Youwei Li : Citation Profile

Are you Youwei Li?

University of Hull

11

H index

11

i10 index

459

Citations

RESEARCH PRODUCTION:

59

Articles

32

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 24
   Journals where Youwei Li has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 38 (7.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli495
   Updated: 2023-11-04    RAS profile: 2023-11-04    
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Relations with other researchers

Works with:

Kearney, Fearghal (4)

Li, Kai (2)

He, Xuezhong (Tony) (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 (Tony) (49)

Li, Kai (22)

Zheng, Huanhuan (16)

Westerhoff, Frank (14)

Wang, Shixuan (8)

Lu, Shanglin (8)

Gardini, Laura (7)

Chen, Zhenxi (7)

Huang, Weihong (7)

Zheng, Min (5)

Fischer, Thomas (5)

Cites to:

He, Xuezhong (Tony) (101)

Hommes, Cars (38)

French, Kenneth (36)

Shleifer, Andrei (31)

Pedersen, Lasse (30)

Lux, Thomas (29)

Westerhoff, Frank (26)

Fama, Eugene (25)

Titman, Sheridan (24)

Burnside, Craig (21)

Sarno, Lucio (20)

Main data

Where Youwei Li has published?

Journals with more than one article published# docs
International Review of Financial Analysis11
Finance Research Letters6
Journal of Economic Dynamics and Control4
Journal of International Financial Markets, Institutions and Money3
The European Journal of Finance3
Journal of Futures Markets2
Journal of Empirical Finance2
Journal of the Operational Research Society2
Research in International Business and Finance2
Global Finance Journal2
The Financial Review2
Applied Economics2
Sustainability2
International Journal of Finance & Economics2
Quantitative 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 (2023 and 2022)

YearTitle of citing document
2022.

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2022How 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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2022Have existing theories explained the accrual anomaly? An evaluation based on the decomposition method. (2022). Lin, Dawei ; Huang, Zhuo ; Qiu, Zhimin. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3645-3675.

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2023Timing the factor zoo via deep learning: Evidence from China. (2023). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:485-505.

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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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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023Can grid-tied solar photovoltaics lead to residential heating electrification? A techno-economic case study in the midwestern U.S.. (2023). Pearce, Joshua M ; Sommerfeldt, Nelson. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923002027.

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2022Global momentum: The optimal trading approach. (2022). Muradoglu, Yaz ; Tsitsianis, Nicholas ; Muradolu, Yaz Gulnur ; Wouassom, Alain. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000788.

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2023Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072.

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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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2022Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.

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2022What drives intraday reversal? illiquidity or liquidity oversupply?. (2022). Xiong, Xiong ; Lin, Shen ; Kang, Junqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000185.

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2022Speculative Bubbles and Talent Misallocation. (2022). Wang, Siqing ; Jia, Yandong ; Dong, Feng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000999.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022Examining the overconfidence and overreaction in China’s carbon markets. (2022). Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:472-489.

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2023Optimal longevity risk transfer under asymmetric information. (2023). Schultze, Mark B ; Li, Hong ; Chen, AN. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004163.

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2022Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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2022Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both. (2022). Zhao, Yang ; Xu, Yahua ; Bouri, Elie ; Wen, Zhuzhu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000833.

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2022Scheduled macroeconomic news announcements and intraday market sentiment. (2022). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000882.

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2023Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments. (2023). Su, Zhihao ; Zhu, Yingke ; Huang, Xiaoru ; Deng, Shangkun ; Shimada, Tatsuro ; Fu, Zhe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001838.

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2022The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum. (2022). Yuan, Peixuan ; Xu, Weike ; Xiang, Zhiqiang ; Wang, Xinjie. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001793.

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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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2023Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

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2023Time series momentum and reversal: Intraday information from realized semivariance. (2023). Wang, Shixuan ; Li, BO ; Lu, Shanglin ; Liu, Zhenya. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:54-77.

