li, Youwei & Yang, Yung Chiang, 2019. "Intraday Time-series Momentum: Evidence from China," MPRA Paper 97134, University Library of Munich, Germany.
- Junwu Chai & Wei Yan & Youwei Li & Mark Palmer & Qilin Huang, 2020. "Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 71(8), pages 1180-1198, August.
- Meng, Xiangtong & Zhang, Wei & Li, Youwei & Cao, Xing & Feng, Xu, 2020. "Social media effect, investor recognition and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, vol. 67(C).
- Wang, Ziwei & Li, Youwei & He, Feng, 2020. "Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China," Research in International Business and Finance, Elsevier, vol. 53(C).
- Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James, 2020.
"How did order-flow impact bond prices during the European Sovereign Debt Crisis?,"
International Review of Economics & Finance, Elsevier, vol. 67(C), pages 13-24.
- Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James, 2019. "How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?," MPRA Paper 97768, University Library of Munich, Germany.
- Z. Sun & P. A. Hamill & Y. Li & Y. C. Yang & S. A. Vigne, 2019. "Did long-memory of liquidity signal the European sovereign debt crisis?," Annals of Operations Research, Springer, vol. 282(1), pages 355-377, November.
- He, Xue-Zhong & Li, Youwei & Zheng, Min, 2019. "Heterogeneous agent models in financial markets: A nonlinear dynamics approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 135-149.
- Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019.
"Overnight momentum, informational shocks, and late informed trading in China,"
International Review of Financial Analysis, Elsevier, vol. 66(C).
- Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019. "Overnight Momentum, Informational Shocks, and Late-Informed Trading in China," MPRA Paper 96784, University Library of Munich, Germany.
- Gao, Ya & Xiong, Xiong & Feng, Xu & Li, Youwei & Vigne, Samuel A., 2019. "A new attention proxy and order imbalance: Evidence from China," Finance Research Letters, Elsevier, vol. 29(C), pages 411-417.
- Guo, Jiaqi & Li, Youwei & Zheng, Min, 2019. "Bottom-up sentiment and return predictability of the market portfolio," Finance Research Letters, Elsevier, vol. 29(C), pages 57-60.
- Lin Sun & Lingjiang Zhang & Youwei Li, 2018. "Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations," Sustainability, MDPI, vol. 10(11), pages 1-16, November.
- Hsieh, Tsung-Han & Li, Youwei & McKillop, Donal G. & Wu, Yuliang, 2018. "Liquidity skewness in the London Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 12-18.
- Yan, Wei & Hamill, Philip & Li, Youwei & Vigne, Samuel A. & Waterworth, James, 2018. "An analysis of liquidity skewness for European sovereign bond markets," Finance Research Letters, Elsevier, vol. 26(C), pages 274-280.
- Fan, Minyou & Li, Youwei & Liu, Jiadong, 2018.
"Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches,"
Research in International Business and Finance, Elsevier, vol. 46(C), pages 131-140.
- Fan, Minyou & Li, Youwei & Liu, Jiadong, 2017. "Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches," MPRA Paper 83510, University Library of Munich, Germany.
- Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018.
"Price discovery in the Chinese gold market,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1262-1281, October.
- Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang, 2016. "Price Discovery in the Chinese Gold Market," MPRA Paper 71135, University Library of Munich, Germany.
- He, Xue-Zhong & Li, Kai & Li, Youwei, 2018. "Asset allocation with time series momentum and reversal," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 441-457.
- Zheng, Min & Liu, Ruipeng & Li, Youwei, 2018.
"Long memory in financial markets: A heterogeneous agent model perspective,"
International Review of Financial Analysis, Elsevier, vol. 58(C), pages 38-51.
- Zheng, Min & Liu, Ruipeng & Li, Youwei, 2018. "Long memory in financial markets: A heterogeneous agent model perspective," MPRA Paper 84886, University Library of Munich, Germany.
- Colin O’hare & Youwei Li, 2017.
"Modelling mortality: are we heading in the right direction?,"
Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 170-187, January.
- O'Hare, Colin & Li, Youwei, 2016. "Modelling mortality: Are we heading in the right direction?," MPRA Paper 71392, University Library of Munich, Germany.
- Colin O’hare & Youwei Li, 2017.
"Models of mortality rates – analysing the residuals,"
Applied Economics, Taylor & Francis Journals, vol. 49(52), pages 5309-5323, November.
- O'Hare, Colin & Li, Youwei, 2016. "Models of Mortality rates - analysing the residuals," MPRA Paper 71394, University Library of Munich, Germany.
- Han, Xing & Li, Youwei, 2017.
"Can investor sentiment be a momentum time-series predictor? Evidence from China,"
Journal of Empirical Finance, Elsevier, vol. 42(C), pages 212-239.
