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 6 66
Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing 0 0 0 12 1 1 5 21
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China 0 0 1 21 0 2 9 82
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 2 37
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 0 0 2 209
Heterogeneity, Profitability and Autocorrelations 0 0 0 141 0 0 0 359
How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis? 0 0 0 12 0 0 0 23
Identifying structural breaks in stochastic mortality models 0 0 0 26 0 1 2 55
Intraday Time-series Momentum: Evidence from China 1 1 2 34 1 2 15 127
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 0 0 5 497
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 0 0 2 193
Long memory in financial markets: A heterogeneous agent model perspective 0 0 0 19 0 0 2 45
Modelling mortality: Are we heading in the right direction? 0 0 0 74 0 0 1 56
Models of Mortality rates - analysing the residuals 0 0 0 75 0 0 2 60
On microscopic simulation models of financial markets 0 0 1 4 1 1 3 24
Optimal Time Series Momentum 0 0 1 204 0 2 8 405
Overnight Momentum, Informational Shocks, and Late-Informed Trading in China 0 0 2 13 0 2 13 48
Price Discovery in the Chinese Gold Market 0 0 2 72 0 1 3 91
Price Discovery in the Dual-Platform US Treasury Market 0 0 0 41 0 1 8 129
Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches 1 1 10 55 3 5 39 269
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 0 2 8 0 3 8 27
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 0 0 0 17 0 0 3 84
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 0 0 2 29 0 0 6 127
The Econometric Analysis of Microscopic Simulation Models 0 0 0 7 0 2 4 50
The Econometric Analysis of Microscopic Simulation Models 0 0 0 169 0 1 2 480
The Econometric Analysis of Microscopic Simulation Models 0 0 0 0 0 0 1 6
The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity 0 0 0 42 0 6 33 123
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 2 2 4 18 3 5 14 42
US Dollar Carry Trades in the Era of “Cheap Money” 0 0 0 14 0 0 0 39
Total Working Papers 4 4 27 1,329 9 37 199 3,838

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 2 13 0 6 21 113
A reexamination of factor momentum: How strong is it? 0 2 2 2 0 2 4 4
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 0 0 0 0 0 0
An analysis of liquidity skewness for European sovereign bond markets 0 0 1 4 0 1 3 19
Asset allocation with time series momentum and reversal 0 0 2 9 0 1 5 54
Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China 0 0 1 6 1 2 7 37
Bayesian Value-at-Risk backtesting: The case of annuity pricing 0 0 0 0 0 0 1 6
Bottom-up sentiment and return predictability of the market portfolio 0 0 1 4 0 0 3 20
Can investor sentiment be a momentum time-series predictor? Evidence from China 0 0 1 14 0 1 16 112
Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies 0 0 0 0 1 1 1 1
Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency 1 2 5 5 1 3 8 8
Did long-memory of liquidity signal the European sovereign debt crisis? 0 0 0 3 0 1 4 28
Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange? 0 0 1 11 0 0 2 119
Do benchmark African equity indices exhibit the stylized facts? 0 0 0 22 0 0 1 157
Econometric analysis of microscopic simulation models 0 0 0 27 0 0 1 141
Explaining young mortality 0 0 1 23 0 1 4 140
Heterogeneity, convergence, and autocorrelations 0 0 0 44 0 0 1 237
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 0 0 1 5 1 3 4 33
How did order-flow impact bond prices during the European Sovereign Debt Crisis? 0 0 1 1 0 0 1 13
Identifying the relative importance of stock characteristics 0 0 0 6 0 1 4 68
Intraday time‐series momentum: Evidence from China 0 2 3 8 1 4 10 29
Investor heterogeneity and momentum-based trading strategies in China 0 2 10 16 0 3 24 39
Investor overconfidence and the security market line: New evidence from China 0 0 1 10 0 1 24 64
Is mortality spatial or social? 0 0 0 11 0 0 0 49
Liquidity skewness in the London Stock Exchange 0 0 1 19 0 0 4 100
Long memory in financial markets: A heterogeneous agent model perspective 0 0 0 3 0 0 2 36
Long-term return reversals--Value and growth or tax? UK evidence 0 0 0 16 0 0 1 176
Low liquidity beta anomaly in China 0 0 0 0 0 0 4 4
Modelling mortality: are we heading in the right direction? 0 0 0 1 0 0 2 23
Models of mortality rates – analysing the residuals 0 0 0 4 0 0 1 23
Overnight momentum, informational shocks, and late informed trading in China 0 0 4 13 0 0 10 58
Power-law behaviour, heterogeneity, and trend chasing 0 0 2 80 0 0 3 412
Price discovery in the Chinese gold market 0 0 0 3 0 3 13 52
Price discovery in the dual-platform US Treasury market 0 0 0 5 0 4 9 63
Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches 0 0 1 12 0 2 9 85
Same same but different – Stylized facts of CTA sub strategies 0 0 3 4 0 1 10 19
Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels 0 0 0 1 0 0 3 9
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 1 2 2 0 2 13 13
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 1 1 1 1 2 3 3
Social media effect, investor recognition and the cross-section of stock returns 0 0 5 8 2 3 18 34
Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations 0 0 1 3 1 3 7 40
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 0 1 2 70
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 0 3 1 1 3 46
The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies 0 0 2 2 1 1 6 6
The role of hedge funds in the asset pricing: evidence from China 0 0 0 0 1 1 2 2
US Dollar Carry Trades in the Era of "Cheap Money" 0 0 0 5 0 0 1 69
Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? 0 0 1 1 1 2 9 10
Total Journal Articles 1 10 57 439 13 57 291 2,867

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Statistics updated 2022-11-05