Access Statistics for Youwei Li

Author contact details at EconPapers.

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 2 3 71
Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing 0 0 0 14 0 1 4 27
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China 0 0 0 21 0 0 3 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 1 142 0 0 1 362
How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis? 0 0 0 12 1 1 2 27
Identifying structural breaks in stochastic mortality models 0 0 1 27 0 0 2 57
Intraday Time-series Momentum: Evidence from China 1 3 3 40 1 4 10 150
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 0 0 2 499
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 0 0 0 193
Long memory in financial markets: A heterogeneous agent model perspective 0 0 0 20 0 1 1 48
Modelling mortality: Are we heading in the right direction? 0 0 0 74 1 1 1 58
Models of Mortality rates - analysing the residuals 0 0 0 75 0 0 0 61
Momentum and the Cross-Section of Stock Volatility 0 0 0 2 1 2 2 6
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 1 413
Overnight Momentum, Informational Shocks, and Late-Informed Trading in China 0 0 0 13 0 3 13 72
Price Discovery in the Chinese Gold Market 0 1 1 74 0 1 2 101
Price Discovery in the Dual-Platform US Treasury Market 0 0 0 41 0 2 3 133
Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches 1 1 4 66 2 7 20 320
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 0 0 8 0 0 1 32
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 0 0 2 133
The Econometric Analysis of Microscopic Simulation Models 0 0 1 8 0 3 9 65
The Econometric Analysis of Microscopic Simulation Models 0 0 0 0 0 1 1 7
The Econometric Analysis of Microscopic Simulation Models 0 0 0 170 0 1 1 482
The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity 0 1 4 46 3 5 21 178
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 0 63
The Role of Hedge Funds in the Asset Pricing: Evidence from China 0 0 0 18 1 1 6 56
US Dollar Carry Trades in the Era of “Cheap Money” 0 0 0 14 0 1 3 44
Total Working Papers 2 6 15 1,364 10 37 118 4,109

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 0 1 21
A comparative and conceptual intellectual study of environmental topic in economic and finance 0 0 0 0 0 1 2 3
A new attention proxy and order imbalance: Evidence from China 0 0 0 14 0 0 2 122
A reexamination of factor momentum: How strong is it? 0 0 1 5 1 1 4 18
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 1 1 6 0 1 3 18
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 1 1 1 0 2 3 3
Asset allocation with time series momentum and reversal 0 0 0 9 0 1 1 58
Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China 0 2 3 12 2 5 11 56
Bayesian Value-at-Risk backtesting: The case of annuity pricing 0 0 0 0 0 1 3 11
Beyond threats: Extreme heatwaves and economic resilience in China 0 0 0 0 0 1 1 1
Bottom-up sentiment and return predictability of the market portfolio 0 0 0 5 0 1 1 24
CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention 1 1 3 4 1 2 10 14
Can investor sentiment be a momentum time-series predictor? Evidence from China 0 0 2 19 1 2 15 145
Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies 0 0 0 1 0 1 1 8
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending 0 0 2 3 1 2 7 15
Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency 0 1 2 12 0 3 8 23
Did long-memory of liquidity signal the European sovereign debt crisis? 0 0 2 6 0 1 6 37
Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange? 0 0 0 12 0 0 1 121
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 1 5 7 1 4 16 23
Econometric analysis of microscopic simulation models 0 0 0 27 0 1 2 144
Explaining young mortality 0 0 0 23 0 0 1 146
Financial literacy and household financial resilience 2 6 14 14 6 15 37 37
Future of jobs in China under the impact of artificial intelligence 0 1 8 26 0 3 24 54
Heterogeneity, convergence, and autocorrelations 0 0 0 45 0 0 2 243
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 0 0 0 5 1 1 1 36
How did order-flow impact bond prices during the European Sovereign Debt Crisis? 0 0 0 1 1 1 1 16
How does green credit policy affect polluting firms' dividend policy? The China experience 0 1 1 1 0 2 4 7
How state ownership affects corporate R&D: An inverted‐U‐shaped relationship 0 0 3 3 0 0 9 16
Human capital in the financial sector and corporate innovation: Evidence from China 0 0 0 0 0 0 1 1
Identifying the relative importance of stock characteristics 0 0 0 6 1 2 2 70
Intraday time‐series momentum: Evidence from China 0 1 3 14 0 1 5 38
Investor heterogeneity and momentum-based trading strategies in China 0 0 1 19 1 1 6 56
Investor overconfidence and the security market line: New evidence from China 0 0 2 14 0 0 4 74
Is mortality spatial or social? 0 0 1 12 0 0 1 50
Liquidity skewness in the London Stock Exchange 0 0 0 19 0 0 2 105
Long memory in financial markets: A heterogeneous agent model perspective 0 0 0 4 0 0 1 42
Long-term return reversals--Value and growth or tax? UK evidence 0 0 0 16 0 0 0 176
Low liquidity beta anomaly in China 0 0 0 0 0 1 1 8
Modelling mortality: are we heading in the right direction? 0 0 0 1 1 1 1 24
Models of mortality rates – analysing the residuals 0 0 0 5 1 1 1 25
Momentum and the Cross-section of Stock Volatility 0 0 0 3 0 0 3 20
Order book price impact in the Chinese soybean futures market 0 0 0 1 0 0 2 5
Overnight momentum, informational shocks, and late informed trading in China 0 0 2 16 1 1 7 72
Performance of energy ETFs and climate risks 0 0 0 0 1 2 2 2
Power-law behaviour, heterogeneity, and trend chasing 0 0 0 80 0 0 3 416
Price discovery in the Chinese gold market 0 0 0 3 0 1 1 63
Price discovery in the dual-platform US Treasury market 0 0 0 5 0 0 2 68
Recycling and/or reusing: when product innovation meets the recast of WEEE direct 0 0 0 0 0 0 1 1
Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches 0 1 6 18 0 4 21 118
Same same but different – Stylized facts of CTA sub strategies 0 0 2 7 0 1 4 33
Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels 0 0 1 2 0 0 4 15
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 1 1 5 0 1 4 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 2 6 0 1 3 14
Social media effect, investor recognition and the cross-section of stock returns 0 0 0 9 0 0 1 45
Social responsibility and corporate borrowing 1 1 1 1 2 2 2 2
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 1 5 76
The Asymmetric Overnight Return Anomaly in the Chinese Stock Market 0 1 1 2 0 1 4 8
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 1 2 5 0 1 3 51
The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies 0 0 1 3 0 0 2 20
The impact of climate policy uncertainty on stock price synchronicity: Evidence from China 1 1 1 1 1 5 5 5
The nexus of overnight trend and asset prices in China 0 0 0 0 4 5 5 5
The role of hedge funds in the asset pricing: evidence from China 0 0 2 4 2 2 9 17
The smog that hovers: Air pollution and asset prices 0 1 1 1 0 1 2 6
The sword of damocles: Debt and depression 1 1 1 1 4 4 4 4
US Dollar Carry Trades in the Era of "Cheap Money" 0 0 0 5 0 1 12 86
Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? 0 0 0 2 0 1 1 14
What Can Explain Momentum? Evidence from Decomposition 0 1 4 5 0 2 8 11
Why do small businesses have difficulty in accessing bank financing? 0 0 3 11 4 4 12 29
Total Journal Articles 6 25 86 607 38 100 337 3,560

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03