Youwei Li

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Affiliations

• University of Hull / Business School
  • EDIRC entry
  • location:

Research profile

author of:

• Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange? (RePEc:bla:finrev:v:47:y:2012:i:3:p:501-530)
  by Yuliang Wu & Youwei Li & Philip Hamill
• A reexamination of factor momentum: How strong is it? (RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615)
  by Minyou Fan & Youwei Li & Ming Liao & Jiadong Liu
• Investor overconfidence and the security market line: New evidence from China (RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299)
  by Han, Xing & Li, Kai & Li, Youwei
• Momentum and the Cross-section of Stock Volatility (RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002287)
  by Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong
• Power-law behaviour, heterogeneity, and trend chasing (RePEc:eee:dyncon:v:31:y:2007:i:10:p:3396-3426)
  by He, Xue-Zhong & Li, Youwei
• Asset allocation with time series momentum and reversal (RePEc:eee:dyncon:v:91:y:2018:i:c:p:441-457)
  by He, Xue-Zhong & Li, Kai & Li, Youwei
• Is mortality spatial or social? (RePEc:eee:ecmode:v:42:y:2014:i:c:p:198-207)
  by O'Hare, Colin & Li, Youwei
• Do green bonds affect stock returns and corporate environmental performance? Evidence from China (RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003476)
  by Fan, Ruixin & Xiong, Xiong & Li, Youwei & Gao, Ya
• Bayesian Value-at-Risk backtesting: The case of annuity pricing (RePEc:eee:ejores:v:293:y:2021:i:2:p:786-801)
  by Leung, Melvern & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A.
• Low liquidity beta anomaly in China (RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000406)
  by Frömmel, Michael & Han, Xing & Li, Youwei & Vigne, Samuel A.
• Testing of a market fraction model and power-law behaviour in the DAX 30 (RePEc:eee:empfin:v:31:y:2015:i:c:p:1-17)
  by He, Xue-Zhong & Li, Youwei
• Can investor sentiment be a momentum time-series predictor? Evidence from China (RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239)
  by Han, Xing & Li, Youwei
• Liquidity skewness in the London Stock Exchange (RePEc:eee:finana:v:56:y:2018:i:c:p:12-18)
  by Hsieh, Tsung-Han & Li, Youwei & McKillop, Donal G. & Wu, Yuliang
• Long memory in financial markets: A heterogeneous agent model perspective (RePEc:eee:finana:v:58:y:2018:i:c:p:38-51)
  by Zheng, Min & Liu, Ruipeng & Li, Youwei
• Heterogeneous agent models in financial markets: A nonlinear dynamics approach (RePEc:eee:finana:v:62:y:2019:i:c:p:135-149)
  by He, Xue-Zhong & Li, Youwei & Zheng, Min
• Overnight momentum, informational shocks, and late informed trading in China (RePEc:eee:finana:v:66:y:2019:i:c:s1057521919302741)
  by Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong
• Social media effect, investor recognition and the cross-section of stock returns (RePEc:eee:finana:v:67:y:2020:i:c:s1057521919304818)
  by Meng, Xiangtong & Zhang, Wei & Li, Youwei & Cao, Xing & Feng, Xu
• Investor heterogeneity and momentum-based trading strategies in China (RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302957)
  by Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong
• Same same but different – Stylized facts of CTA sub strategies (RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000016)
  by Erdős, Péter & Li, Youwei & Liu, Ruipeng & Mende, Alexander
• The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies (RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002003)
  by Shehadeh, Ali A. & Li, Youwei & Vigne, Samuel A. & Almaharmeh, Mohammad I. & Wang, Yizhi
• Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach (RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161)
  by Chen, Yanhua & Li, Youwei & Pantelous, Athanasios A. & Stanley, H. Eugene
• Why do small businesses have difficulty in accessing bank financing? (RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003027)
  by Harrison, Richard & Li, Youwei & Vigne, Samuel A. & Wu, Yuliang
• How does green credit policy affect polluting firms' dividend policy? The China experience (RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001473)
  by Li, Youwei & Liao, Ming & Liu, Yangke
• A comparative and conceptual intellectual study of environmental topic in economic and finance (RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005392)
  by Yan, Meilan & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Zhang, Dalu
• An analysis of liquidity skewness for European sovereign bond markets (RePEc:eee:finlet:v:26:y:2018:i:c:p:274-280)
  by Yan, Wei & Hamill, Philip & Li, Youwei & Vigne, Samuel A. & Waterworth, James
• A new attention proxy and order imbalance: Evidence from China (RePEc:eee:finlet:v:29:y:2019:i:c:p:411-417)
  by Gao, Ya & Xiong, Xiong & Feng, Xu & Li, Youwei & Vigne, Samuel A.
