Youwei Li
Youwei Li
Hull University Business School
Verified email at hull.ac.uk
Title
Cited by
Cited by
Year
Power-law behaviour, heterogeneity, and trend chasing
XZ He, Y Li
Journal of Economic Dynamics and Control 31 (10), 3396-3426, 2007
1182007
Heterogeneity, convergence, and autocorrelations
XZ He, Y Li
Quantitative Finance 8 (1), 59-79, 2008
652008
Explaining young mortality
C O’Hare, Y Li
Insurance: Mathematics and Economics 50 (1), 12-25, 2012
592012
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China
X Han, Y Li
Journal of Empirical Finance 42, 212-239, 2017
452017
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
262015
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
212015
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
192011
Asset allocation with time series momentum and reversal
XZ He, K Li, Y Li
Journal of Economic Dynamics and Control 91, 441-457, 2018
152018
Do benchmark African equity indices exhibit the stylized facts?
Y Li, PA Hamill, KK Opong
Global Finance Journal 21 (1), 71-97, 2010
152010
Price discovery in the Chinese gold market
M Jin, Y Li, J Wang, YC Yang
Journal of Futures Markets 38, 1262-1281, 2018
142018
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
122017
Econometric analysis of microscopic simulation models
Y Li, B Donkers, B Melenberg
Quantitative Finance 10 (10), 1187-1201, 2010
122010
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
112012
QUANTITATIVE FINANCE RESEARCH CENTRE
P LHETEROGENEITY
102005
The econometric analysis of microscopic simulation models
Y Li, B Donkers, B Melenberg
CentER Discussion Paper, 2006
82006
Liquidity Skewness in the London Stock Exchange
TH Hsieh, Y Li, DG McKillop, Y Wu
International Review of Financial Analysis 56, 12-18, 2017
72017
The non-and semiparametric analysis of ms models: Some applications
Y Li, B Donkers, B Melenberg
CentER Discussion Paper, 2006
72006
Price discovery in the dual-platform US Treasury market
Z Sun, PG Dunne, Y Li
Global Finance Journal 28, 95-110, 2015
62015
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
52020
Long memory in financial markets: A heterogeneous agent model perspective
M Zheng, R Liu, Y Li
International Review of Financial Analysis 58, 38-51, 2018
52018
The system can't perform the operation now. Try again later.
Articles 1–20