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2022Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies. (2022). Yan, Cheng ; Huang, Yuxuan ; Jin, Sisi ; Zhu, QI. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003474.

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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

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2022Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000114.

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2022Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163.

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2022The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. (2022). Corbet, Shaen ; Oxley, Les ; Larkin, Charles ; Hu, Yang ; Hou, Yang ; Collings, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000229.

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2022The crisis alpha of managed futures: Myth or reality?. (2022). Mende, Alexander ; Frommel, Michael ; Asif, Raheel. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000242.

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2022Does previous carry trade position affect following investors decision-making and carry returns?. (2022). Li, BO ; Chen, SU ; Zhang, Ziyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s105752192200031x.

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2022The profitability effect: Insight from a dynamic perspective. (2022). Yang, Zhichen ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000345.

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2022The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941.

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2022Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns. (2022). Wang, Jianqiong ; Xu, Yongan ; Yang, MO ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001338.

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2022Systemic risk of commodity markets: A dynamic factor copula approach. (2022). Ouyang, Ruolan ; Zhao, Yang ; Fang, YI ; Chen, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200165x.

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2022Crowd wisdom and internet searches: What happens when investors search for stocks?. (2022). Shi, Wen ; Jin, YU ; Ye, Qiang ; Geng, Yuedan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001697.

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2022A key driver for the mixed relationship between loan risk premiums and collateral: Evidence from China. (2022). Zhao, Yang ; Scheffel, Eric ; Zhang, Yongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001673.

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2022Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change. (2022). Zhang, Hongwei ; Huang, Jianbai ; Ding, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001831.

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2022The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892.

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2022On the destabilizing nature of capital gains taxes. (2022). Westerhoff, Frank ; Gardini, Laura ; Dieci, Roberto. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002162.

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2022Volatility spillovers across NFTs news attention and financial markets. (2022). Wang, Yizhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002666.

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2022Investor sentiment indices based on k-step PLS algorithm: A group of powerful predictors of stock market returns. (2022). Yu, Changrui ; Song, Ziyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002733.

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2022Category-specific EPU indices, macroeconomic variables and stock market return predictability. (2022). Li, Pan ; Dong, Dayong ; Lu, Xinjie ; Zeng, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003039.

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2022Does social media coverage deter firms from withholding bad news? Evidence from stock price crash risk. (2022). Zhang, Jin ; Gao, YA ; Xiong, Xiong ; Wu, Chunying. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003477.

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2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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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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2022The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets: A network-based approach. (2022). Pantelous, Athanasios A ; Chen, Yanhua. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004621.

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2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine. (2022). Pandey, Dharen ; Boubaker, Sabri ; Goodell, John W ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001969.

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2022Cross-Market Investor Sentiment of Energy Futures and Return Comovements. (2022). Jin, Chenglu ; Ye, Mengya ; Wang, Shengnan ; Chen, Rongda ; Ren, HE. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003567.

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2022Demystifying the US Treasury floating rate note puzzle: A swap market perspective. (2022). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005396.

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2023Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict. (2023). Hong, Yanran ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005979.

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2023Do travel uncertainty and invasion rhetoric spur Metaverse financial asset? – Gauging the role of media influence. (2023). Garcia, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006110.

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2023Is wealth inequality reversible? A surveying parallel evolution with complex economic system. (2023). Zhang, Xuan ; Song, Pengcheng ; Guo, Ju-e, ; Wang, Zhixin. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000211.

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2023Investors’ online searching and green knowledge dissemination. (2023). He, Feng ; Hao, Jing ; Yan, Yulin ; Wen, Bohui. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000600.

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2022The power of sentiment: Irrational beliefs of households and consumer loan dynamics. (2022). Gric, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Journal of Financial Stability. RePEc:eee:finsta:v:59:y:2022:i:c:s157230892200002x.

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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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2022Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907.

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2022Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068.

