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How did order-flow impact bond prices during the European sovereign debt crisis?

Lin, Zhongguo; Hamill, Philip; Li, Youwei; Sun, Zhuowei; … - In: International review of economics & finance : IREF 67 (2020), pp. 13-24

Persistent link: https://www.econbiz.de/10012440179

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

Price Discovery in the Dual-Platform US Treasury Market

Dunne, Peter G. - 2011

Inter-dealer trading in US Treasury Securities is almost equally divided between two similar electronic trading platforms. This provides a natural experiment within which to test the propositions of Bloomfield & O'Hara (1999 and 2000) about price discovery in fragmented markets. We examine the...

Persistent link: https://www.econbiz.de/10013130655

Price Discovery in the Dual-Platform US Treasury Market

Dunne, Peter G. - 2011

Inter-dealer trading in US Treasury Securities is almost equally divided between two similar electronic trading platforms. BrokerTec is more active in the trading of 2-, 5-, and 10-year T-notes while eSpeed has more active trading in the 30-year bond. eSpeed provides a more pre-trade transparent...

Persistent link: https://www.econbiz.de/10013131615

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

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

The adaptiveness in stock markets : testing the stylized facts in the Dax 30

He, Xue-zhong; Li, Youwei - 2015 - Latest version: September 1, 2015

Persistent link: https://www.econbiz.de/10011777493

The adaptiveness in stock markets : testing the stylized facts in the DAX 30

He, Xue-zhong; Li, Youwei - In: Journal of evolutionary economics : JEE 27 (2017) 5, pp. 1071-1094

Persistent link: https://www.econbiz.de/10011895210

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

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