Youwei Li : Citation Profile

University of Hull

14

H index

18

i10 index

661

Citations

RESEARCH PRODUCTION:

72

Articles

32

Papers

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 31
   Journals where Youwei Li has often published
   Relations with other researchers
   Recent citing documents: 137.    Total self citations: 39 (5.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli495
   Updated: 2025-04-19    RAS profile: 2025-04-06    
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Relations with other researchers

Works with:

Kearney, Fearghal (3)

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 (Tony) (49)

Li, Kai (22)

Zheng, Huanhuan (16)

Westerhoff, Frank (14)

Wang, Shixuan (10)

Lu, Shanglin (8)

Pandey, Dharen (7)

Huang, Weihong (7)

Gardini, Laura (7)

Chen, Zhenxi (7)

lucey, brian (6)

Cites to:

He, Xuezhong (Tony) (101)

Shleifer, Andrei (47)

Hommes, Cars (38)

French, Kenneth (36)

Pedersen, Lasse (30)

Lux, Thomas (29)

Westerhoff, Frank (26)

Fama, Eugene (26)

Titman, Sheridan (24)

Burnside, Craig (21)

Stambaugh, Robert (20)

Main data

Production by document typepaperarticle2004200520062007200820092010201120122013201420152016201720182019202020212022202320242025051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents12345678910111213141516050100Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Youwei Li has published?

Journals with more than one article published# docs
International Review of Financial Analysis13
Finance Research Letters9
Journal of Economic Dynamics and Control5
The European Journal of Finance5
Journal of International Financial Markets, Institutions and Money4
International Journal of Finance & Economics2
Sustainability2
The Financial Review2
Applied Economics2
Journal of Empirical Finance2
Journal of the Operational Research Society2
Global Finance Journal2
Journal of Futures Markets2
Quantitative Finance2
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany17
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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29.

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2024Stock market reaction to mandatory sustainability reporting: Does carbon‐intensity and environmental, social, and governance reputation matter?. (2024). Pandey, Dharen ; Alahdal, Waleed M ; Hashim, Hafiza Aishah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:9116-9140.

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2024.

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2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

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2024Thermal analysis of lithium-ion battery of electric vehicle using different cooling medium. (2024). Joshi, Prajwol ; Bhandari, Ramesh ; Adhikari, Niroj. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001648.

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2024Extrapolative beliefs and return predictability: Evidence from China. (2024). Liu, Yumin ; Jiang, Fuwei ; Zhang, Huajing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000728.

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2024The impact of late payments on SMEs’ access to finance: Evidence from credit rationing and loan terms. (2024). Kaya, Orcun. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002530.

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2024Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Shi, Jing ; Guo, Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Chen, Ying ; Tang, Zhenpeng ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2024Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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2024To disclose or not to disclose: Investor sentiment and risk disclosure. (2024). Jiang, Yifan ; Yang, Shengqi ; Mao, Hanjie ; Xiao, Gang. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003021.

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2024Do investors benefit from investing in stocks of green bond issuers?. (2024). Silva, Florinda ; Cortez, Maria Ceu ; Badia, Guillermo. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003434.

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2024The countdown to carbon neutrality: Implications for passive investors. (2024). Rigoni, Ugo ; Carta, Matteo. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005081.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2024Expensive anomalies. (2024). Seyhun, Nejat H ; Ray, Sugata ; Anginer, Deniz ; Xu, Luqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x.

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2024Factor momentum in the Chinese stock market. (2024). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251.

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2024Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China. (2024). Wu, Ji ; Chen, Longxuan ; Hao, Jing. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300748x.

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2024Does energy efficiency of UK SMEs affect their access to finance?. (2024). Cowling, Marc ; Calabrese, Raffaella ; Chen, Jingyuan. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007491.

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2024Green credit policy and corporate climate risk exposure. (2024). Wen, Shuyang ; Cao, YI ; Duan, Lin ; He, Feng. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002172.

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2024Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Jansen, Maarten ; Hanauer, Matthias X ; Zhou, Weili. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x.