- Han, Xing & Li, Youwei, 2016. "Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China," RIEI Working Papers 2016-07, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, revised 12 Jan 2017.
- Xue-Zhong He & Youwei Li, 2017.
"The adaptiveness in stock markets: testing the stylized facts in the DAX 30,"
Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1071-1094, November.
- Xue-Zhong He & Youwei Li, 2015. "The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30," Research Paper Series 364, Quantitative Finance Research Centre, University of Technology, Sydney.
- Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore, 2016.
"US Dollar Carry Trades in the Era of "Cheap Money","
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 374-404, October.
- Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael, 2016. "US Dollar Carry Trades in the Era of “Cheap Money”," MPRA Paper 70770, University Library of Munich, Germany.
- Wei Yan & Youwei Li & Ying Wu & Mark Palmer, 2016.
"A Rising E-Channel Tide Lifts All Boats? The Impact of Manufacturer Multichannel Encroachment on Traditional Selling and Leasing,"
Discrete Dynamics in Nature and Society, Hindawi, vol. 2016, pages 1-18, June.
- Yan, Wei & Li, Youwei & Wu, Ying & Palmer, Mark, 2016. "A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing," MPRA Paper 70747, University Library of Munich, Germany.
- French, Declan & Wu, Yuliang & Li, Youwei, 2016. "Identifying the relative importance of stock characteristics," Journal of Multinational Financial Management, Elsevier, vol. 34(C), pages 80-91.
- Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015.
"Price discovery in the dual-platform US Treasury market,"
Global Finance Journal, Elsevier, vol. 28(C), pages 95-110.
- 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.
- 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.
- 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.
- O'Hare, Colin & Li, Youwei, 2014. "Is mortality spatial or social?," Economic Modelling, Elsevier, vol. 42(C), pages 198-207.
- O’Hare, Colin & Li, Youwei, 2012. "Explaining young mortality," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 12-25.
- 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, August.
- 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.
- 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.
- Youwei Li & Bas Donkers & Bertrand Melenberg, 2010.
"Econometric analysis of microscopic simulation models,"
Quantitative Finance, Taylor & Francis Journals, vol. 10(10), pages 1187-1201.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Econometric Analysis of Microscopic Simulation Models," Other publications TiSEM 1beb5afd-1771-4e7b-a3ea-1, Tilburg University, School of Economics and Management.
- Youwei Li & Bas Donkers, 2004. "The Econometric Analysis of Microscopic Simulation Models," Computing in Economics and Finance 2004 195, Society for Computational Economics.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Econometric Analysis of Microscopic Simulation Models," Discussion Paper 2006-99, Tilburg University, Center for Economic Research.
- Xue-Zhong He & Youwei Li, 2008. "Heterogeneity, convergence, and autocorrelations," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 59-79.
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ORE: Operations Research (6) 2015-01-26 2015-03-22 2017-04-02 2018-04-02 2019-12-09 2020-09-07. Author is listed
- NEP-MST: Market Microstructure (5) 2015-02-11 2016-05-28 2019-11-11 2019-12-09 2020-01-27. Author is listed
- NEP-CNA: China (4) 2016-05-28 2017-04-02 2019-12-09 2021-02-08
- NEP-AGE: Economics of Ageing (3) 2015-03-22 2016-05-21 2016-05-28
- NEP-FMK: Financial Markets (3) 2005-03-06 2005-03-06 2021-02-08
- NEP-FOR: Forecasting (3) 2015-03-22 2016-05-21 2016-05-28
- NEP-HEA: Health Economics (3) 2015-03-22 2016-05-21 2016-05-28
- NEP-RMG: Risk Management (3) 2018-01-22 2020-08-31 2020-09-07
- NEP-ECM: Econometrics (2) 2004-08-16 2005-03-06
- NEP-EEC: European Economics (2) 2016-05-28 2020-01-27
- NEP-MAC: Macroeconomics (2) 2015-01-26 2016-06-18
- NEP-NET: Network Economics (2) 2016-05-28 2020-08-31
- NEP-TRA: Transition Economics (2) 2016-05-28 2019-11-11
- NEP-CMP: Computational Economics (1) 2004-08-16
- NEP-CWA: Central and Western Asia (1) 2021-02-08
- NEP-FIN: Finance (1) 2005-03-06
- NEP-HME: Heterodox Microeconomics (1) 2018-04-02
- NEP-IAS: Insurance Economics (1) 2015-03-22
- NEP-ICT: Information and Communication Technologies (1) 2016-04-23
- NEP-LAB: Labour Economics (1) 2016-05-21
- NEP-MKT: Marketing (1) 2016-04-23
- NEP-OPM: Open Economy Macroeconomics (1) 2016-06-18
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Youwei Li should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.