Youwei Li : Citation Profile


Are you Youwei Li?

University of Hull

5

H index

4

i10 index

161

Citations

RESEARCH PRODUCTION:

24

Articles

23

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 11
   Journals where Youwei Li has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 19 (10.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli495
   Updated: 2019-07-21    RAS profile: 2019-07-19    
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Relations with other researchers


Works with:

He, Xuezhong (7)

Moore, Michael (3)

Wang, Jianxin (2)

Dunne, Peter (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Youwei Li.

Is cited by:

He, Xuezhong (44)

Chiarella, Carl (24)

Westerhoff, Frank (13)

Li, Kai (10)

Huang, Weihong (7)

Zheng, Min (5)

Gardini, Laura (5)

Zheng, Huanhuan (4)

Fischer, Thomas (3)

Lehnert, Thorsten (3)

Pellizzari, Paolo (3)

Cites to:

He, Xuezhong (87)

Chiarella, Carl (60)

Hommes, Cars (32)

Lux, Thomas (27)

Westerhoff, Frank (25)

Shleifer, Andrei (21)

Burnside, Craig (17)

Fama, Eugene (16)

Eichenbaum, Martin (15)

Brock, William (15)

Rebelo, Sergio (15)

Main data


Where Youwei Li has published?


Journals with more than one article published# docs
International Review of Financial Analysis3
Applied Economics2
Journal of Economic Dynamics and Control2
Global Finance Journal2
Journal of Empirical Finance2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney5
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Youwei Li (2019 and 2018)


YearTitle of citing document
2017Heterogeneity and Clustering of Defaults. (2017). Turner, Matthew ; Terovitis, Spyridon ; Galanis, Girogos ; Karlis, Alexandros . In: Economic Research Papers. RePEc:ags:uwarer:270011.

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2018The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, Vygintas ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1712.05121.

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2019Analytic solutions in a continuous-time financial market model. (2019). Andr, Attila ; Bihary, Zsolt. In: Papers. RePEc:arx:papers:1902.09999.

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2017Why Do Canadian Firms Cross-list? The Flip Side of the Issue. (2017). Charitou, Andreas ; Louca, Christodoulos. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:2:p:211-239.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

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2018Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70.

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2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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2017Speculative behavior in a housing market: Boom and bust. (2017). Zheng, Min ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:50-64.

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2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218.

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2018The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, V ; Kononovicius, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1075-1083.

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2019Mortality Forecasting: How Far Back Should We Look in Time?. (2019). Ohare, Colin ; Li, Han. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:22-:d:208293.

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2018Competitive–Cooperative Strategy Based on Altruistic Behavior for Dual-Channel Supply Chains. (2018). Xu, Fei ; Wang, Honglei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:2103-:d:153453.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2018Equity Analysis in Buying Company Shares on the Philippine Stock Exchange. (2018). Medina, Prince T. In: GATR Journals. RePEc:gtr:gatrjs:jfbr148.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-02000726.

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2018Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9643-7.

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2017Divergent Behavior in Markets with Idiosyncratic Private Information. (2017). Goldbaum, David. In: Review of Behavioral Economics. RePEc:now:jnlrbe:105.00000064.

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2018Impact of strategy switching on wealth accumulation. (2018). Zhang, YU ; Huang, Weihong. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:4:d:10.1007_s00191-017-0543-3.

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2017Behavioral heterogeneity in the Australian housing market. (2017). Chia, Wai-Mun ; Zheng, Huanhuan ; Li, Mengling . In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:9:p:872-885.

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2018Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai. In: Published Paper Series. RePEc:uts:ppaper:2018-1.

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2019Price discovery in bitcoin spot or futures?. (2019). Dimpfl, Thomas ; Baur, Dirk G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:803-817.

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2018Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: BERG Working Paper Series. RePEc:zbw:bamber:133.

