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accessRights:"restricted"
~person:"Li, Youwei"
~subject:"Dark trading"
~subject:"Estimation"
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Dark trading
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Wertpapierhandel
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Li, Youwei
Kaniel, Ron
4
Sraer, David
4
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3
Ibikunle, Gbenga
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Moskowitz, Tobias J.
3
Pástor, Ľuboš
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Taylor, Lucian A.
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Abbassi, Puriya
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Huang, Shiyang
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Hung, Pi-Hsia
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Huu Nhan Duong
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Jong, Frank de
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Jotikasthira, Chotibhak
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Kitamura, Yoshihiro
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Lou, Dong
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Manh Cuong Pham
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Peijnenburg, Kim
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Journal of international financial markets, institutions & money
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Research in international business and finance
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ECONIS (ZBW)
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What can explain momentum? : evidence from decomposition
Guo, Jiaqi
;
Li, Peng
;
Li, Youwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6184-6218
Persistent link: https://www.econbiz.de/10013372945
Saved in:
2
Dark matters : the effects of dark trading restrictions on liquidity and informational efficiency
Ibikunle, Gbenga
;
Li, Youwei
;
Mare, Davide Salvatore
; …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012820413
Saved in:
3
Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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