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An analysis of liquidity skewness for European sovereign bond markets

Yan, Wei; Hamill, Philip; Li, Youwei; Vigne, Samuel A.; … - In: Finance research letters 26 (2018), pp. 274-280

Persistent link: https://www.econbiz.de/10012005698

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

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

Did long-memory of liquidity signal the European sovereign debt crisis?

Sun, Z.; Hamill, P. A.; Li, Youwei; Yang, Y. C.; Vigne, … - In: Application of operations research to financial markets, (pp. 355-377). 2019

Persistent link: https://www.econbiz.de/10012160025

Low liquidity beta anomaly in China

Frömmel, Michael; Han, Xing; Li, Youwei; Vigne, Samuel A. - In: Emerging markets review 50 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013416951

The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity

Shehadeh, Ali - 2016

In this paper, we analyse the relationship between the currency carry return and volatility and liquidity risk factors. We find that both categories of risk factors are relevant to understanding and explaining carry return, with an outperformance for volatility ones especially the global FX...

Persistent link: https://www.econbiz.de/10012989965