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 0 3 71
Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing 0 0 1 15 0 0 6 32
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China 0 0 0 21 0 1 1 90
Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt 0 0 0 23 1 1 2 39
Heterogeneity, Profitability and Autocorrelations 0 0 0 0 0 0 0 211
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 0 1 2 59
Intraday Time-series Momentum: Evidence from China 2 2 5 42 4 8 16 160
Long Memory, Heterogeneity and Trend Chasing 0 0 0 178 0 0 0 499
Long Memory, Heterogeneity, and Trend Chasing 0 0 0 0 0 2 2 195
Long memory in financial markets: A heterogeneous agent model perspective 0 0 0 20 1 1 4 51
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 0 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 0 7 75
Price Discovery in the Chinese Gold Market 0 0 1 74 1 2 4 104
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 3 66 1 2 22 331
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 0 0 8 0 0 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 0 1 3 135
The Econometric Analysis of Microscopic Simulation Models 0 0 1 8 1 1 6 66
The Econometric Analysis of Microscopic Simulation Models 0 0 0 170 0 0 2 483
The Econometric Analysis of Microscopic Simulation Models 0 0 0 0 0 0 1 7
The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity 0 1 5 48 0 3 27 188
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 0 0 0 0 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 0 3 9 61
US Dollar Carry Trades in the Era of “Cheap Money” 0 0 0 14 0 0 1 44
Total Working Papers 2 3 17 1,370 9 26 133 4,178

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 2 3 24
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 1
A comparative and conceptual intellectual study of environmental topic in economic and finance 0 0 0 0 0 1 3 4
A new attention proxy and order imbalance: Evidence from China 0 0 0 14 1 1 2 123
A reexamination of factor momentum: How strong is it? 0 0 0 5 0 1 4 21
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 1 6 0 1 3 20
An analysis of liquidity skewness for European sovereign bond markets 0 0 0 5 0 1 1 23
Analysts’ forecast anchoring and discontinuous market reaction: evidence from China 1 1 6 6 2 3 9 10
Asset allocation with time series momentum and reversal 0 0 0 9 0 3 4 61
Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China 0 0 2 12 2 3 10 60
Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China 1 1 1 1 1 1 2 2
Bayesian Value-at-Risk backtesting: The case of annuity pricing 0 0 0 0 0 1 2 12
Beyond threats: Extreme heatwaves and economic resilience in China 1 2 4 4 1 2 6 6
Bottom-up sentiment and return predictability of the market portfolio 0 0 0 5 0 1 3 26
CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention 0 0 1 4 1 4 12 22
Can investor sentiment be a momentum time-series predictor? Evidence from China 0 2 2 21 0 4 13 152
Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies 0 0 0 1 0 0 2 9
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending 0 0 4 5 0 0 7 18
Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency 0 0 2 13 2 4 9 29
Did long-memory of liquidity signal the European sovereign debt crisis? 0 0 1 6 0 0 8 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 1 1 1 159
Do green bonds affect stock returns and corporate environmental performance? Evidence from China 0 0 1 7 0 0 9 27
Does firm internationalization improve ESG performance? Evidence from China 1 1 1 1 2 6 6 6
Econometric analysis of microscopic simulation models 0 0 0 27 0 0 1 144
Entrepreneurship in the digital era 0 0 0 0 0 1 1 1
Explaining young mortality 0 0 1 24 0 0 3 149
Financial literacy and household financial resilience 7 14 30 35 17 36 94 108
Future of jobs in China under the impact of artificial intelligence 2 4 10 34 6 12 30 78
Heterogeneity, convergence, and autocorrelations 0 0 0 45 0 1 1 244
Heterogeneous agent models in financial markets: A nonlinear dynamics approach 1 1 1 6 1 5 8 43
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 0 1 3 5 1 5 8 23
Human capital in the financial sector and corporate innovation: Evidence from China 1 1 1 1 2 2 4 4
Identifying the relative importance of stock characteristics 0 0 0 6 0 2 4 72
Intraday time‐series momentum: Evidence from China 2 2 4 16 3 4 8 43
Investor heterogeneity and momentum-based trading strategies in China 0 0 1 20 1 4 7 61
Investor overconfidence and the security market line: New evidence from China 0 0 0 14 0 2 6 79
Is mortality spatial or social? 0 0 0 12 0 1 3 53
Liquidity skewness in the London Stock Exchange 0 0 0 19 0 1 1 106
Long memory in financial markets: A heterogeneous agent model perspective 0 1 1 5 0 2 3 45
Long-term return reversals--Value and growth or tax? UK evidence 0 0 0 16 0 2 2 178
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 2 3 26
Models of mortality rates – analysing the residuals 0 0 0 5 0 1 2 26
Momentum and the Cross-section of Stock Volatility 0 1 1 4 0 2 8 26
Optimizing Currency Factors 0 0 0 0 2 2 2 2
Order book price impact in the Chinese soybean futures market 0 0 1 2 0 1 3 7
Overnight momentum, informational shocks, and late informed trading in China 0 1 2 17 0 1 5 73
Performance of energy ETFs and climate risks 0 0 1 1 0 2 6 6
Power-law behaviour, heterogeneity, and trend chasing 0 0 0 80 0 1 3 417
Price discovery in the Chinese gold market 0 0 0 3 1 4 5 67
Price discovery in the dual-platform US Treasury market 0 0 0 5 0 0 0 68
Recycling and/or reusing: when product innovation meets the recast of WEEE direct 0 0 0 0 0 0 1 2
Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches 1 1 7 23 2 7 22 134
Same same but different – Stylized facts of CTA sub strategies 0 0 1 8 1 1 4 35
Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels 0 1 1 3 0 1 2 17
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach 0 0 1 5 0 0 1 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 0 1 2 15
Social media effect, investor recognition and the cross-section of stock returns 0 0 0 9 0 1 3 47
Social responsibility and corporate borrowing 0 0 3 3 0 2 7 7
Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations 0 0 0 3 0 0 0 44
Testing of a market fraction model and power-law behaviour in the DAX 30 0 0 0 8 0 1 4 77
The Asymmetric Overnight Return Anomaly in the Chinese Stock Market 0 0 1 2 2 2 5 12
The Magnet Effect of Price Limits: An Agent-Based Approach 0 0 0 0 1 1 2 2
The adaptiveness in stock markets: testing the stylized facts in the DAX 30 0 0 1 5 0 0 1 51
The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies 0 0 0 3 3 3 3 23
The impact of climate policy uncertainty on stock price synchronicity: Evidence from China 0 0 1 1 0 1 6 6
The nexus of overnight trend and asset prices in China 0 0 0 0 0 0 6 6
The role of hedge funds in the asset pricing: evidence from China 0 0 0 4 0 0 6 21
The smog that hovers: Air pollution and asset prices 0 0 1 1 0 0 2 7
The sword of damocles: Debt and depression 0 0 2 2 1 1 6 6
US Dollar Carry Trades in the Era of "Cheap Money" 0 0 1 6 1 1 10 90
Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? 0 0 0 2 0 0 3 16
What Can Explain Momentum? Evidence from Decomposition 0 0 3 6 0 0 6 12
Why do small businesses have difficulty in accessing bank financing? 1 1 2 13 2 3 12 36
Total Journal Articles 19 36 109 679 61 163 465 3,866

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Statistics updated 2025-10-06