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Shunned stocks and market states
Li, Youwei; