Youwei Li : Citation Profile

Are you Youwei Li?

University of Hull

13

H index

15

i10 index

577

Citations

RESEARCH PRODUCTION:

64

Articles

32

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 28
   Journals where Youwei Li has often published
   Relations with other researchers
   Recent citing documents: 149.    Total self citations: 39 (6.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli495
   Updated: 2024-12-03    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Kearney, Fearghal (3)

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

Is cited by:

He, Xuezhong (Tony) (49)

Li, Kai (22)

Zheng, Huanhuan (16)

Westerhoff, Frank (14)

Huang, Weihong (7)

Gardini, Laura (7)

Chen, Zhenxi (7)

Wang, Shixuan (7)

Lu, Shanglin (6)

lucey, brian (6)

Tramontana, Fabio (6)

Cites to:

He, Xuezhong (Tony) (101)

Shleifer, Andrei (38)

Hommes, Cars (38)

French, Kenneth (36)

Pedersen, Lasse (30)

Lux, Thomas (29)

Westerhoff, Frank (26)

Fama, Eugene (26)

Titman, Sheridan (24)

Burnside, Craig (21)

Campbell, John (20)

Main data

Where Youwei Li has published?

Journals with more than one article published# docs
International Review of Financial Analysis12
Finance Research Letters7
The European Journal of Finance4
Journal of Economic Dynamics and Control4
Journal of International Financial Markets, Institutions and Money4
Research in International Business and Finance2
Quantitative Finance2
The Financial Review2
Applied Economics2
Journal of the Operational Research Society2
Global Finance Journal2
Journal of Empirical Finance2
Sustainability2

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

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2023.

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

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

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

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

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2023Improving factor momentum: Statistical significance matters. (2023). Zhao, Senyang ; Luo, Ronghua ; Liu, Yangyi. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004706.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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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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2023Factor seasonalities: International and further evidence. (2023). Zaremba, Adam ; Cupriak, Daniel ; Mercik, Aleksander. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006657.

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2023On the relationship between sentiment gap and A-share premium in China. (2023). Hua, Wei ; Fu, Hsiao-Peng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007080.

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2023Financial literacy, liquidity constraits and household risk asset allocation. (2023). Wang, Qian ; Chen, Kezheng ; Zhao, Tianrui ; Luo, Chunyang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009273.

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2023Executives with overseas background and green innovation. (2023). Zhang, Xinhe ; Li, Jiali ; Zheng, Yizhe. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009881.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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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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2023The Fortune and crash of common risk factors in Chinese commodity markets. (2023). Zhao, Yuqian ; Liu, Zhenya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000521.

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

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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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2023Expectation disarray: Analysts growth forecast anomaly in China. (2023). Zhang, Xinyu ; Zhu, Yandi ; Liu, Laura Xiaolei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002639.

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

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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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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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2024Human capital in the financial sector and corporate innovation: Evidence from China In: The British Accounting 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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2023Do green bonds affect stock returns and corporate environmental performance? Evidence from China In: Economics Letters.
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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.
[Full Text][Citation analysis]		article20
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.
[Full Text][Citation analysis]		article15
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.
[Full Text][Citation analysis]		article9
2021Investor heterogeneity and momentum-based trading strategies in China In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article16
2021Same same but different – Stylized facts of CTA sub strategies In: International Review of Financial Analysis.
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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.
[Full Text][Citation analysis]		article14
2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2020Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach.(2020) In: MPRA Paper.
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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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2024A comparative and conceptual intellectual study of environmental topic in economic and finance In: International Review of Financial Analysis.
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2018An analysis of liquidity skewness for European sovereign bond markets In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2019A new attention proxy and order imbalance: Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2019Bottom-up sentiment and return predictability of the market portfolio In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2022Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective In: Finance Research Letters.
[Full Text][Citation analysis]		article8
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.
[Full Text][Citation analysis]		article0
2024Financial literacy and household financial resilience In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2010Do benchmark African equity indices exhibit the stylized facts? In: Global Finance Journal.
[Full Text][Citation analysis]		article1
2015Price discovery in the dual-platform US Treasury market In: Global Finance Journal.
[Full Text][Citation analysis]		article2
2015Price Discovery in the Dual-Platform US Treasury Market.(2015) In: MPRA Paper.
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2012Explaining young mortality In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article17
2011Long-term return reversals--Value and growth or tax? UK evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article6
2021Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article7
2021Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2023CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2016Identifying the relative importance of stock characteristics In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article1
2020How did order-flow impact bond prices during the European Sovereign Debt Crisis? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2019How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?.(2019) In: MPRA Paper.
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2018Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
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.
[Full Text][Citation analysis]		article42
2016US Dollar Carry Trades in the Era of Cheap Money In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2016US Dollar Carry Trades in the Era of “Cheap Money”.(2016) In: MPRA Paper.
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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.
[Full Text][Citation analysis]		article0
2016A Rising E-Channel Tide Lifts All Boats? The Impact of Manufacturer Multichannel Encroachment on Traditional Selling and Leasing In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article2
2016A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing.(2016) In: MPRA Paper.
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2022What Can Explain Momentum? Evidence from Decomposition In: Management Science.
[Full Text][Citation analysis]		article3
2021The Role of Hedge Funds in the Asset Pricing: Evidence from China In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2022The role of hedge funds in the asset pricing: evidence from China.(2022) In: The European Journal of Finance.
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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.
[Full Text][Citation analysis]		paper31
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.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper0
2019Intraday Time-series Momentum: Evidence from China In: MPRA Paper.
[Full Text][Citation analysis]		paper7
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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2024Analysts’ forecast anchoring and discontinuous market reaction: evidence from China In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2008Heterogeneity, convergence, and autocorrelations In: Quantitative Finance.
[Full Text][Citation analysis]		article43
2020Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article4
2021Should a retailer sell its own extended warranties or resell those from the manufacturer when confronting supplier encroachment? In: Journal of the Operational Research Society.
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2024Recycling and/or reusing: when product innovation meets the recast of WEEE direct In: International Journal of Production Research.
[Full Text][Citation analysis]		article0
2006The Non- and Semiparametric Analysis of MS Models : Some Applications In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2006The Non- and Semiparametric Analysis of MS Models : Some Applications.(2006) In: Other publications TiSEM.
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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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