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Investor heterogeneity and momentum-based trading strategies in China
Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - In: International review of financial analysis 74 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803814
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Same same but different : stylized facts of CTA sub strategies
Erdős, Péter; Li, Youwei; Liu, Ruipeng; Mende, Alexander - In: International review of financial analysis 74 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803930
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The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies
Shehadeh, Ali; Li, Youwei; Vigne, Samuel A.; … - In: International review of financial analysis 78 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013252466
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Underwriter reputation and IPO underpricing : the role of institutional investors in the Chinese growth enterprise market
Hu, Yi; Dai, Tiantian; Li, Yong; Mallick, Sushanta Kumar; … - In: International review of financial analysis 78 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013255688
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Three-level network analysis of the North American natural gas price: a multiscale perspective
Liu, Shuyu; Huang, Shupei; Chi, Yuxi; Feng, Sida; Li, Yang - In: International review of financial analysis 67 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012299171
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Social media effect, investor recognition and the cross-section of stock returns
Meng, Xiangtong; Zhang, Wei; Li, Youwei; Cao, Xing; Feng, Xu - In: International review of financial analysis 67 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012299199
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Liquidity skewness in the London Stock Exchange
Hsieh, Tsung-Han; Li, Youwei; McKillop, Donal G.; Wu, … - In: International review of financial analysis 56 (2018), pp. 12-18
Persistent link: https://www.econbiz.de/10012006199
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Long memory in financial markets : a heterogeneous agent model perspective
Zheng, Min; Liu, Ruipeng; Li, Youwei - In: International review of financial analysis 58 (2018), pp. 38-51
Persistent link: https://www.econbiz.de/10012006389
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Heterogeneous agent models in financial markets : a nonlinear dynamics approach
He, Xue-zhong; Li, Youwei; Zheng, Min - In: International review of financial analysis 62 (2019), pp. 135-149
Persistent link: https://www.econbiz.de/10012207285
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Overnight momentum, informational shocks, and late informed trading in China
Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - In: International review of financial analysis 66 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012208972