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2024ESG rating disagreement and stock returns: Evidence from China. (2024). Dong, Minghua ; Wang, Shaolin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005598.

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2024Economic policy uncertainty and stock market volatility in China: Evidence from SV-MIDAS-t model. (2024). Li, Yong ; Yin, Jiyuan ; Wang, Nianling. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400022x.

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2024Female directors and CSR: Does the presence of female directors affect CSR focus?. (2024). Lei, Xingfan ; Wang, Xing ; Li, Jiarong ; Ren, Xingzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000334.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024A pricing model system for small and micro loan insurance considering limited claims. (2024). Hu, Yan-Ping. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001443.

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2024Information shocks and short-term market overreaction: The role of investor attention. (2024). Xiong, Xiong ; Li, Xiao ; Meng, Yongqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510.

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2024Network centrality, information diffusion and asset pricing. (2024). Zhong, Angel ; Hu, Xiaolu ; Yu, Miao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001558.

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2024Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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2024Volume and stock returns in the Chinese market. (2024). Ou, Qi-Lang ; Wen, Yi-Feng ; Zhou, Xin ; Fang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001972.

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2024Uncertainty and international fund flows: A cross-country analysis. (2024). Gurdgiev, Constantin ; Naka, Atsuyuki ; Shin, Seungho ; French, Joseph J. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400214x.

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2024Anatomy of recent value premiums travails. (2024). Liao, Huiyi ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002576.

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2024Competitive imitation and corporate innovation in private enterprises. (2024). Chen, Longxuan ; Wu, Haomin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003363.

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2024The influence of regional sentiment on online borrowing. (2024). Bazley, William ; Jannati, Sima. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003557.

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2024Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095.

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2024Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174.

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2024Sociopolitical activity and corporate default risk: Evidence from the targeted poverty alleviation program in China. (2024). Zhang, Xiaotao ; Wang, Ziqiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004939.

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2024Investor attention and corporate financialization: Evidence from internet search volume. (2024). Shen, Zhonghua ; Fang, Xusheng ; Ju, Chunhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005088.

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2024Green credit efficiency of commercial banks in China: Evidence from a multi-period leader-follower model with preference. (2024). Sun, Xiaolei ; Xie, Qiwei ; Guo, Xiangyuan ; Li, Jingyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005362.

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2024Natural disaster and corporate green innovation: Evidence from earthquakes. (2024). Jiao, Anqi ; An, Jie ; Sun, Ran ; Hao, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005428.

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2024Non-controlling shareholders network and excess goodwill: Evidence from listed companies in China. (2024). Hu, Guoqiang ; Liu, Jiajia ; Yang, Jinkun ; Fu, Shaozheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006215.

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2024Return prediction: A tree-based conditional sort approach with firm characteristics. (2024). Zhang, Yuan ; Wang, Nianling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011984.

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2024Are markets in happier countries less affected by tragic events? Evidence from market reaction to the Israel–Hamas conflict. (2024). Pandey, Dharen ; Goodell, John W ; Palma, Alessia ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012655.

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2024Does green bond issuance affect stock price crash risk? Evidence from China. (2024). Chen, Xingyu ; Li, Yinuo ; Zhang, Yuyao. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012801.

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2024Restricting Pay Gap Backfires: The Case of Bank Misconduct. (2024). Liu, Chunbo ; Sun, Ran ; Jiao, Anqi. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000114.

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2024Can factor momentum beat momentum factor? Evidence from China. (2024). Zhang, Xuan ; Ouyang, Ruolan ; Zhu, Dongming. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000515.

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2024Managerial ownership and labor income share. (2024). Shi, Huaizhi. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002137.

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2024Does air pollution change the business strategy for investment? The strategic influence of national governance. (2024). Ning, Jing ; Gao, KE ; Zhou, Bingjun ; Dai, Jiapeng ; Zhang, Anqi. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003325.

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2024Frog in the Pan and the market-state effect on momentum. (2024). Galvani, Valentina. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004045.

