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 1 3 6 64
Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing 0 0 0 12 1 1 6 20
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China 0 1 3 21 0 3 11 80
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 3 37
Heterogeneity, Profitability and Autocorrelations 0 0 0 141 0 0 1 359
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 0 1 2 209
How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis? 0 0 0 12 0 0 2 23
Identifying structural breaks in stochastic mortality models 0 0 0 26 0 0 3 54
Intraday Time-series Momentum: Evidence from China 0 0 2 33 0 1 18 125
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 0 0 8 497
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 0 0 4 193
Long memory in financial markets: A heterogeneous agent model perspective 0 0 0 19 1 1 2 45
Modelling mortality: Are we heading in the right direction? 0 0 0 74 0 0 2 56
Models of Mortality rates - analysing the residuals 0 0 0 75 1 2 2 60
On microscopic simulation models of financial markets 0 0 1 4 0 0 2 23
Optimal Time Series Momentum 1 1 2 204 2 3 9 403
Overnight Momentum, Informational Shocks, and Late-Informed Trading in China 0 0 2 13 0 0 15 46
Price Discovery in the Chinese Gold Market 0 0 3 72 0 0 5 90
Price Discovery in the Dual-Platform US Treasury Market 0 0 0 41 0 3 10 128
Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches 1 2 10 54 7 12 45 264
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 1 2 3 8 2 3 6 24
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 0 0 1 17 0 0 6 84
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 0 1 3 29 0 1 8 127
The Econometric Analysis of Microscopic Simulation Models 0 0 0 7 0 1 8 48
The Econometric Analysis of Microscopic Simulation Models 0 0 0 0 0 0 2 6
The Econometric Analysis of Microscopic Simulation Models 0 0 0 169 0 1 1 479
The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity 0 0 0 42 6 8 32 117
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 0 0 0 0 1
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 2 0 0 1 63
The Role of Hedge Funds in the Asset Pricing: Evidence from China 0 0 4 16 1 3 15 37
US Dollar Carry Trades in the Era of “Cheap Money” 0 0 0 14 0 0 1 39
Total Working Papers 3 7 34 1,325 22 47 236 3,801


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 2 18
A new attention proxy and order imbalance: Evidence from China 0 0 3 13 1 2 22 107
A reexamination of factor momentum: How strong is it? 0 0 0 0 2 2 2 2
An analysis of liquidity skewness for European sovereign bond markets 0 0 1 4 0 0 3 18
Asset allocation with time series momentum and reversal 1 1 2 9 1 2 4 53
Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China 1 1 1 6 1 3 9 35
Bayesian Value-at-Risk backtesting: The case of annuity pricing 0 0 0 0 0 1 3 6
Bottom-up sentiment and return predictability of the market portfolio 0 0 1 4 0 1 5 20
Can investor sentiment be a momentum time-series predictor? Evidence from China 0 1 4 14 2 8 21 111
Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency 0 0 3 3 0 0 5 5
Did long-memory of liquidity signal the European sovereign debt crisis? 0 0 1 3 0 0 5 27
Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange? 0 0 1 11 1 1 4 119
Do benchmark African equity indices exhibit the stylized facts? 0 0 0 22 0 0 2 157
Econometric analysis of microscopic simulation models 0 0 0 27 0 1 3 141
Explaining young mortality 1 1 1 23 2 2 5 139
Heterogeneity, convergence, and autocorrelations 0 0 0 44 0 0 6 237
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 0 0 1 5 0 0 3 30
How did order-flow impact bond prices during the European Sovereign Debt Crisis? 0 0 1 1 0 0 3 13
Identifying the relative importance of stock characteristics 0 0 0 6 0 0 6 67
Intraday time‐series momentum: Evidence from China 0 1 1 6 0 2 7 25
Investor heterogeneity and momentum-based trading strategies in China 0 2 11 14 2 5 26 36
Investor overconfidence and the security market line: New evidence from China 0 0 2 10 2 4 30 63
Is mortality spatial or social? 0 0 0 11 0 0 2 49
Liquidity skewness in the London Stock Exchange 0 0 1 19 0 1 6 100
Long memory in financial markets: A heterogeneous agent model perspective 0 0 0 3 0 0 3 36
Long-term return reversals--Value and growth or tax? UK evidence 0 0 0 16 0 0 4 176
Low liquidity beta anomaly in China 0 0 0 0 1 3 4 4
Modelling mortality: are we heading in the right direction? 0 0 0 1 1 1 3 23
Models of mortality rates – analysing the residuals 0 0 0 4 0 0 2 23
Overnight momentum, informational shocks, and late informed trading in China 0 1 7 13 0 2 26 58
Power-law behaviour, heterogeneity, and trend chasing 0 0 3 80 0 0 10 412
Price discovery in the Chinese gold market 0 0 0 3 0 0 16 49
Price discovery in the dual-platform US Treasury market 0 0 0 5 0 0 7 59
Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches 1 1 1 12 2 2 15 83
Same same but different – Stylized facts of CTA sub strategies 1 1 4 4 1 4 12 18
Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels 0 0 0 1 1 1 4 9
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 0 1 1 0 4 11 11
Should a retailer sell its own extended warranties or resell those from the manufacturer when confronting supplier encroachment? 0 0 1 1 0 0 5 5
Shunned stocks and market states 0 0 0 0 1 1 1 1
Social media effect, investor recognition and the cross-section of stock returns 0 1 6 8 0 4 16 31
Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations 0 0 1 3 0 0 4 37
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 0 0 4 69
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 0 3 0 0 4 45
The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies 0 0 2 2 0 0 5 5
The role of hedge funds in the asset pricing: evidence from China 0 0 0 0 0 1 1 1
US Dollar Carry Trades in the Era of "Cheap Money" 0 0 0 5 0 1 3 69
Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? 0 0 1 1 1 1 8 8
Total Journal Articles 5 11 62 429 22 60 352 2,810


Statistics updated 2022-08-04