Access Statistics for Youwei Li

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing 0 0 0 19 0 0 3 71
Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing 0 0 1 15 0 3 6 32
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China 0 0 0 21 0 0 0 89
Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt 0 0 0 23 0 0 1 38
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 0 0 2 211
Heterogeneity, Profitability and Autocorrelations 0 0 0 142 0 0 0 362
How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis? 0 0 0 12 0 0 1 27
Identifying structural breaks in stochastic mortality models 0 0 0 27 1 1 2 59
Intraday Time-series Momentum: Evidence from China 0 0 3 40 2 3 12 154
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 0 0 1 499
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 1 1 1 194
Long memory in financial markets: A heterogeneous agent model perspective 0 0 0 20 0 2 3 50
Modelling mortality: Are we heading in the right direction? 0 0 0 74 0 0 2 59
Models of Mortality rates - analysing the residuals 0 0 0 75 0 0 1 62
Momentum and the Cross-Section of Stock Volatility 0 0 0 2 0 1 3 7
On microscopic simulation models of financial markets 0 0 0 4 0 0 0 25
Optimal Time Series Momentum 0 0 0 206 0 0 2 415
Overnight Momentum, Informational Shocks, and Late-Informed Trading in China 0 0 0 13 0 3 10 75
Price Discovery in the Chinese Gold Market 0 0 1 74 1 2 3 103
Price Discovery in the Dual-Platform US Treasury Market 0 0 1 42 0 0 3 134
Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches 0 0 4 66 0 8 24 329
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 0 0 8 0 1 2 34
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 0 0 0 17 0 0 0 85
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 0 0 0 30 1 2 3 135
The Econometric Analysis of Microscopic Simulation Models 0 0 0 170 0 1 2 483
The Econometric Analysis of Microscopic Simulation Models 0 0 0 0 0 0 1 7
The Econometric Analysis of Microscopic Simulation Models 0 0 1 8 0 0 7 65
The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity 0 1 5 47 1 6 28 186
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 0 0 0 1 3
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 2 0 0 1 64
The Role of Hedge Funds in the Asset Pricing: Evidence from China 0 0 0 18 2 3 8 60
US Dollar Carry Trades in the Era of “Cheap Money” 0 0 0 14 0 0 3 44
Total Working Papers 0 1 16 1,367 9 37 136 4,161