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2023Multi-population mortality projection: The augmented common factor model with structural breaks. (2023). Vahid, Farshid ; Pantelous, Athanasios A ; Wang, Pengjie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:450-469.

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2023Intraday momentum in the VIX futures market. (2023). Yang, Jimmy J ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003260.

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2022Positive information shocks, investor behavior and stock price crash risk. (2022). Sensoy, Ahmet ; Wu, Yiyao ; Yao, Shouyu ; Nguyen, Duc Khuong ; Cui, Xin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:493-518.

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2022Social interaction, volatility clustering, and momentum. (2022). Shi, Lei ; Santi, Caterina ; Li, Kai ; He, Xue-Zhong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:203:y:2022:i:c:p:125-149.

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2022Modelling volatility transmission in regional Asian stock markets. (2022). Azimova, Tarana. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000342.

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2022A new momentum measurement in the Chinese stock market. (2022). , Toan ; Liang, Chao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000543.

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2022Overnight returns, daytime reversals, and future stock returns: Is China different?. (2022). Man, Yimei ; Chiah, Mardy ; Cheema, Muhammad A. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001044.

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2022Measuring news media sentiment using big data for Chinese stock markets. (2022). Gao, DA ; Shuai, Yulin ; Xia, LE ; Shen, Shulin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001056.

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2022Real estate climate index and aggregate stock returns: Evidence from China. (2022). Zaremba, Adam ; Long, Huaigang ; Fu, Tao ; Jiang, Yuexiang ; Zhou, Wenyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001366.

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2023Does short-term momentum exist in China?. (2023). Ruan, Xinfeng ; Li, Tianjiao ; Yue, Tian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002153.

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2023Cultural barriers in Chinas corporate loans. (2023). Chen, Zhongfei ; Jin, Ming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000525.

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2023Overnight versus intraday returns of anomalies in China. (2023). Chou, Robin K ; Chang, Hui-Wen ; Lin, Chaonan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000732.

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2022Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

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2022How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method. (2022). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122004952.

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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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2022Financing anomaly, mispricing and cross-sectional return predictability. (2022). Ma, Yao ; Ye, Tao ; Yang, Baochen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:579-598.

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2022The role of different information sources in information spread: Evidence from three media channels in China. (2022). Gao, YA ; Xiong, Xiong ; Wu, Chunying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:327-341.

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2023Multidimensional attention to Fintech, trading behavior and stock returns. (2023). Yang, Yili ; Jin, Chenglu ; Huang, Jiahao ; Chen, Rongda. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:373-382.

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2023Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450.

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2023Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545.

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2023Analyzing a dynamic relation between RMB exchange rate onshore and offshore during the extreme market conditions. (2023). Qiu, Hong ; Wang, Xiangjin ; Hu, Genhua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:408-417.

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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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2022The intraday dynamics and intraday price discovery of bitcoin. (2022). Yuan, Yulin ; Wang, Xinyi ; Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000137.

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2022The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic. (2022). Wu, Shan ; Liu, Zhen Hua ; Zhou, Yuqin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s027553192200054x.

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2022Does social media distort price discovery? Evidence from rumor clarifications. (2022). Zhang, Jin ; Gao, YA ; Xiong, Xiong ; Wu, Chunying. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001362.

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2022From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets. (2022). Naeem, Muhammad Abubakr ; Omri, Abdelwahed ; Mbarki, Imen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001829.

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2023The evolvement of momentum effects in China: Evidence from functional data analysis. (2023). Wang, Shixuan ; Teka, Hanen ; Liu, Zhenya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002197.

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2023Economic policy uncertainty and environmental governance company volatility: Evidence from China. (2023). Feng, Jing ; Qi, Jipeng ; Lv, Wendai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000016.

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2023Return spillover analysis across central bank digital currency attention and cryptocurrency markets. (2023). Su, Yang ; Lucey, Brian M ; Wei, YU ; Wang, Yizhi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000223.

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2023Disentangling the impact of economic and health crises on financial markets. (2023). Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Maria-Teresa ; Fabregat-Aibar, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000545.

