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Youwei Li

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
[This author has chosen not to make the email address public]
http://pure.qub.ac.uk/portal/en/persons/youwei-li%2841c399bf-98bf-4128-9753-3fc9876ed3a3%29.html
Belfast, United Kingdom
http://www.qub.ac.uk/mgt/

: +44 (0)28 9097 4200
+44 (0)28 9097 4201
Riddel Hall, 185 Stranmillis Road, Belfast, Northern Ireland, BT9 5EE
RePEc:edi:dequbuk (more details at EDIRC)
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  1. 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.
  2. O'Hare, Colin & Li, Youwei, 2016. "Modelling mortality: Are we heading in the right direction?," MPRA Paper 71392, University Library of Munich, Germany.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. O'Hare, Colin & Li, Youwei, 2016. "Models of Mortality rates - analysing the residuals," MPRA Paper 71394, University Library of Munich, Germany.
  8. 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.
  9. 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.
  10. Xue-Zhong He & Kai Li & Youwei Li, 2015. "Optimal Time Series Momentum," Research Paper Series 353, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. 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.
  12. O'Hare, Colin & Li, Youwei, 2014. "Identifying structural breaks in stochastic mortality models," MPRA Paper 62994, University Library of Munich, Germany.
  13. 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.
  14. 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.
  15. Youwei Li & Xue-Zhong (Tony) He, 2005. "Heterogeneity, Profitability and Autocorrelations," Computing in Economics and Finance 2005 244, Society for Computational Economics.
  16. Xue-Zhong He & Youwei Li, 2005. "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series 148, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. Youwei Li & Bas Donkers, 2004. "The Econometric Analysis of Microscopic Simulation Models," Computing in Economics and Finance 2004 195, Society for Computational Economics.
  1. 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.
  2. 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.
  3. 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.
  4. O'Hare, Colin & Li, Youwei, 2014. "Is mortality spatial or social?," Economic Modelling, Elsevier, vol. 42(C), pages 198-207.
  5. O’Hare, Colin & Li, Youwei, 2012. "Explaining young mortality," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 12-25.
  6. 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.
  7. 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.
  8. 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.
  9. Youwei Li & Bas Donkers & Bertrand Melenberg, 2010. "Econometric analysis of microscopic simulation models," Quantitative Finance, Taylor & Francis Journals, vol. 10(10), pages 1187-1201.
  10. Xue-Zhong He & Youwei Li, 2008. "Heterogeneity, convergence, and autocorrelations," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 59-79.
  11. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 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.
  1. NEP-AGE: Economics of Ageing (3) 2015-03-22 2016-05-21 2016-05-28. Author is listed
  2. NEP-FOR: Forecasting (3) 2015-03-22 2016-05-21 2016-05-28. Author is listed
  3. NEP-HEA: Health Economics (3) 2015-03-22 2016-05-21 2016-05-28. Author is listed
  4. NEP-ECM: Econometrics (2) 2004-08-16 2005-03-06
  5. NEP-FMK: Financial Markets (2) 2005-03-06 2005-03-06
  6. NEP-MAC: Macroeconomics (2) 2015-01-26 2016-06-18
  7. NEP-MST: Market Microstructure (2) 2015-02-11 2016-05-28
  8. NEP-ORE: Operations Research (2) 2015-01-26 2015-03-22
  9. NEP-CMP: Computational Economics (1) 2004-08-16
  10. NEP-CNA: China (1) 2016-05-28
  11. NEP-EEC: European Economics (1) 2016-05-28
  12. NEP-FIN: Finance (1) 2005-03-06
  13. NEP-IAS: Insurance Economics (1) 2015-03-22
  14. NEP-ICT: Information & Communication Technologies (1) 2016-04-23
  15. NEP-LAB: Labour Economics (1) 2016-05-21
  16. NEP-MKT: Marketing (1) 2016-04-23
  17. NEP-NET: Network Economics (1) 2016-05-28
  18. NEP-OPM: Open Economy Macroeconomics (1) 2016-06-18
  19. NEP-TRA: Transition Economics (1) 2016-05-28

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