Youwei Li : Citation Profile


Are you Youwei Li?

University of Hull

8

H index

8

i10 index

324

Citations

RESEARCH PRODUCTION:

44

Articles

31

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 18
   Journals where Youwei Li has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 34 (9.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli495
   Updated: 2022-06-25    RAS profile: 2022-05-07    
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Relations with other researchers


Works with:

He, Xuezhong (Tony) (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) (44)

Chiarella, Carl (22)

Westerhoff, Frank (13)

Li, Kai (10)

Chen, Zhenxi (7)

Huang, Weihong (7)

Gardini, Laura (7)

Lu, Shanglin (5)

Zheng, Min (5)

Fischer, Thomas (5)

Zheng, Huanhuan (4)

Cites to:

He, Xuezhong (Tony) (100)

Chiarella, Carl (59)

Hommes, Cars (38)

Lux, Thomas (29)

Westerhoff, Frank (26)

Shleifer, Andrei (25)

Pedersen, Lasse (21)

Fama, Eugene (20)

Burnside, Craig (20)

Blake, David (19)

Eichenbaum, Martin (18)

Main data


Where Youwei Li has published?


Journals with more than one article published# docs
International Review of Financial Analysis9
Journal of International Financial Markets, Institutions and Money3
Journal of Economic Dynamics and Control3
Finance Research Letters3
Journal of the Operational Research Society2
Journal of Futures Markets2
Applied Economics2
Global Finance Journal2
Research in International Business and Finance2
Quantitative Finance2
Journal of Empirical 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 (2022 and 2021)


YearTitle of citing document
2021How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421.

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2021Is information really efficient for the market? Evidence of confirmatory bias in China. (2021). Gao, YA ; Xiong, Xiong ; Chen, Qingchong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:5965-5997.

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2022Gauging the effect of investor overconfidence on trading volume from the perspective of the relationship between lagged stock returns and current trading volume. (2022). Li, Hexuan ; Fan, Yaojun ; Wang, Yifan ; Huang, Jiayu. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:103-123.

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2021Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures. (2021). Gric, Zuzana ; Bajzik, Josef ; Badura, Ondrej. In: Working Papers. RePEc:cnb:wpaper:2021/10.

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2021Bond intraday momentum. (2021). Li, YI ; Wang, Pengfei ; Zhang, Wei. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000599.

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2021Intraday time-series momentum and investor trading behavior. (2021). Roberts, Helen ; Kuruppuarachchi, Duminda ; Zhao, Jing ; Onishchenko, Olena. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021001015.

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2021Fuzzy simulation of European option pricing using sub-fractional Brownian motion. (2021). Li, Zhi ; Bian, Liu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p2:s0960077921007967.

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2022A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973.

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2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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2021Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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2021Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN. (2021). Dogah, Kingsley. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002145.

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2021Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418.

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2021A one-sided Vysochanskii-Petunin inequality with financial applications. (2021). Strobel, Frank ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:374-377.

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2022Model risk in the over-the-counter market. (2022). Qi, Shuyuan ; Lazar, Emese. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:769-784.

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2021Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies. (2021). Wang, Qingwei ; Mazouz, Khelifa ; Ding, Wenjie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:42-56.

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2021Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index. (2021). Shi, Xunpeng ; Yang, Longjian ; Guo, Dongmei ; Yu, Jian. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304114.

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2021Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021When do investors gamble in the stock market?. (2021). Gong, Cynthia M ; Xiong, Xiong ; Wen, Zhuzhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000557.

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2021Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Yang, Bohan ; Wang, Ziwei ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

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2021Temperature and trading behaviours. (2021). Liu, Jia ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002179.

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2021How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Ilango, Balakrishnan ; Sehgal, Sanjay ; Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209.

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2021Alumni social networks and hedge fund performance: Evidence from China. (2021). Wei, Lijian ; Jianwei, LI ; Wang, Fan ; Lin, Junqin. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002544.

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2021Asymmetry, tail risk and time series momentum. (2021). Wang, Shixuan ; Lu, Shanglin ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002581.

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2021Firm-specific investor sentiment and stock price crash risk. (2021). Wu, Xiang ; Fu, Junhui ; Chen, Rongda ; Liu, Yufang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308013.