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2024Impact of ESG regulation on stock market returns: Investor responses to a reasonable assurance mandate. (2024). Goodell, John W ; Palma, Alessia ; Kumari, Vineeta ; Pandey, Dharen Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004422.

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2024The impact of digital economy on emerging employment trends: Insights from the China Family Panel Survey (CFPS). (2024). Lyu, Kangyin ; Jin, Xing. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004483.

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2024Financial literacy and investment returns: The moderating effect of education level. (2024). Zhang, Mengchen ; Wang, Guan ; He, Beiting. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008110.

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2024Population aging and corporate human capital restructuring. (2024). Yang, Juan ; Wang, Jinbo ; Li, Huijun ; Xiao, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008626.

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2024Green credit policy and bankruptcy risk of heavily polluting enterprises. (2024). Tang, Kai ; Li, Bing. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009279.

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2024The impact of carbon emission trading on the financing constraints of high-emission enterprises: Evidence from China. (2024). Zhang, Wen ; He, Chaohua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009577.

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2024Momentum and reversal strategies with low uncertainty. (2024). Cai, Feifei ; An, Pengda ; Zhang, Qingyi ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010006.

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2024Carbon trading mechanism and industrial pollution behavior: A study based on regression discontinuity design analysis. (2024). Kong, Jiangwei ; Gao, Mengxi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010912.

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2024The end of ESG? Return spillover between ESG and non-ESG portfolios. (2024). He, Feng ; Zhang, Jining. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011048.

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2024Revolutionizing Bitcoin price forecasts: A comparative study of advanced hybrid deep learning architectures. (2024). Li, Houjian ; He, Xiangyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011656.

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2024Momentum on historical high. (2024). Tomtosov, Aleksandr. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012455.

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2024Do election results resolve economic uncertainty? Evidence from Indian election 2024. (2024). Pandey, Dharen ; Kumari, Vineeta ; Rajesh, S P. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012807.

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2024Digital inclusive finance and the resilience of households involved in financial markets. (2024). Peng, Geng ; Liu, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324013175.

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2024Professions need professional talents: Executives with internet experience and digital transformation of manufacturing companies. (2024). Bai, Yang ; Song, YU ; Cui, Shuangchang. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012935.

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2024Effect of low carbon policy on residents’ health: Evidence from China. (2024). Weng, Xiyan ; Ling, Xiaohong ; Zhang, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013308.

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2024Effects of draft Climate-related Financial Risks Disclosure Framework on stock returns. (2024). Pandey, Dharen ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s154461232401331x.

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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2024The battle of factors. (2024). Attig, Najah ; Assoe, Kodjovi ; Sy, Oumar. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760.

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2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2024Macroeconomic momentum and cross-sectional equity market indices. (2024). Urquhart, Andrew ; Kappou, Konstantina ; Zhang, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000404.

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2024Family firm, financial constraint, and environmental preparedness: An international study. (2024). Wang, Yuan ; Haider, Zulfiquer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000453.

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2024Asymmetric trading restriction and return comovement. (2024). Yang, Lihua ; Zhu, Hongbing ; Zhang, Bing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000891.

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2024Decomposing momentum: The forgotten component. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes ; Busing, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002061.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2024RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Li, Donghui ; Han, Liyan ; Ding, Wenjie ; Qiao, Tongshuai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111.

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2024The role of fintech, natural resources and trade policy uncertainty towards SDGs in China: New insights from nonlinear approach. (2024). Ren, YU ; Yi, Yuting ; Wang, Shenghu ; Yu, Dan. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002563.

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2024Can financial literacy Ease energy poverty? Some Lessons at the household level in China. (2024). Lin, Boqiang ; Pan, Addison ; Poletti, Stephen ; Tao, Miaomiao. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001280.

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2024Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

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2024Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China. (2024). Zhang, Yaojie ; Jiang, Jiajie ; Xiao, Jihong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000544.

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2024Social forecasting: Online social opinion and the cross-section of stock returns. (2024). Liang, Yuheng ; Zhu, Mengnan ; Yuan, Kaibin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001525.