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2022Contrarian profits and representativeness heuristic in the MENA stock markets. (2022). al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim ; Boussaidi, Ramzi. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:97:y:2022:i:c:s2214804321001592.

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2022Market-based versus bank-based financial structure in China: From the perspective of financial risk. (2022). Wang, Chao ; Xie, Qiwei ; Fan, Yixin ; Liu, Chao. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:24-39.

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2022The Effects of Central Bank Digital Currencies News on Financial Markets. (2022). Yarovaya, Larisa ; Vigne, Samuel A ; Lucey, Brian M ; Wang, Yizhi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002414.

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2023Influence of green innovation on disclosure quality: Mediating role of media attention. (2023). Hu, Xiang ; Yan, Cheng ; Shen, Xixi ; Ho, Kung-Cheng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162522008356.

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2023Contagion Spillover from Bitcoin to Carbon Futures Pricing: Perspective from Investor Attention. (2023). Zhang, Yinpeng ; Zhu, Panpan ; Zhou, Qingjie. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:929-:d:1035420.

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

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2023.

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2022A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting. (2022). Ramli, Rozita ; Redzwan, Norkhairunnisa. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:191-:d:937118.

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2023Uncovering Hidden Insights with Long-Memory Process Detection: An In-Depth Overview. (2023). Mashhad, Leila Marvian ; Yarmohammadi, Masoud ; Hassani, Hossein. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:113-:d:1173035.

