Youwei Li
@YouweiLi3
Followers
13
Following
17
Media
0
Statuses
26
Professor of Finance at Hull University Business School
United Kingdom
Joined April 2022
RT @TheFinancialRev: Take a look at the article, “Attention allocation: An empirical analysis of the asymmetric market responses to informa….
0
3
0
Optimal dividend and scale of business strategies with reinsurance and.
0
0
0
Optimizing Currency Factors - Fan - Financial Review - Wiley Online Library @TheFinancialRev @Pagano_finance. @TinaYang_USF.
onlinelibrary.wiley.com
We introduce a novel framework that dynamically optimizes currency factor strategies via trading currency spot and forward. We examine the performance of 24,336 portfolio optimization approaches and...
0
2
2
Rethinking Currency Factors: The Case for Mean-Variance Optimisation @SSRN
0
0
0
Decomposing the Relation between Irrational behaviors and Beta @SSRN
0
0
0
Full article: The Magnet Effect of Price Limits: An Agent-Based Approach
tandfonline.com
In this paper, we study the magnet effect within the context of circuit breaker events that transpired in global stock markets during March 2020. Our analysis encompasses nine such events across si...
0
0
0
Market Behaviors under the Stock Index Circuit Breaker using an Agent-based Approach.
link.springer.com
Journal of Systems Science and Systems Engineering - In this paper, we combine an agent-based model of multi-asset stock market with circuit breaker mechanism and empirical analysis of S&P...
0
0
0
Excited to share that our paper, "Make it Right: Regulatory Intervention in Managers’ Misconduct and Corporate Risk,” has been published online in @JBusinessEthics!
0
0
0
Pleased to share that our paper, "Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China,” has been published online in @TheFinancialRev! @Pagano_finance @TinaYang_USF .
onlinelibrary.wiley.com
Attention allocation—investors allocate their attention disproportionately within a day—has implications on how the market responds to information. Using high-frequency jumps detected in China, we...
0
1
2
Good news! My work has received over 1,000 views since publication! Read it here #ViewsMilestone.
onlinelibrary.wiley.com
This research documents that a firm's bankruptcy risk increases with its climate change exposure. This study further investigates the underlying mechanisms and finds that this effect is stronger for...
0
0
0
Analysts’ forecast anchoring and discontinuous market reaction: evidence from China
tandfonline.com
Based on a comprehensive dataset of Chinese A-share stocks, we find significant evidence for analysts’ anchoring in China. This anchoring behavior exists only when forecasts are lower than the indu...
0
0
0
Good news! My article received enough downloads to be a #TopDownloadedArticle in its journal. @drgoldstein @TheFinancialRev Thank you!.
onlinelibrary.wiley.com
Recent studies show that most financial market anomalies exhibit a momentum effect. Based on two datasets, (i) an original 22-factor sample and (ii) a more comprehensive 187-factor sample, we find...
0
0
0
Human capital in the financial sector and corporate innovation: Eviden.
0
0
0
Climate Change Exposure and Bankruptcy Risk - Fan Feng, Liyan Han, Jiayu Jin, and Youwei Li - British Journal of Management - @BJM_BAM Wiley Online Library
onlinelibrary.wiley.com
This research documents that a firm's bankruptcy risk increases with its climate change exposure. This study further investigates the underlying mechanisms and finds that this effect is stronger for...
0
0
0
Do green bonds affect stock returns and corporate environmental perfor.
0
0
0
A reexamination of factor momentum: How strong is it?
onlinelibrary.wiley.com
Recent studies show that most financial market anomalies exhibit a momentum effect. Based on two datasets, (i) an original 22-factor sample and (ii) a more comprehensive 187-factor sample, we find...
0
0
0
What Can Explain Momentum? Evidence from Decomposition | Management Science
0
0
0