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Selling vertically differentiated products under one channel or two? : a quality segmentation model for differentiated distribution channels
Chai, Junwu; Yan, Wei; Li, Youwei; Palmer, Mark; Huang, … - In: Journal of the Operational Research Society 71 (2020) 8, pp. 1180-1198
Persistent link: https://www.econbiz.de/10012264551
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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
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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
Persistent link: https://www.econbiz.de/10012417714
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Investor overconfidence and the security market line : new evidence from China
Han, Xing; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 117 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
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Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
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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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Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou; Li, Youwei; Liu, Jiadong - In: Research in international business and finance 46 (2018), pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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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