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2024Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257.

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2024A four-factor model based on factor momentum. (2024). Li, Daye ; Cui, Mengqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002634.

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2024The impact of economic uncertainty on carbon emission: Evidence from China. (2024). Zhu, Yanjin ; Ma, Dan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123010882.

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2024Anchoring effect, prospect value and stock return. (2024). Lin, Lei ; He, Fangyi ; Chen, Chun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1539-1556.

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2024A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Zhou, Wenyuan ; Zhang, Xiaoqi ; Fu, Jie ; Lyu, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

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2024Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428.

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2024A sustainable pandemic response: The impact of COVID-19 vaccination coverage on economic policy uncertainty. (2024). Fu, Rongsha ; Li, Meng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:316-332.

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2024Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data. (2024). Wang, Yaojun ; Zhao, Chengjie ; Gao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:438-450.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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More than 100 citations found, this list is not complete...

Works by Youwei Li:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange? In: The Financial Review.
[Full Text][Citation analysis]		article2
2022A reexamination of factor momentum: How strong is it? In: The Financial Review.
[Full Text][Citation analysis]		article28
2024Human capital in the financial sector and corporate innovation: Evidence from China In: The British Accounting Review.
[Full Text][Citation analysis]		article3
2020Investor overconfidence and the security market line: New evidence from China In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article13
2022Momentum and the Cross-section of Stock Volatility In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
.() In: .
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This paper has nother version. Agregated cites: 3		paper
2025The nexus of overnight trend and asset prices in China In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article80
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article16
2014Is mortality spatial or social? In: Economic Modelling.
[Full Text][Citation analysis]		article3
2023Do green bonds affect stock returns and corporate environmental performance? Evidence from China In: Economics Letters.
[Full Text][Citation analysis]		article7
2021Bayesian Value-at-Risk backtesting: The case of annuity pricing In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2019Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing.(2019) In: MPRA Paper.
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This paper has nother version. Agregated cites: 5		paper
2022Low liquidity beta anomaly in China In: Emerging Markets Review.
[Full Text][Citation analysis]		article2
2015Testing of a market fraction model and power-law behaviour in the DAX 30 In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article20
2015Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30.(2015) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2017Can investor sentiment be a momentum time-series predictor? Evidence from China In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article80
2017Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China.(2017) In: RIEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2025Performance of energy ETFs and climate risks In: Energy Economics.
[Full Text][Citation analysis]		article0
2018Liquidity skewness in the London Stock Exchange In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2018Long memory in financial markets: A heterogeneous agent model perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2018Long memory in financial markets: A heterogeneous agent model perspective.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2019Overnight momentum, informational shocks, and late informed trading in China In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article17
2019Overnight Momentum, Informational Shocks, and Late-Informed Trading in China.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2020Social media effect, investor recognition and the cross-section of stock returns In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2021Investor heterogeneity and momentum-based trading strategies in China In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article16
2021Same same but different – Stylized facts of CTA sub strategies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2021The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article17
2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2020Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022Why do small businesses have difficulty in accessing bank financing? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2023How does green credit policy affect polluting firms dividend policy? The China experience In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2024A comparative and conceptual intellectual study of environmental topic in economic and finance In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2025The sword of damocles: Debt and depression In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2018An analysis of liquidity skewness for European sovereign bond markets In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2019A new attention proxy and order imbalance: Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2019Bottom-up sentiment and return predictability of the market portfolio In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2022Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2023The smog that hovers: Air pollution and asset prices In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Future of jobs in China under the impact of artificial intelligence In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2024Financial literacy and household financial resilience In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2024The impact of climate policy uncertainty on stock price synchronicity: Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2025Beyond threats: Extreme heatwaves and economic resilience in China In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2010Do benchmark African equity indices exhibit the stylized facts? In: Global Finance Journal.
[Full Text][Citation analysis]		article1
2015Price discovery in the dual-platform US Treasury market In: Global Finance Journal.
[Full Text][Citation analysis]		article2
2015Price Discovery in the Dual-Platform US Treasury Market.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2012Explaining young mortality In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article17
2011Long-term return reversals--Value and growth or tax? UK evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article6
2021Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article7
2021Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2023CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
2016Identifying the relative importance of stock characteristics In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article1
2020How did order-flow impact bond prices during the European Sovereign Debt Crisis? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2019How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches In: Research in International Business and Finance.
[Full Text][Citation analysis]		article8
2017Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China In: Research in International Business and Finance.
[Full Text][Citation analysis]		article55
2016US Dollar Carry Trades in the Era of Cheap Money In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2016US Dollar Carry Trades in the Era of “Cheap Money”.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022The Asymmetric Overnight Return Anomaly in the Chinese Stock Market In: JRFM.
[Full Text][Citation analysis]		article0
2018Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations In: Sustainability.
[Full Text][Citation analysis]		article3
2022Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies In: Sustainability.
[Full Text][Citation analysis]		article0
2016A Rising E-Channel Tide Lifts All Boats? The Impact of Manufacturer Multichannel Encroachment on Traditional Selling and Leasing In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article2
2016A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022What Can Explain Momentum? Evidence from Decomposition In: Management Science.
[Full Text][Citation analysis]		article6
2021The Role of Hedge Funds in the Asset Pricing: Evidence from China In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2022The role of hedge funds in the asset pricing: evidence from China.(2022) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2014Identifying structural breaks in stochastic mortality models In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2016Price Discovery in the Chinese Gold Market In: MPRA Paper.
[Full Text][Citation analysis]		paper32
2018Price discovery in the Chinese gold market.(2018) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2016Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2016Modelling mortality: Are we heading in the right direction? In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2017Modelling mortality: are we heading in the right direction?.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2016Models of Mortality rates - analysing the residuals In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2017Models of mortality rates – analysing the residuals.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2016The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Intraday Time-series Momentum: Evidence from China In: MPRA Paper.
[Full Text][Citation analysis]		paper16
2020Intraday time‐series momentum: Evidence from China.(2020) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2004The Econometric Analysis of Microscopic Simulation Models In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper6
2010Econometric analysis of microscopic simulation models.(2010) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2006The Econometric Analysis of Microscopic Simulation Models.(2006) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2006The Econometric Analysis of Microscopic Simulation Models.(2006) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2005Long Memory, Heterogeneity, and Trend Chasing In: Computing in Economics and Finance 2005.
[Citation analysis]		paper3
2005Long Memory, Heterogeneity and Trend Chasing.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2005Heterogeneity, Profitability and Autocorrelations In: Computing in Economics and Finance 2005.
[Citation analysis]		paper6
2005Heterogeneity, Profitability and Autocorrelations.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2019Did long-memory of liquidity signal the European sovereign debt crisis? In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30 In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article4
2015The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30.(2015) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2022Shunned stocks and market states In: The European Journal of Finance.
[Full Text][Citation analysis]		article3
2024Analysts’ forecast anchoring and discontinuous market reaction: evidence from China In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2025Social responsibility and corporate borrowing In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2008Heterogeneity, convergence, and autocorrelations In: Quantitative Finance.
[Full Text][Citation analysis]		article43
2020Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article4
2021Should a retailer sell its own extended warranties or resell those from the manufacturer when confronting supplier encroachment? In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article0
2024Recycling and/or reusing: when product innovation meets the recast of WEEE direct In: International Journal of Production Research.
[Full Text][Citation analysis]		article1
2006The Non- and Semiparametric Analysis of MS Models : Some Applications In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2006The Non- and Semiparametric Analysis of MS Models : Some Applications.(2006) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2006On microscopic simulation models of financial markets In: Other publications TiSEM.
[Full Text][Citation analysis]		paper3
2015Optimal Time Series Momentum In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2023Order book price impact in the Chinese soybean futures market In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2023How state ownership affects corporate R&D: An inverted‐U‐shaped relationship In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team