• Bottom-up sentiment and return predictability of the market portfolio (RePEc:eee:finlet:v:29:y:2019:i:c:p:57-60)
  by Guo, Jiaqi & Li, Youwei & Zheng, Min
• Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective (RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200366x)
  by Wang, Chen & Shen, Dehua & Li, Youwei
• The smog that hovers: Air pollution and asset prices (RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000077)
  by Guo, Lei & Han, Xing & Li, Youwei
• Future of jobs in China under the impact of artificial intelligence (RePEc:eee:finlet:v:55:y:2023:i:pa:s154461232300171x)
  by Wang, Chengzhang & Zheng, Min & Bai, Xiaoming & Li, Youwei & Shen, Wei
• Do benchmark African equity indices exhibit the stylized facts? (RePEc:eee:glofin:v:21:y:2010:i:1:p:71-97)
  by Li, Youwei & Hamill, Philip A. & Opong, Kwaku K.
• Price discovery in the dual-platform US Treasury market (RePEc:eee:glofin:v:28:y:2015:i:c:p:95-110)
  by Sun, Zhuowei & Dunne, Peter G. & Li, Youwei
• Explaining young mortality (RePEc:eee:insuma:v:50:y:2012:i:1:p:12-25)
  by O’Hare, Colin & Li, Youwei
• Long-term return reversals--Value and growth or tax? UK evidence (RePEc:eee:intfin:v:21:y:2011:i:3:p:347-368)
  by Wu, Yuliang & Li, Youwei
• Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? (RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196)
  by Hamill, Philip A. & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Waterworth, James
• Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency (RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001487)
  by Ibikunle, Gbenga & Li, Youwei & Mare, Davide & Sun, Yuxin
• CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention (RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001452)
  by He, Feng & Liu, Guanchun & Hao, Jing & Li, Youwei
• Identifying the relative importance of stock characteristics (RePEc:eee:mulfin:v:34:y:2016:i:c:p:80-91)
  by French, Declan & Wu, Yuliang & Li, Youwei
• How did order-flow impact bond prices during the European Sovereign Debt Crisis? (RePEc:eee:reveco:v:67:y:2020:i:c:p:13-24)
  by Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James
• Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches (RePEc:eee:riibaf:v:46:y:2018:i:c:p:131-140)
  by Fan, Minyou & Li, Youwei & Liu, Jiadong
• Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China (RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309419)
  by Wang, Ziwei & Li, Youwei & He, Feng
• US Dollar Carry Trades in the Era of "Cheap Money" (RePEc:fau:fauart:v:66:y:2016:i:5:p:374-404)
  by Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore
• The Asymmetric Overnight Return Anomaly in the Chinese Stock Market (RePEc:gam:jjrfmx:v:15:y:2022:i:11:p:534-:d:974482)
  by Yahui An & Lin Huang & Youwei Li
• Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations (RePEc:gam:jsusta:v:10:y:2018:i:11:p:4090-:d:181290)
  by Lin Sun & Lingjiang Zhang & Youwei Li
• Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies (RePEc:gam:jsusta:v:14:y:2022:i:19:p:12632-:d:933528)
  by Ying Wu & Youwei Li
• A Rising E-Channel Tide Lifts All Boats? The Impact of Manufacturer Multichannel Encroachment on Traditional Selling and Leasing (RePEc:hin:jnddns:2898021)
  by Wei Yan & Youwei Li & Ying Wu & Mark Palmer
• What Can Explain Momentum? Evidence from Decomposition (RePEc:inm:ormnsc:v:68:y:2022:i:8:p:6184-6218)
