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Li, Youwei's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
883 |
Total
Citations
2 |
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1.
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Li, Youwei
Queen's University Belfast - School of Management Donkers, Bas
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Melenberg, Bertrand
Tilburg University - Center for Economic Research (CentER)
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206
(72,659)
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1
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Microscopic simulation models, Econometric analysis
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2.
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Li, Youwei
Queen's University Belfast - School of Management Donkers, Bas
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Melenberg, Bertrand
Tilburg University - Center for Economic Research (CentER)
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156
(94,605)
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Microscopic simulation models, Probability density function, Spectral density function, Memory parameters
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3.
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Price Discovery in the Dual-Platform US Treasury Market
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Versions (2)
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Dunne, Peter G.
Central Bank of Ireland Li, Youwei
Queen's University Belfast - School of Management Sun, Zhuowei
Queen's University Belfast - School of Management
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Posted:
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11 Jan 11
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Last Revised:
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19 Sep 11
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140
(103,998)
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Dunne, Peter G.
Central Bank of Ireland Li, Youwei
Queen's University Belfast - School of Management Sun, Zhuowei
Queen's University Belfast - School of Management
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Microstructure, Treasury Market, Bid-Ask Spread, Price Discovery
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Dunne, Peter G.
Central Bank of Ireland Li, Youwei
Queen's University Belfast - School of Management Sun, Zhuowei
Queen's University Belfast - School of Management
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11 Jan 11
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Last Revised:
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19 Sep 11
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140
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Microstructure, Treasury Market, Bid-Ask Spread, Price Discovery
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4.
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Wu, Yuliang
Queen's University Belfast Li, Youwei
Queen's University Belfast - School of Management
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18 Feb 09
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Last Revised:
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27 Oct 10
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138
(105,337)
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overreaction, UK stock market
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5.
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Do Low‐Priced Stocks Drive Long‐Term Contrarian Performance on the London Stock Exchange?
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Versions (2)
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Wu, Yuliang
Queen's University Belfast Li, Youwei
Queen's University Belfast - School of Management Hamill, Philip
Ulster Business School
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Posted:
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14 Sep 11
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Last Revised:
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07 Jul 12
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109
(127,251)
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Wu, Yuliang
Queen's University Belfast Li, Youwei
Queen's University Belfast - School of Management Hamill, Philip
Ulster Business School
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0
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contrarian performance, London Stock Exchange, price level
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Wu, Yuliang
Queen's University Belfast Li, Youwei
Queen's University Belfast - School of Management Hamill, Philip
Ulster Business School
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109
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contrarian performance, London Stock Exchange, price level
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6.
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O'Hare, Colin
Monash University - Department of Econometrics & Business Statistics Li, Youwei
Queen's University Belfast - School of Management
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06 Nov 10
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Last Revised:
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23 Sep 11
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73
(165,385)
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7.
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O'Hare, Colin
Monash University - Department of Econometrics & Business Statistics Li, Youwei
Queen's University Belfast - School of Management
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20 Dec 12
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Last Revised:
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22 Dec 12
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36
(228,688)
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Mortality, stochastic models, forecasting, structural breaks
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8.
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O'Hare, Colin
Monash University - Department of Econometrics & Business Statistics Li, Youwei
Queen's University Belfast - School of Management
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20 Dec 12
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Last Revised:
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22 Dec 12
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25
(258,299)
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Mortality rates, Frailty models, Deprivation measures
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9.
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Li, Youwei
Queen's University Belfast - School of Management Hamill, Philip
Ulster Business School Opong, Kwaku K.
University of Glasgow - Adam Smith Business School
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Africa All-Share Index, Stylized facts, GARCH, Fat-tails, Long memory
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10.
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He, Xuezhong
University of Technology, Sydney (UTS) - School of Finance and Economics Li, Youwei
Queen's University Belfast - School of Management
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Asset pricing, fundamentalists and trend followers, market fraction, stability, learning, power-law
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11.
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He, Xuezhong
University of Technology, Sydney (UTS) - School of Finance and Economics Li, Youwei
Queen's University Belfast - School of Management
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Asset pricing, heterogeneous beliefs, market fraction, stability, bifurcation, market behaviour, limiting distribution, autocorrelation
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