Youwei Li
Youwei Li
Hull University Business School
hull.ac.uk üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Power-law behaviour, heterogeneity, and trend chasing
XZ He, Y Li
Journal of Economic Dynamics and Control 31 (10), 3396-3426, 2007
1232007
Heterogeneity, convergence, and autocorrelations
XZ He, Y Li
Quantitative Finance 8 (1), 59-79, 2008
702008
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China
X Han, Y Li
Journal of Empirical Finance 42, 212-239, 2017
662017
Explaining young mortality
C O’Hare, Y Li
Insurance: Mathematics and Economics 50 (1), 12-25, 2012
662012
Identifying structural breaks in stochastic mortality models
C O’Hare, Y Li
ASCE-ASME J Risk and Uncert in Engrg Sys Part B Mech Engrg 1 (2), 2015
322015
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
222015
Asset allocation with time series momentum and reversal
XZ He, K Li, Y Li
Journal of Economic Dynamics and Control 91, 441-457, 2018
192018
Price discovery in the Chinese gold market
M Jin, Y Li, J Wang, YC Yang
Journal of Futures Markets 38, 1262-1281, 2018
182018
Long-term return reversals—Value and growth or tax? UK evidence
Y Wu, Y Li
Journal of International Financial Markets, Institutions and Money 21 (3 …, 2011
182011
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
152020
Do benchmark African equity indices exhibit the stylized facts?
Y Li, PA Hamill, KK Opong
Global Finance Journal 21 (1), 71-97, 2010
152010
The adaptiveness in stock markets: testing the stylized facts in the DAX 30
XZ He, Y Li
Journal of Evolutionary Economics 27 (5), 1071-1094, 2017
132017
Do Low‐Priced Stocks Drive Long‐Term Contrarian Performance on the London Stock Exchange?
Y Wu, Y Li, P Hamill
Financial Review 47 (3), 501-530, 2012
122012
Econometric analysis of microscopic simulation models
Y Li, B Donkers, B Melenberg
Quantitative Finance 10 (10), 1187-1201, 2010
122010
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
112020
Intraday Time-series Momentum: Evidence from China
M Jin, F Kearney, Y Li, YC Yang
Journal of Futures Markets, 2019
102019
Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations
L Sun, L Zhang, Y Li
Sustainability 10 (11), 2018
102018
QUANTITATIVE FINANCE RESEARCH CENTRE
P LHETEROGENEITY
102005
Risk Adjusted Momentum Strategies: A Comparison between Constant and Dynamic Volatility Scaling Approaches
M Fan, Y Li, J Liu
Research in International Business and Finance, 46, 131-140, 2018
92018
Liquidity Skewness in the London Stock Exchange
TH Hsieh, Y Li, DG McKillop, Y Wu
International Review of Financial Analysis 56, 12-18, 2017
82017
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20