  by Jiaqi Guo & Peng Li & Youwei Li
• Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing (RePEc:pra:mprapa:101698)
  by Leung, Melvern & Li, Youwei & Pantelous, Athanasios & Vigne, Samuel
• Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach (RePEc:pra:mprapa:101700)
  by Chen, Yanhua & Li, Youwei & Pantelous, Athanasios & Stanley, Eugene
• The Role of Hedge Funds in the Asset Pricing: Evidence from China (RePEc:pra:mprapa:105377)
  by Zhang, Jing & Zhang, Wei & Li, Youwei & Feng, Xu
• Price Discovery in the Dual-Platform US Treasury Market (RePEc:pra:mprapa:61440)
  by Sun, Zhuowei & Dunne, Peter G. & Li, Youwei
• Identifying structural breaks in stochastic mortality models (RePEc:pra:mprapa:62994)
  by O'Hare, Colin & Li, Youwei
• A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing (RePEc:pra:mprapa:70747)
  by Yan, Wei & Li, Youwei & Wu, Ying & Palmer, Mark
• US Dollar Carry Trades in the Era of “Cheap Money” (RePEc:pra:mprapa:70770)
  by Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael
• Price Discovery in the Chinese Gold Market (RePEc:pra:mprapa:71135)
  by Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang
• Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt (RePEc:pra:mprapa:71221)
  by Li, Youwei & Waterworth, James
• Modelling mortality: Are we heading in the right direction? (RePEc:pra:mprapa:71392)
  by O'Hare, Colin & Li, Youwei
• Models of Mortality rates - analysing the residuals (RePEc:pra:mprapa:71394)
  by O'Hare, Colin & Li, Youwei
• The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity (RePEc:pra:mprapa:71709)
  by Shehadeh, Ali & Li, Youwei & Moore, Michael
• Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches (RePEc:pra:mprapa:83510)
  by Fan, Minyou & Li, Youwei & Liu, Jiadong
• Long memory in financial markets: A heterogeneous agent model perspective (RePEc:pra:mprapa:84886)
  by Zheng, Min & Liu, Ruipeng & Li, Youwei
• Overnight Momentum, Informational Shocks, and Late-Informed Trading in China (RePEc:pra:mprapa:96784)
  by Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong
• Intraday Time-series Momentum: Evidence from China (RePEc:pra:mprapa:97134)
  by Jin, Muzhao & Kearney, Fearghal & Li, Youwei & Yang, Yung Chiang
• How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis? (RePEc:pra:mprapa:97768)
  by Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James
• The Econometric Analysis of Microscopic Simulation Models (RePEc:sce:scecf4:195)
  by Youwei Li & Bas Donkers
• Long Memory, Heterogeneity, and Trend Chasing (RePEc:sce:scecf5:113)
  by Youwei Li & Xue-Zhong He
• Heterogeneity, Profitability and Autocorrelations (RePEc:sce:scecf5:244)
  by Youwei Li & Xue-Zhong (Tony) He
• Did long-memory of liquidity signal the European sovereign debt crisis? (RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2850-y)
  by Z. Sun & P. A. Hamill & Y. Li & Y. C. Yang & S. A. Vigne
• The adaptiveness in stock markets: testing the stylized facts in the DAX 30 (RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9)
  by Xue-Zhong He & Youwei Li
• Modelling mortality: are we heading in the right direction? (RePEc:taf:applec:v:49:y:2017:i:2:p:170-187)
  by Colin O’hare & Youwei Li
• Models of mortality rates – analysing the residuals (RePEc:taf:applec:v:49:y:2017:i:52:p:5309-5323)
  by Colin O’hare & Youwei Li
• Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending (RePEc:taf:eurjfi:v:28:y:2022:i:17:p:1745-1769)
  by Zhongfei Chen & Ming Jin & Athanasios Andrikopoulos & Youwei Li
• The role of hedge funds in the asset pricing: evidence from China (RePEc:taf:eurjfi:v:28:y:2022:i:2:p:219-243)
  by Jing Zhang & Wei Zhang & Youwei Li & Xu Feng
• Shunned stocks and market states (RePEc:taf:eurjfi:v:28:y:2022:i:7:p:705-717)
  by Xing Han & Youwei Li & Olena Onishchenko
• Econometric analysis of microscopic simulation models (RePEc:taf:quantf:v:10:y:2010:i:10:p:1187-1201)
  by Youwei Li & Bas Donkers & Bertrand Melenberg
• Heterogeneity, convergence, and autocorrelations (RePEc:taf:quantf:v:8:y:2008:i:1:p:59-79)
  by Xue-Zhong He & Youwei Li
• Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels (RePEc:taf:tjorxx:v:71:y:2020:i:8:p:1180-1198)
  by Junwu Chai & Wei Yan & Youwei Li & Mark Palmer & Qilin Huang
• Should a retailer sell its own extended warranties or resell those from the manufacturer when confronting supplier encroachment? (RePEc:taf:tjorxx:v:72:y:2021:i:9:p:2046-2058)
  by Junwu Chai & Hengyu Li & Wei Yan & Youwei Li
• The Econometric Analysis of Microscopic Simulation Models (RePEc:tiu:tiucen:1beb5afd-1771-4e7b-a3ea-1cc962fc3b61)
  by Li, Y. & Donkers, A.C.D. & Melenberg, B.
• The Non- and Semiparametric Analysis of MS Models : Some Applications (RePEc:tiu:tiucen:c14adc9f-f490-40d6-81b7-846219cd9d5b)
  by Li, Y. & Donkers, A.C.D. & Melenberg, B.
• The Econometric Analysis of Microscopic Simulation Models (RePEc:tiu:tiutis:1beb5afd-1771-4e7b-a3ea-1cc962fc3b61)
  by Li, Y. & Donkers, A.C.D. & Melenberg, B.
• The Non- and Semiparametric Analysis of MS Models : Some Applications (RePEc:tiu:tiutis:c14adc9f-f490-40d6-81b7-846219cd9d5b)
  by Li, Y. & Donkers, A.C.D. & Melenberg, B.
• On microscopic simulation models of financial markets (RePEc:tiu:tiutis:ec2f852d-4a7f-47b1-99b8-4237331b7171)
  by Li, Y.
• Heterogeneity, Profitability and Autocorrelations (RePEc:uts:rpaper:147)
  by Xue-Zhong He & Youwei Li
• Long Memory, Heterogeneity and Trend Chasing (RePEc:uts:rpaper:148)
  by Xue-Zhong He & Youwei Li
• Optimal Time Series Momentum (RePEc:uts:rpaper:353)
  by Xue-Zhong He & Kai Li & Youwei Li
• Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 (RePEc:uts:rpaper:354)
  by Xue-Zhong He & Youwei Li
• The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 (RePEc:uts:rpaper:364)
  by Xue-Zhong He & Youwei Li
• Order book price impact in the Chinese soybean futures market (RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625)
  by Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang
• How state ownership affects corporate R&D: An inverted‐U‐shaped relationship (RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3183-3197)
  by Tong Fu & Ze Jian & Youwei Li
• Price discovery in the Chinese gold market (RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1262-1281)
  by Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang
• Intraday time‐series momentum: Evidence from China (RePEc:wly:jfutmk:v:40:y:2020:i:4:p:632-650)
  by Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang
• Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China (RePEc:xjt:rieiwp:2016-07)
  by Han, Xing & Li, Youwei
• Momentum and the Cross-Section of Stock Volatility (RePEc:zbw:qmsrps:202001)
  by Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong