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Optimal execution under jump models for uncertain price impact
Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying - In: The journal of computational finance 16 (2012/13) 4, pp. 35-78
Persistent link: https://www.econbiz.de/10009776261
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Shunned stocks and market states
Li, Youwei; Li, Youwei; Oniščenko, Olena - In: The European journal of finance 28 (2022) 7, pp. 705-717
Persistent link: https://www.econbiz.de/10013373312
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Do low-priced stocks drive long-term contrarian performance on the London Stock Exchange?
Wu, Yuliang; Li, Youwei; Hamill, Philip - In: The financial review : the official publication of the … 47 (2012) 3, pp. 501-530
Persistent link: https://www.econbiz.de/10009577036
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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Corporate tax avoidance and stock price crash risk : firm-level analysis
Kim, Jeong-bon; Li, Yinghua; Zhang, Liandong - In: Journal of financial economics 100 (2011) 3, pp. 639-662
Persistent link: https://www.econbiz.de/10009242023
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Short selling pressure, stock price behavior, and management forecast precision : evidence from a natural experiment
Li, Yinghua; Zhang, Liandong - In: Journal of accounting research 53 (2015) 1, pp. 79-117
Persistent link: https://www.econbiz.de/10010515407
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Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344322
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Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong; Li, Youwei - In: Journal of empirical finance 31 (2015), pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
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The effect of historical events on the speed of price evolution indexed by an operational time for China's futures market
Zhang, Ren; Li, Youwei; McKillop, Donal G. - In: Rising China in the changing world economy, (pp. 357-395). 2011
Persistent link: https://www.econbiz.de/10009537411
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Price discovery in the dual-platform US Treasury market
Sun, Zhuowei; Dunne, Peter G.; Li, Youwei - In: Global finance journal 28 (2015), pp. 95-110
Persistent link: https://www.econbiz.de/10011478128