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Rising E-Channel Tide Lifts All Boats? The Impact of Manufacturer Multichannel Encroachment on Traditional Selling and Leasing 0 0 0 0 0 1 1 22
A comparative and conceptual intellectual study of environmental topic in economic and finance 0 0 0 0 1 1 3 4
A new attention proxy and order imbalance: Evidence from China 0 0 0 14 0 0 1 122
A reexamination of factor momentum: How strong is it? 0 0 0 5 0 0 3 20
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 1 6 0 1 2 19
An analysis of liquidity skewness for European sovereign bond markets 0 0 0 5 0 0 0 22
Analysts’ forecast anchoring and discontinuous market reaction: evidence from China 0 3 5 5 1 4 8 8
Asset allocation with time series momentum and reversal 0 0 0 9 3 3 4 61
Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China 0 0 3 12 0 1 8 57
Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China 0 0 0 0 0 0 1 1
Bayesian Value-at-Risk backtesting: The case of annuity pricing 0 0 0 0 0 0 2 11
Beyond threats: Extreme heatwaves and economic resilience in China 1 3 3 3 1 4 5 5
Bottom-up sentiment and return predictability of the market portfolio 0 0 0 5 0 0 2 25
CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention 0 0 1 4 2 3 11 20
Can investor sentiment be a momentum time-series predictor? Evidence from China 2 2 2 21 3 6 16 151
Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies 0 0 0 1 0 1 2 9
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending 0 2 4 5 0 2 8 18
Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency 0 1 3 13 0 2 7 25
Did long-memory of liquidity signal the European sovereign debt crisis? 0 0 2 6 0 2 10 41
Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange? 0 0 0 12 0 0 0 121
Do benchmark African equity indices exhibit the stylized facts? 0 0 0 22 0 0 0 158
Do green bonds affect stock returns and corporate environmental performance? Evidence from China 0 0 2 7 0 2 10 27
Does firm internationalization improve ESG performance? Evidence from China 0 0 0 0 2 2 2 2
Econometric analysis of microscopic simulation models 0 0 0 27 0 0 2 144
Entrepreneurship in the digital era 0 0 0 0 0 0 0 0
Explaining young mortality 0 0 1 24 0 1 3 149
Financial literacy and household financial resilience 3 7 23 24 8 30 73 80
Future of jobs in China under the impact of artificial intelligence 2 4 10 32 5 13 26 71
Heterogeneity, convergence, and autocorrelations 0 0 0 45 1 1 3 244
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 0 0 0 5 4 6 7 42
How did order-flow impact bond prices during the European Sovereign Debt Crisis? 0 0 0 1 0 0 1 16
How does green credit policy affect polluting firms' dividend policy? The China experience 0 0 1 1 0 0 4 7
How state ownership affects corporate R&D: An inverted‐U‐shaped relationship 1 1 3 5 2 3 7 20
Human capital in the financial sector and corporate innovation: Evidence from China 0 0 0 0 0 1 2 2
Identifying the relative importance of stock characteristics 0 0 0 6 1 1 3 71
Intraday time‐series momentum: Evidence from China 0 0 2 14 1 2 6 40
Investor heterogeneity and momentum-based trading strategies in China 0 0 1 20 2 2 5 59
Investor overconfidence and the security market line: New evidence from China 0 0 1 14 2 4 7 79
Is mortality spatial or social? 0 0 0 12 1 3 3 53
Liquidity skewness in the London Stock Exchange 0 0 0 19 0 0 0 105
Long memory in financial markets: A heterogeneous agent model perspective 0 0 0 4 1 2 3 44
Long-term return reversals--Value and growth or tax? UK evidence 0 0 0 16 1 1 1 177
Low liquidity beta anomaly in China 0 0 0 0 0 0 3 10
Modelling mortality: are we heading in the right direction? 0 0 0 1 1 1 2 25
Models of mortality rates – analysing the residuals 0 0 0 5 1 1 2 26
Momentum and the Cross-section of Stock Volatility 1 1 1 4 1 2 7 25
Order book price impact in the Chinese soybean futures market 0 1 1 2 1 2 3 7
Overnight momentum, informational shocks, and late informed trading in China 1 1 3 17 1 1 7 73
Performance of energy ETFs and climate risks 0 0 1 1 1 2 5 5
Power-law behaviour, heterogeneity, and trend chasing 0 0 0 80 1 1 4 417
Price discovery in the Chinese gold market 0 0 0 3 1 1 2 64
Price discovery in the dual-platform US Treasury market 0 0 0 5 0 0 1 68
Recycling and/or reusing: when product innovation meets the recast of WEEE direct 0 0 0 0 0 0 2 2
Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches 0 3 7 22 2 7 25 129
Same same but different – Stylized facts of CTA sub strategies 0 0 1 8 0 0 3 34
Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels 0 0 0 2 0 0 2 16
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 0 1 5 0 0 2 30
Should a retailer sell its own extended warranties or resell those from the manufacturer when confronting supplier encroachment? 0 0 0 2 0 0 2 11
Shunned stocks and market states 0 0 0 6 1 1 2 15
Social media effect, investor recognition and the cross-section of stock returns 0 0 0 9 0 0 2 46
Social responsibility and corporate borrowing 0 1 3 3 0 1 5 5
Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations 0 0 0 3 0 0 1 44
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 0 0 3 76
The Asymmetric Overnight Return Anomaly in the Chinese Stock Market 0 0 1 2 0 1 3 10
The Magnet Effect of Price Limits: An Agent-Based Approach 0 0 0 0 0 1 1 1
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 2 5 0 0 3 51
The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies 0 0 0 3 0 0 1 20
The impact of climate policy uncertainty on stock price synchronicity: Evidence from China 0 0 1 1 0 0 5 5
The nexus of overnight trend and asset prices in China 0 0 0 0 0 1 6 6
The role of hedge funds in the asset pricing: evidence from China 0 0 1 4 0 3 7 21
The smog that hovers: Air pollution and asset prices 0 0 1 1 0 0 3 7
The sword of damocles: Debt and depression 0 0 2 2 0 0 5 5
US Dollar Carry Trades in the Era of "Cheap Money" 0 1 1 6 0 3 15 89
Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? 0 0 0 2 0 1 3 16
What Can Explain Momentum? Evidence from Decomposition 0 1 4 6 0 1 8 12
Why do small businesses have difficulty in accessing bank financing? 0 1 1 12 0 3 9 33
Total Journal Articles 11 33 100 654 53 139 416 3,756

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Statistics updated 2025-08-05