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

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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2022A reexamination of factor momentum: How strong is it? In: The Financial Review.
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2020Investor overconfidence and the security market line: New evidence from China In: Journal of Economic Dynamics and Control.
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2022Momentum and the Cross-section of Stock Volatility In: Journal of Economic Dynamics and Control.
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2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
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2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
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2014Is mortality spatial or social? In: Economic Modelling.
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2021Bayesian Value-at-Risk backtesting: The case of annuity pricing In: European Journal of Operational Research.
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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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2015Testing of a market fraction model and power-law behaviour in the DAX 30 In: Journal of Empirical Finance.
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2015Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30.(2015) In: Research Paper Series.
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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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2017Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China.(2017) In: RIEI Working Papers.
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2018Liquidity skewness in the London Stock Exchange In: International Review of Financial Analysis.
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2018Long memory in financial markets: A heterogeneous agent model perspective In: International Review of Financial Analysis.
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2018Long memory in financial markets: A heterogeneous agent model perspective.(2018) In: MPRA Paper.
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2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach In: International Review of Financial Analysis.
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2019Overnight momentum, informational shocks, and late informed trading in China In: International Review of Financial Analysis.
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2019Overnight Momentum, Informational Shocks, and Late-Informed Trading in China.(2019) In: MPRA Paper.
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2020Social media effect, investor recognition and the cross-section of stock returns In: International Review of Financial Analysis.
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2021Investor heterogeneity and momentum-based trading strategies in China In: International Review of Financial Analysis.
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2021Same same but different – Stylized facts of CTA sub strategies In: International Review of Financial Analysis.
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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.
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2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach In: International Review of Financial Analysis.
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2020Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach.(2020) In: MPRA Paper.
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2022Why do small businesses have difficulty in accessing bank financing? In: International Review of Financial Analysis.
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2023How does green credit policy affect polluting firms dividend policy? The China experience In: International Review of Financial Analysis.
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2018An analysis of liquidity skewness for European sovereign bond markets In: Finance Research Letters.
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2019A new attention proxy and order imbalance: Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2019Bottom-up sentiment and return predictability of the market portfolio In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2022Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective In: Finance Research Letters.
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2023The smog that hovers: Air pollution and asset prices In: Finance Research Letters.
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2023Future of jobs in China under the impact of artificial intelligence In: Finance Research Letters.
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2010Do benchmark African equity indices exhibit the stylized facts? In: Global Finance Journal.
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2015Price discovery in the dual-platform US Treasury market In: Global Finance Journal.
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2015Price Discovery in the Dual-Platform US Treasury Market.(2015) In: MPRA Paper.
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2012Explaining young mortality In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article15
2011Long-term return reversals--Value and growth or tax? UK evidence In: Journal of International Financial Markets, Institutions and Money.
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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]		article6
2021Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency In: Journal of International Financial Markets, Institutions and Money.
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2016Identifying the relative importance of stock characteristics In: Journal of Multinational Financial Management.
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2020How did order-flow impact bond prices during the European Sovereign Debt Crisis? In: International Review of Economics & Finance.
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2019How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?.(2019) In: MPRA Paper.
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2018Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches In: Research in International Business and Finance.
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2017Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches.(2017) In: MPRA Paper.
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2020Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China In: Research in International Business and Finance.
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2016US Dollar Carry Trades in the Era of Cheap Money In: Czech Journal of Economics and Finance (Finance a uver).
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2016US Dollar Carry Trades in the Era of “Cheap Money”.(2016) In: MPRA Paper.
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2022The Asymmetric Overnight Return Anomaly in the Chinese Stock Market In: JRFM.
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2018Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations In: Sustainability.
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2022Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies In: Sustainability.
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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.
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2016A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing.(2016) In: MPRA Paper.
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2022What Can Explain Momentum? Evidence from Decomposition In: Management Science.
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2021The Role of Hedge Funds in the Asset Pricing: Evidence from China In: MPRA Paper.
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2022The role of hedge funds in the asset pricing: evidence from China.(2022) In: The European Journal of Finance.
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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.
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2018Price discovery in the Chinese gold market.(2018) In: Journal of Futures Markets.
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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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2016Modelling mortality: Are we heading in the right direction? In: MPRA Paper.
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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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2017Models of mortality rates – analysing the residuals.(2017) In: Applied Economics.
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2016The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity In: MPRA Paper.
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2019Intraday Time-series Momentum: Evidence from China In: MPRA Paper.
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2020Intraday time?series momentum: Evidence from China.(2020) In: Journal of Futures Markets.
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2004The Econometric Analysis of Microscopic Simulation Models In: Computing in Economics and Finance 2004.
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2010Econometric analysis of microscopic simulation models.(2010) In: Quantitative Finance.
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2006The Econometric Analysis of Microscopic Simulation Models.(2006) In: Discussion Paper.
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2006The Econometric Analysis of Microscopic Simulation Models.(2006) In: Other publications TiSEM.
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2005Long Memory, Heterogeneity, and Trend Chasing In: Computing in Economics and Finance 2005.
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2005Long Memory, Heterogeneity and Trend Chasing.(2005) In: Research Paper Series.
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2005Heterogeneity, Profitability and Autocorrelations In: Computing in Economics and Finance 2005.
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2005Heterogeneity, Profitability and Autocorrelations.(2005) In: Research Paper Series.
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2019Did long-memory of liquidity signal the European sovereign debt crisis? In: Annals of Operations Research.
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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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2015The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30.(2015) In: Research Paper Series.
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2022Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending In: The European Journal of Finance.
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2022Shunned stocks and market states In: The European Journal of Finance.
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2008Heterogeneity, convergence, and autocorrelations In: Quantitative Finance.
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2020Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels In: Journal of the Operational Research Society.
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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.
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2006The Non- and Semiparametric Analysis of MS Models : Some Applications In: Discussion Paper.
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2006The Non- and Semiparametric Analysis of MS Models : Some Applications.(2006) In: Other publications TiSEM.
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2006On microscopic simulation models of financial markets In: Other publications TiSEM.
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2015Optimal Time Series Momentum In: Research Paper Series.
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2023Order book price impact in the Chinese soybean futures market In: International Journal of Finance & Economics.
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2023How state ownership affects corporate R&D: An inverted?U?shaped relationship In: International Journal of Finance & Economics.
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