Youcheng Lou

Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS)

Beijing

China

  • Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS)

SCHOLARLY PAPERS

8

DOWNLOADS

634

TOTAL CITATIONS

7

Scholarly Papers (8)

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1.

Reference Point Formation in Social Networks, Wealth Growth, and Inequality

Number of pages: 39 Posted: 04 Aug 2017 Last Revised: 25 Jun 2019
Youcheng Lou, Moris Simon Strub, Duan Li, Duan Li and Shouyang Wang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS), University of Warwick - Warwick Business School, Chinese University of Hong KongCity University of Hong Kong and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Downloads 167 (381,585)
Citation 3

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Cumulative Prospect Theory (CPT), Reference Point, Coefficient of Aspiration, Wealth Growth, Wealth Inequality, Gini Coefficient

2.

Can Institutional Investors Always Beat Individual Investors? 

Number of pages: 70 Posted: 30 Sep 2024 Last Revised: 12 Mar 2025
Yaqing Yang, Junqing Kang and Youcheng Lou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS), Sun Yat-sen University (SYSU) - Lingnan (University) College and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS)
Downloads 119 (502,344)

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Information advantage, price impact, institutional investor, trading profits

3.

Information, Market Power and Welfare

Number of pages: 71 Posted: 14 Sep 2021 Last Revised: 17 Oct 2023
Youcheng Lou and Rohit Rahi
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS) and London School of Economics - Department of Finance
Downloads 96 (587,009)
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Double auction, heterogeneous values, price informativeness, liquidity, passive investing, ESG investing.

4.

Information Sharing in a Perfectly Competitive Market

Number of pages: 29 Posted: 18 Jun 2022 Last Revised: 28 Mar 2023
Youcheng Lou and Yaqing Yang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS) and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS)
Downloads 84 (637,703)
Citation 1

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Rational expectations equilibrium, Information sharing, Network connectedness, Welfare

5.

Following the Actions of Others: The Simple Average of Strategies in a Rational Expectations Economy

Number of pages: 46 Posted: 30 Aug 2022 Last Revised: 24 Feb 2023
Youcheng Lou, Moris Simon Strub and Shouyang Wang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS), University of Warwick - Warwick Business School and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Downloads 68 (717,840)

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Simple Average of Strategies, Rational Expectations Equilibrium, Information Acquisition, Social Networks

6.

Information Linkages in a Financial Market with Imperfect Competition

Number of pages: 41 Posted: 28 Oct 2022
Youcheng Lou and Yaqing Yang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS) and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS)
Downloads 53 (814,252)

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Information linkages, Imperfect competition, Market efficiency

7.

Functional Equivalence Between Two Competitive Economies with Negative Exponential Utility and Linear Utility with a Quadratic Holding Cost

Number of pages: 25 Posted: 01 Mar 2023
Youcheng Lou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS)
Downloads 25 (1,083,422)

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Competitive Markets, Functional Equivalency, Negative Exponential Utility, Linear Utility with a Quadratic Holding Cost

8.

Establishing Perfect Price Collusion Bayesian Nash Equilibria for Kyle S (1989) Market Microstructure Model When Assets Have Non-Negative Values

Number of pages: 29 Posted: 11 Sep 2023
Alexander Zimper and Youcheng Lou
University of Pretoria and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS)
Downloads 22 (1,120,722)

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Asymmetric information, Market microstructure, Bayesian Nash equilibrium