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2021Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test. (2021). Li, Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312978.

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2021Investor interaction and price efficiency: Evidence from social media. (2021). Meng, Xiangtong ; Feng, XU ; Zhang, Yongjie ; Cao, Xing. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320304839.

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2021Does a stocks name affect its return? Evidence from the Chinese stock market during the China–US trade conflict. (2021). Wu, Hanhong ; Duan, Qiqi ; Ma, Yaming. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320305407.

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2021Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China. (2021). Zou, Gaofeng ; Xiong, Xiong ; Wang, Meng ; Zhang, Yongjie. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320316007.

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2021A new measure for gauging the riskiness of European Banks’ sovereign bond portfolios. (2021). Reghezza, Alessio ; Pancotto, Livia ; Molyneux, Philip. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317013.

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2021Trading signal, functional data analysis and time series momentum. (2021). Zhang, Yifan ; Lu, Shanglin ; Liu, Zhenya ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000143.

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2022Crash probability anomaly in the Chinese stock market. (2022). Tong, Xiangda ; Niu, Hui ; Fang, YI. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001434.

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2022Multi-population mortality modeling: When the data is too much and not enough. (2022). Tsai, Chenghsien Jason ; Kuo, Weiyu ; MacMinn, Richard D ; Kung, Ko-Lun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:41-55.

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2021Univariate and multivariate claims reserving with Generalized Link Ratios. (2021). Verrall, Richard ; Pantelous, Athanasios A ; Portugal, Luis. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:97:y:2021:i:c:p:57-67.

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2021Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob J ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162.

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2021Modeling and pricing longevity derivatives using Skellam distribution. (2021). Wang, Chou-Wen ; Liu, I-Chien ; I-Chien Liu, ; Kung, Ko-Lun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:341-354.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2021Night trading with futures in China: The case of Aluminum and Copper. (2021). Todorova, Neda ; Klein, Tony. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191.

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2021Economic policy uncertainty and corporate innovation: Evidence from China. (2021). Wang, Yunfeng ; Hua, Yechun ; Huo, DA ; Xu, Huijuan ; Guan, Jialin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000494.

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2021Does the turnover effect matter in emerging markets? Evidence from China. (2021). Wu, Zhen-Xing ; Chao, Ching-Hsiang ; Chen, Tsung-Yu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000585.

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2021The implied volatility smirk in the Chinese equity options market. (2021). Zhang, Jin E ; Gehricke, Sebastian A ; Yue, Tian ; Pan, Zheyao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001311.

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2021Testing unobserved market heterogeneity in financial markets: The case of Banco Popular. (2021). Sosvilla-Rivero, Simon ; Gomez-Deniz, Emilio ; Perez-Rodriguez, Jorge V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:151-160.

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2021When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis. (2021). Mokni, Khaled. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:65-73.

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2021Composite survey sentiment as a predictor of future market returns: Evidence for German equity indices. (2021). Rakovská, Zuzana ; Rakovska, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:473-495.

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2021Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears. (2021). Hussain, Syed Jawad ; Mbarki, Imen ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:496-514.

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2021Flight to quality and implicit guarantee: Evidence from Chinese trust products. (2021). Sohn, Sungbin ; Park, Heungju. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:399-419.

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2021Dynamic connectedness of major financial markets in China and America. (2021). Chen, Shoudong ; Lin, Sihan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:646-656.

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2022Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Chen, Zhenxi ; Zheng, Huanhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604.

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2021Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach. (2021). Umar, Zaghum ; Tiwari, Aviral Kumar ; Alqahtani, Faisal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000246.

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2021Responses of REITs index and commercial property prices to economic uncertainties: A VAR analysis. (2021). Gholipour Fereidouni, Hassan ; Farzanegan, Mohammad Reza ; Yam, Sharon ; Tajaddini, Reza. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000787.

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2022The impact of economic policy uncertainty on a firm’s green behavior: Evidence from China. (2022). Yao, Qiuge ; Dong, Manru ; Chan, Kam C ; Hou, Deshuai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001653.

