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Youwei Li
Youwei Li
Hull University Business School
Verified email at hull.ac.uk
Title
Cited by
Cited by
Year
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China
X Han, Y Li
Journal of Empirical Finance 42, 212-239, 2017
1342017
Power-law behaviour, heterogeneity, and trend chasing
XZ He, Y Li
Journal of Economic Dynamics and Control 31 (10), 3396-3426, 2007
1342007
Explaining young mortality
C O’Hare, Y Li
Insurance: Mathematics and Economics 50 (1), 12-25, 2012
812012
Heterogeneity, convergence, and autocorrelations
XZ He, Y Li
Quantitative Finance 8 (1), 59-79, 2008
712008
Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China
Z Wang, Y Li, F He
Research in International Business and Finance, 2020
572020
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
392015
Overnight momentum, informational shocks, and late informed trading in China
Y Gao, X Han, Y Li, X Xiong
International Review of Financial Analysis 66, 101394, 2019
342019
Asset allocation with time series momentum and reversal
XZ He, K Li, Y Li
Journal of Economic Dynamics and Control 91, 441-457, 2018
342018
Price discovery in the Chinese gold market
M Jin, Y Li, J Wang, YC Yang
Journal of Futures Markets 38, 1262-1281, 2018
332018
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
312015
Investor Overconfidence and the Security Market Line: New Evidence from China
X Han, K Li, Y Li
Journal of Economic Dynamics and Control 117 (August 2020), 103961, 2020
292020
Intraday Time-series Momentum: Evidence from China
M Jin, F Kearney, Y Li, YC Yang
Journal of Futures Markets, 2019
292019
Investor Heterogeneity and Momentum-based Trading Strategies in China
Y Gao, X Han, Y Li, X Xiong
International Review of Financial Analysis 74, 101654, 2021
252021
Risk Adjusted Momentum Strategies: A Comparison between Constant and Dynamic Volatility Scaling Approaches
M Fan, Y Li, J Liu
Research in International Business and Finance, 46, 131-140, 2018
212018
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
212011
Social media effect, investor recognition and the cross-section of stock returns
X Meng, W Zhang, Y Li, X Cao, X Feng
International Review of Financial Analysis, 2019
202019
Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?
P Hamill, Y Li, AA Pantelous, SA Vigne, J Waterworth
Journal of International Financial Markets, Institutions & Money, 2021
192021
The adaptiveness in stock markets: testing the stylized facts in the DAX 30
XZ He, Y Li
Journal of Evolutionary Economics 27, 1071-1094, 2017
162017
Do benchmark African equity indices exhibit the stylized facts?
Y Li, PA Hamill, KK Opong
Global Finance Journal 21 (1), 71-97, 2010
162010
Bayesian Value-at-Risk backtesting: The case of annuity pricing
M Leung, Y Li, AA Pantelous, S Vigne
European Journal of Operational Research 293 (2), 786-801, 2021
152021
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Articles 1–20