Segui
Youwei Li
Youwei Li
Hull University Business School
Email verificata su hull.ac.uk - Home page
Titolo
Citata da
Citata da
Anno
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China
X Han, Y Li
Journal of Empirical Finance 42, 212-239, 2017
1692017
Power-law behaviour, heterogeneity, and trend chasing
XZ He, Y Li
Journal of Economic Dynamics and Control 31 (10), 3396-3426, 2007
1332007
Explaining young mortality
C O’Hare, Y Li
Insurance: Mathematics and Economics 50 (1), 12-25, 2012
892012
Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China
Z Wang, Y Li, F He
Research in International Business and Finance, 2020
822020
Heterogeneity, convergence, and autocorrelations
XZ He, Y Li
Quantitative Finance 8 (1), 59-79, 2008
722008
Intraday Time-series Momentum: Evidence from China
M Jin, F Kearney, Y Li, YC Yang
Journal of Futures Markets, 2019
402019
Asset allocation with time series momentum and reversal
XZ He, K Li, Y Li
Journal of Economic Dynamics and Control 91, 441-457, 2018
402018
Overnight momentum, informational shocks, and late informed trading in China
Y Gao, X Han, Y Li, X Xiong
International Review of Financial Analysis 66, 101394, 2019
392019
Price discovery in the Chinese gold market
M Jin, Y Li, J Wang, YC Yang
Journal of Futures Markets 38, 1262-1281, 2018
392018
Investor Overconfidence and the Security Market Line: New Evidence from China
X Han, K Li, Y Li
Journal of Economic Dynamics and Control 117 (August 2020), 103961, 2020
372020
Why do small businesses have difficulty in accessing bank financing?
R Harrison, Y Li, SA Vigne, Y Wu
International Review of Financial Analysis, 102352, 2022
362022
Investor Heterogeneity and Momentum-based Trading Strategies in China
Y Gao, X Han, Y Li, X Xiong
International Review of Financial Analysis 74, 101654, 2021
352021
Testing of a market fraction model and power-law behaviour in the DAX 30
XZ He, Y Li
Journal of Empirical Finance 31, 1-17, 2015
332015
Social media effect, investor recognition and the cross-section of stock returns
X Meng, W Zhang, Y Li, X Cao, X Feng
International Review of Financial Analysis, 2019
292019
Climate Change Exposure and Bankruptcy Risk
F Feng, L Han, J Jin, Y Li
British Journal of Management 35 (4), 1843-1866, 2024
272024
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective
C Wang, D Shen, Y Li
Finance Research Letters 49, 103143, 2022
272022
What Can Explain Momentum? Evidence From Decomposition
J Guo, P Li, Y Li
Management Science 68 (8), 6184-6218, 2022
262022
Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?
P Hamill, Y Li, AA Pantelous, SA Vigne, J Waterworth
Journal of International Financial Markets, Institutions & Money, 2021
252021
Identifying structural breaks in stochastic mortality models
C O’Hare, Y Li
ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B …, 2015
242015
CSR Performance and Firm Idiosyncratic Risk in a Data-Rich Environment: The Role of Retail Investor Attention
F He, G Liu, J Hao, Y Li
Journal of International Financial Markets, Institutions & Money, 101877, 2023
232023
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20