Youwei Li
Youwei Li
Hull University Business School
Verified email at hull.ac.uk
TitleCited byYear
Power-law behaviour, heterogeneity, and trend chasing
XZ He, Y Li
Journal of Economic Dynamics and Control 31 (10), 3396-3426, 2007
1112007
Heterogeneity, convergence, and autocorrelations
XZ He, Y Li
Quantitative Finance 8 (1), 59-79, 2008
622008
Explaining young mortality
C O’Hare, Y Li
Insurance: Mathematics and Economics 50 (1), 12-25, 2012
492012
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China
X Han, Y Li
Journal of Empirical Finance 42, 212-239, 2017
292017
Testing of a market fraction model and power-law behaviour in the DAX 30
XZ He, Y Li
Journal of Empirical Finance 31, 1-17, 2015
202015
Identifying structural breaks in stochastic mortality models
C O’Hare, Y Li
ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B …, 2015
192015
Long-term return reversals—Value and growth or tax? UK evidence
Y Wu, Y Li
Journal of International Financial Markets, Institutions and Money 21 (3 …, 2011
162011
Do benchmark African equity indices exhibit the stylized facts?
Y Li, PA Hamill, KK Opong
Global Finance Journal 21 (1), 71-97, 2010
142010
Econometric analysis of microscopic simulation models
Y Li, B Donkers, B Melenberg
Quantitative Finance 10 (10), 1187-1201, 2010
102010
QUANTITATIVE FINANCE RESEARCH CENTRE
P LHETEROGENEITY
102005
Price discovery in the Chinese gold market
M Jin, Y Li, J Wang, YC Yang
Journal of Futures Markets 38, 1262-1281, 2018
92018
Asset allocation with time series momentum and reversal
XZ He, K Li, Y Li
Journal of Economic Dynamics and Control 91, 441-457, 2018
92018
Do Low‐Priced Stocks Drive Long‐Term Contrarian Performance on the London Stock Exchange?
Y Wu, Y Li, P Hamill
Financial Review 47 (3), 501-530, 2012
92012
The econometric analysis of microscopic simulation models
Y Li, B Donkers, B Melenberg
CentER Discussion Paper, 2006
82006
The adaptiveness in stock markets: testing the stylized facts in the DAX 30
XZ He, Y Li
Journal of Evolutionary Economics 27 (5), 1071-1094, 2017
72017
The non-and semiparametric analysis of ms models: Some applications
Y Li, B Donkers, B Melenberg
Tilburg University, 2006
62006
Long memory, heterogeneity and trend chasing
X He, Y Li
School of Finance and Economics, University of Technology, Sydney, 2005
52005
Liquidity Skewness in the London Stock Exchange
TH Hsieh, Y Li, DG McKillop, Y Wu
International Review of Financial Analysis 56, 12-18, 2017
42017
US Dollar Carry Trades in the Era of "Cheap Money"
A SHEHADEH, P ERDŐS, Y Li, M MOORE
Czech Journal of Economics and Finance 66 (5), 374-404, 2016
42016
Price discovery in the dual-platform US Treasury market
Z Sun, PG Dunne, Y Li
Global Finance Journal 28, 95-110, 2015
42015
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Articles 1–20