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Persistent link: https://www.econbiz.de/10012697921

Political constraints and trading strategy in times of market stress : evidence from the chinese national social security fund

Li, Yong; Benson, Karen; Faff, Robert W. - In: Finance research letters 19 (2016), pp. 217-221

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Power-law behaviour, heterogeneity, and trend chasing

He, Xue-zhong; Li, Youwei - In: Journal of economic dynamics & control 31 (2007) 10, pp. 3396-3426

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Optimal time series momentum

He, Xue-zhong; Li, Kai; Li, Youwei - 2015

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Financial bubbles : a learning effect modelling approach

Hsieh, Tsung-han; Li, Youwei; McKillop, Donal G. - In: Natural computing in computational finance : volume 2 ; …, (pp. 117-135). 2009

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Can trend followers survive in the long-run? : insights from agent-based modeling

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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

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Detecting the lead-lag effect in stock markets : definition, patterns, and investment strategies

Li, Yongli; Wang, Tianchen; Sun, Baiqing; Liu, Chao - In: Financial innovation : FIN 8 (2022), pp. 1-36

Human activities widely exhibit a power-law distribution. Considering stock trading as a typical human activity in the financial domain, the first aim of this paper is to validate whether the well-known power-law distribution can be observed in this activity. Interestingly, this paper determines...

Persistent link: https://www.econbiz.de/10013272642

Bottom-up sentiment and return predictability of the market portfolio

Guo, Jiaqi; Li, Youwei; Zheng, Min - In: Finance research letters 29 (2019), pp. 57-60

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A new attention proxy and order imbalance : evidence from China

Gao, Ya; Xiong, Xiong; Feng, Xu; Li, Youwei; Vigne, … - In: Finance research letters 29 (2019), pp. 411-417

Persistent link: https://www.econbiz.de/10012420146