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2022Intraday Patterns of Liquidity on the Warsaw Stock Exchange before and after the Outbreak of the COVID-19 Pandemic. (2022). Kubiczek, Jakub ; Tuszkiewicz, Marcin. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:1:p:13-:d:750789.

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2021.

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2021Remanufacturing Policies Options for a Closed-Loop Supply Chain Network. (2021). Wong, Kar-Hung ; Liu, Xue-Qi ; Zhou, Yan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6640-:d:572663.

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2021Analyzing the Structure of Closed-Loop Supply Chains: A Game Theory Perspective. (2021). Flapper, Simme Douwe ; Shekarian, Ehsan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1397-:d:489297.

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2021Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model. (2021). Luo, Qixuan ; Li, Handong ; Zhou, Xuan ; Shi, YU. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09987-z.

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2020Investor sentiment and trading behavior. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0163.

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2020Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0167.

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2021Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach. (2021). Tramontana, Fabio ; Muzzioli, Silvia ; Campisi, Giovanni. In: Department of Economics. RePEc:mod:depeco:0186.

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2021The Volatility Effect in China. (2021). Hanauer, Matthias X ; Blitz, David ; Vliet, Pim. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00218-0.

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2021Investor Sentiment, Idiosyncratic Risk, and Stock Price Premium: Evidence From Chinese Cross-Listed Companies. (2021). Zhang, YU ; Li, Yuan. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211024621.

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2021Do the Securities Analysts Play the Role of Information Competition or Information Supplement? Empirical Analysis Based on Investor Sentiment. (2021). Liu, Jianhui ; Lu, Ping ; Wang, Yunxuan. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211067218.

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2022Mood Beta, Sentiment and Stock Returns in China. (2022). Li, Yuan. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079873.

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2021Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach. (2021). Tramontana, Fabio ; Muzzioli, Silvia ; Campisi, Giovanni. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00346-7.

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2021Cross-section instability in financial markets: impatience, extrapolation, and switching. (2021). He, Xue-Zhong ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00348-5.

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2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Youssef, Manel. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3.

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2022Momentum investing: a systematic literature review and bibliometric analysis. (2022). Walia, Nidhi ; Singh, Simarjeet. In: Management Review Quarterly. RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00205-6.

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2022How do economic policy uncertainties affect stock market volatility? Evidence from G7 countries. (2022). He, Feng ; Wang, Ziwei ; Ma, Yaming. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2303-2325.

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2021Quantile information share under Markov regime?switching. (2021). Yu, Xiaojian ; Wang, Ziling ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:4:p:493-513.

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2021Who leads in intraday gold price discovery and volatility connectedness: Spot, futures, or exchange?traded fund?. (2021). Diesting, Florent ; Sobti, Neharika ; Sehgal, Sanjay. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1092-1123.

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2021Effects of investor attention in Chinas commodity futures markets. (2021). Li, Danyi ; Weng, Peishih ; Tsai, Weiche ; Wu, Minghung. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1315-1332.

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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
2020Investor overconfidence and the security market line: New evidence from China In: Journal of Economic Dynamics and Control.
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article6
2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
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article76
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
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article10
2014Is mortality spatial or social? In: Economic Modelling.
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article2
2021Bayesian Value-at-Risk backtesting: The case of annuity pricing In: European Journal of Operational Research.
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article3
2019Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing.(2019) In: MPRA Paper.
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2022Low liquidity beta anomaly in China In: Emerging Markets Review.
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article0
2015Testing of a market fraction model and power-law behaviour in the DAX 30 In: Journal of Empirical Finance.
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article17
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: 17
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2017Can investor sentiment be a momentum time-series predictor? Evidence from China In: Journal of Empirical Finance.
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article39
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: 39
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2018Liquidity skewness in the London Stock Exchange In: International Review of Financial Analysis.
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article2
2018Long memory in financial markets: A heterogeneous agent model perspective In: International Review of Financial Analysis.
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article3
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: 3
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2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
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article1
2019Overnight momentum, informational shocks, and late informed trading in China In: International Review of Financial Analysis.
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article3
2019Overnight Momentum, Informational Shocks, and Late-Informed Trading in China.(2019) In: MPRA Paper.
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