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 1 1 68
Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing 0 0 2 14 0 1 3 24
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China 0 0 0 21 0 0 4 86
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 0 37
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 0 0 0 209
Heterogeneity, Profitability and Autocorrelations 0 0 0 141 0 0 1 361
How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis? 0 0 0 12 0 0 2 25
Identifying structural breaks in stochastic mortality models 0 0 0 26 0 1 1 56
Intraday Time-series Momentum: Evidence from China 0 0 2 37 0 2 9 141
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 0 1 1 498
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 0 1 47
Modelling mortality: Are we heading in the right direction? 0 0 0 74 0 0 1 57
Models of Mortality rates - analysing the residuals 0 0 0 75 0 0 1 61
Momentum and the Cross-Section of Stock Volatility 0 0 2 2 0 0 4 4
On microscopic simulation models of financial markets 0 0 0 4 0 0 1 25
Optimal Time Series Momentum 0 0 2 206 0 1 6 412
Overnight Momentum, Informational Shocks, and Late-Informed Trading in China 0 0 0 13 0 5 10 62
Price Discovery in the Chinese Gold Market 0 0 0 73 0 2 5 100
Price Discovery in the Dual-Platform US Treasury Market 0 0 0 41 0 0 1 130
Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches 0 1 5 62 1 2 14 301
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 0 0 8 0 1 3 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 1 30 0 1 3 132
The Econometric Analysis of Microscopic Simulation Models 0 0 0 7 0 0 2 56
The Econometric Analysis of Microscopic Simulation Models 0 0 1 170 0 0 1 481
The Econometric Analysis of Microscopic Simulation Models 0 0 0 0 0 0 0 6
The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity 0 0 0 42 0 1 14 157
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 2 0 0 0 63
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 0 0 0 1 2
The Role of Hedge Funds in the Asset Pricing: Evidence from China 0 0 0 18 2 2 4 52
US Dollar Carry Trades in the Era of “Cheap Money” 0 0 0 14 0 0 2 41
Total Working Papers 0 1 15 1,349 3 21 96 4,004


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 20
A comparative and conceptual intellectual study of environmental topic in economic and finance 0 0 0 0 0 1 1 1
A new attention proxy and order imbalance: Evidence from China 0 1 1 14 0 1 5 120
A reexamination of factor momentum: How strong is it? 0 0 1 4 0 1 8 14
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 2 3 5 1 5 13 17
An analysis of liquidity skewness for European sovereign bond markets 0 0 0 5 0 1 2 22
Asset allocation with time series momentum and reversal 0 0 0 9 0 0 2 57
Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China 0 0 1 9 0 0 6 45
Bayesian Value-at-Risk backtesting: The case of annuity pricing 0 0 0 0 0 1 3 9
Bottom-up sentiment and return predictability of the market portfolio 0 0 0 5 0 0 0 23
CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention 0 3 3 3 0 5 7 7
Can investor sentiment be a momentum time-series predictor? Evidence from China 0 0 0 17 1 3 14 132
Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies 0 0 0 1 0 0 2 7
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending 0 0 0 1 1 1 3 9
Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency 0 0 2 10 1 2 5 17
Did long-memory of liquidity signal the European sovereign debt crisis? 0 0 1 4 0 0 3 31
Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange? 0 0 1 12 0 0 1 120
Do benchmark African equity indices exhibit the stylized facts? 0 0 0 22 0 0 1 158
Do green bonds affect stock returns and corporate environmental performance? Evidence from China 1 2 4 4 2 5 11 11
Econometric analysis of microscopic simulation models 0 0 0 27 0 0 1 142
Explaining young mortality 0 0 0 23 0 1 5 146
Future of jobs in China under the impact of artificial intelligence 0 3 20 20 2 12 39 39
Heterogeneity, convergence, and autocorrelations 0 0 1 45 0 0 2 241
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 0 0 0 5 0 0 2 35
How did order-flow impact bond prices during the European Sovereign Debt Crisis? 0 0 0 1 0 0 1 15
How does green credit policy affect polluting firms' dividend policy? The China experience 0 0 0 0 0 0 3 3
How state ownership affects corporate R&D: An inverted‐U‐shaped relationship 0 0 0 0 2 3 9 9
Identifying the relative importance of stock characteristics 0 0 0 6 0 0 0 68
Intraday time‐series momentum: Evidence from China 0 1 4 12 0 1 5 34
Investor heterogeneity and momentum-based trading strategies in China 0 0 1 18 1 1 7 51
Investor overconfidence and the security market line: New evidence from China 0 0 1 12 0 1 5 71
Is mortality spatial or social? 0 0 0 11 0 0 0 49
Liquidity skewness in the London Stock Exchange 0 0 0 19 0 1 3 104
Long memory in financial markets: A heterogeneous agent model perspective 0 0 1 4 0 0 4 41
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 0 2 7
Modelling mortality: are we heading in the right direction? 0 0 0 1 0 0 0 23
Models of mortality rates – analysing the residuals 0 0 0 5 0 0 0 24
Momentum and the Cross-section of Stock Volatility 0 0 2 3 0 2 11 18
Order book price impact in the Chinese soybean futures market 0 0 1 1 1 1 3 4
Overnight momentum, informational shocks, and late informed trading in China 0 0 0 14 0 0 4 65
Power-law behaviour, heterogeneity, and trend chasing 0 0 0 80 0 0 1 413
Price discovery in the Chinese gold market 0 0 0 3 0 0 3 62
Price discovery in the dual-platform US Treasury market 0 0 0 5 0 1 2 66
Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches 0 0 0 12 2 2 12 99
Same same but different – Stylized facts of CTA sub strategies 0 0 1 5 0 1 5 29
Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels 0 1 1 2 0 1 3 12
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 0 2 4 0 0 9 26
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 9
Shunned stocks and market states 0 0 2 4 0 0 6 11
Social media effect, investor recognition and the cross-section of stock returns 0 0 0 9 0 0 1 44
Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations 0 0 0 3 0 0 1 43
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 0 1 1 72
The Asymmetric Overnight Return Anomaly in the Chinese Stock Market 0 1 1 1 0 2 3 5
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 0 3 0 1 1 48
The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies 1 1 1 3 1 1 6 19
The role of hedge funds in the asset pricing: evidence from China 0 0 2 2 3 4 9 12
The smog that hovers: Air pollution and asset prices 0 0 0 0 0 0 1 4
US Dollar Carry Trades in the Era of "Cheap Money" 0 0 0 5 0 0 3 74
Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? 0 0 0 2 0 0 0 13
What Can Explain Momentum? Evidence from Decomposition 0 0 1 1 0 0 3 3
Why do small businesses have difficulty in accessing bank financing? 0 1 9 9 2 6 19 22
Total Journal Articles 2 16 68 531 20 70 285 3,271


Statistics updated 2024-05-04