Youwei Li : Citation Profile


Are you Youwei Li?

University of Hull

11

H index

13

i10 index

495

Citations

RESEARCH PRODUCTION:

62

Articles

32

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 24
   Journals where Youwei Li has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 38 (7.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli495
   Updated: 2024-04-18    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

Kearney, Fearghal (4)

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 (9)

Lu, Shanglin (8)

Huang, Weihong (7)

Gardini, Laura (7)

Chen, Zhenxi (7)

Tramontana, Fabio (6)

Gric, Zuzana (5)

Cites to:

He, Xuezhong (Tony) (101)

Shleifer, Andrei (42)

Hommes, Cars (38)

French, Kenneth (36)

Pedersen, Lasse (30)

Lux, Thomas (29)

Westerhoff, Frank (26)

Fama, Eugene (26)

Titman, Sheridan (24)

Burnside, Craig (21)

Baker, Malcolm (20)

Main data


Where Youwei Li has published?


Journals with more than one article published# docs
International Review of Financial Analysis12
Finance Research Letters6
Journal of Economic Dynamics and Control4
Journal of International Financial Markets, Institutions and Money4
The European Journal of Finance3
Global Finance Journal2
Journal of the Operational Research Society2
Quantitative Finance2
Journal of Futures Markets2
Applied Economics2
The Financial Review2
Sustainability2
Journal of Empirical Finance2
Research in International Business and Finance2
International Journal of Finance & Economics2

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 (2024 and 2023)


YearTitle of citing document
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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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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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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2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

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2023Volatility and dark trading: Evidence from the Covid-19 pandemic. (2023). Rzayev, Khaladdin ; Ibikunle, Gbenga. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001111.

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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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2023Machine learning goes global: Cross-sectional return predictability in international stock markets. (2023). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318.

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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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2023Portfolio liquidation with delayed information. (2023). Wong, Hoi Ying ; Chiu, Mei Choi ; Yan, Tingjin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002109.

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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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2023Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds. (2023). Melin, Olena ; Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586.

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2023Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431.

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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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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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2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

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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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2023Alpha-factor integrated risk parity portfolio strategy in global equity fund of funds. (2023). Sohn, So Young ; Lee, Tae Kyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001709.

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2023Did U.S. and Chinese investors respond differently to the exogenous shocks from COVID-19 and the war in Ukraine?. (2023). Sun, Yiru ; Zhang, Yongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002260.

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2023Which is more important in stock market forecasting: Attention or sentiment?. (2023). Wu, Ji George ; Zou, Gaofeng ; Li, Yishuo ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300248x.

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2023The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533.

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2023Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703.

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2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

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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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2023How do composite and categorical economic policy uncertainties affect the long-term correlation between Chinas stock and conventional/green bond markets?. (2023). Deng, Yiwen ; Guo, Yaoqi ; Zhang, Hongwei. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005202.

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2023Underwriters interest binding and IPO underpricing. (2023). Guo, Wenting ; Xuan, Ziyue ; Lan, Faqin. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323007973.

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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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2023Cross-stock momentum and factor momentum. (2023). Yu, Jialin ; Yan, Jingda. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001563.

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2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259.

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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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2023Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336.

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2023Digital financial inclusion, traditional finance system and household entrepreneurship. (2023). Zhu, Mengsi ; Wang, Yuanfan ; Mao, Fengfu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001427.

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2023Momentum effect and contrarian effect in Chinas A-share market, under registration-based system. (2023). Xu, Yueling ; Zhang, Hong ; Hu, Yue ; Yu, Chenkang ; Zhou, Fengbo ; Huang, Wenli. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x2300197x.

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2023Manufacturer encroachment with a new product under network externalities. (2023). Huang, Jun ; Li, Kevin W ; Yang, Jiaquan. In: International Journal of Production Economics. RePEc:eee:proeco:v:263:y:2023:i:c:s092552732300186x.

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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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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023Do pension subsidies reduce household education expenditure inequality? Evidence from China. (2023). Si, Yanwu ; Han, Yiduo ; Zhang, Zili ; Dong, Shizheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:532-540.

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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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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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2023Outsourcing strategy of an original equipment manufacturer in a sustainable supply chain: Whether and how should a contract manufacturer encroach?. (2023). Li, Wen-Jing ; Zhang, Li-Hao ; Wang, Shanshan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:174:y:2023:i:c:s1366554523001205.

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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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2023.

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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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2023Economic Policy Uncertainty and Enterprise Financing Efficiency: Evidence from China. (2023). Liu, Jianing ; Chen, Xiao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8847-:d:1160136.

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2023Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

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2023Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?. (2023). Wiest, Tobias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00417-8.

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2023What we know about the low-risk anomaly: a literature review. (2023). Traut, Joshua. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00427-0.

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2023Social informedness and investor sentiment in the GameStop short squeeze. (2023). Kauffman, Robert J ; Lee, Sang-Yong Tom ; Kim, Kwansoo. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00632-9.

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2023Sentiment indices and stock returns: Evidence from China. (2023). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1063-1080.

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2023Option features and price discovery in convertible bonds. (2023). Lian, Feng ; Xu, Hailun ; Peiran, LI ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:384-403.

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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
2022A reexamination of factor momentum: How strong is it? In: The Financial Review.
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article10
2020Investor overconfidence and the security market line: New evidence from China In: Journal of Economic Dynamics and Control.
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article11
2022Momentum and the Cross-section of Stock Volatility In: Journal of Economic Dynamics and Control.
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article0
.() In: .
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2007Power-law behaviour, heterogeneity, and trend chasing In: Journal of Economic Dynamics and Control.
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article80
2018Asset allocation with time series momentum and reversal In: Journal of Economic Dynamics and Control.
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article14
2014Is mortality spatial or social? In: Economic Modelling.
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article4
2023Do green bonds affect stock returns and corporate environmental performance? Evidence from China In: Economics Letters.
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article0
2021Bayesian Value-at-Risk backtesting: The case of annuity pricing In: European Journal of Operational Research.
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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
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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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article19
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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article61
2017Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China.(2017) In: RIEI Working Papers.
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This paper has nother version. Agregated cites: 61
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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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article6
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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article9
2019Overnight momentum, informational shocks, and late informed trading in China In: International Review of Financial Analysis.
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article14
2019Overnight Momentum, Informational Shocks, and Late-Informed Trading in China.(2019) In: MPRA Paper.
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This paper has nother version. Agregated cites: 14
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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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article9
2021Investor heterogeneity and momentum-based trading strategies in China In: International Review of Financial Analysis.
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article9
2021Same same but different – Stylized facts of CTA sub strategies In: International Review of Financial Analysis.
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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.
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article9
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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article2
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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This paper has nother version. Agregated cites: 2
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2022Why do small businesses have difficulty in accessing bank financing? In: International Review of Financial Analysis.
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article2
2023How does green credit policy affect polluting firms dividend policy? The China experience In: International Review of Financial Analysis.
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article1
2024A comparative and conceptual intellectual study of environmental topic in economic and finance In: International Review of Financial Analysis.
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article0
2018An analysis of liquidity skewness for European sovereign bond markets In: Finance Research Letters.
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article5
2019A new attention proxy and order imbalance: Evidence from China In: Finance Research Letters.
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article10
2019Bottom-up sentiment and return predictability of the market portfolio In: Finance Research Letters.
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article5
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