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Works by Youwei Li:


YearTitleTypeCited
2012Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange? In: The Financial Review.
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article1
2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
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article60
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
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article2
2014Is mortality spatial or social? In: Economic Modelling.
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article1
2015Testing of a market fraction model and power-law behaviour in the DAX 30 In: Journal of Empirical Finance.
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article12
2015Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30.(2015) In: Research Paper Series.
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This paper has another version. Agregated cites: 12
paper
2017Can investor sentiment be a momentum time-series predictor? Evidence from China In: Journal of Empirical Finance.
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article2
2017Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China.(2017) In: RIEI Working Papers.
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This paper has another version. Agregated cites: 2
paper
2018Liquidity skewness in the London Stock Exchange In: International Review of Financial Analysis.
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article0
2018Long memory in financial markets: A heterogeneous agent model perspective In: International Review of Financial Analysis.
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article0
2018Long memory in financial markets: A heterogeneous agent model perspective.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
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article0
2018An analysis of liquidity skewness for European sovereign bond markets In: Finance Research Letters.
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article0
2010Do benchmark African equity indices exhibit the stylized facts? In: Global Finance Journal.
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article1
2015Price discovery in the dual-platform US Treasury market In: Global Finance Journal.
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article1
2015Price Discovery in the Dual-Platform US Treasury Market.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2012Explaining young mortality In: Insurance: Mathematics and Economics.
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article9
2011Long-term return reversals--Value and growth or tax? UK evidence In: Journal of International Financial Markets, Institutions and Money.
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article5
2016Identifying the relative importance of stock characteristics In: Journal of Multinational Financial Management.
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article0
2018Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches In: Research in International Business and Finance.
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article0
2017Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches.(2017) In: MPRA Paper.
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paper
2016US Dollar Carry Trades in the Era of Cheap Money In: Czech Journal of Economics and Finance (Finance a uver).
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article1
2016US Dollar Carry Trades in the Era of “Cheap Money”.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2018Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations In: Sustainability.
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article0
2014Identifying structural breaks in stochastic mortality models In: MPRA Paper.
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paper3
2016A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing In: MPRA Paper.
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paper1
2016Price Discovery in the Chinese Gold Market In: MPRA Paper.
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paper10
2018Price discovery in the Chinese gold market.(2018) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 10
article
2016Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt In: MPRA Paper.
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paper0
2016Modelling mortality: Are we heading in the right direction? In: MPRA Paper.
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paper0
2017Modelling mortality: are we heading in the right direction?.(2017) In: Applied Economics.
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2016Models of Mortality rates - analysing the residuals In: MPRA Paper.
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paper0
2017Models of mortality rates – analysing the residuals.(2017) In: Applied Economics.
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This paper has another version. Agregated cites: 0
article
2016The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity In: MPRA Paper.
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paper0
2004The Econometric Analysis of Microscopic Simulation Models In: Computing in Economics and Finance 2004.
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2006The Econometric Analysis of Microscopic Simulation Models.(2006) In: Discussion Paper.
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2005Long Memory, Heterogeneity, and Trend Chasing In: Computing in Economics and Finance 2005.
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paper2
2005Long Memory, Heterogeneity and Trend Chasing.(2005) In: Research Paper Series.
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This paper has another version. Agregated cites: 2
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2005Heterogeneity, Profitability and Autocorrelations In: Computing in Economics and Finance 2005.
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paper5
2005Heterogeneity, Profitability and Autocorrelations.(2005) In: Research Paper Series.
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This paper has another version. Agregated cites: 5
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2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30 In: Journal of Evolutionary Economics.
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article3
2015The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30.(2015) In: Research Paper Series.
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2010Econometric analysis of microscopic simulation models In: Quantitative Finance.
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article3
2008Heterogeneity, convergence, and autocorrelations In: Quantitative Finance.
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article35
2006The Non- and Semiparametric Analysis of MS Models : Some Applications In: Discussion Paper.
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paper0
2006On microscopic simulation models of financial markets In: Other publications TiSEM.
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paper3
2015Optimal Time Series Momentum In: Research Paper Series.
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paper1

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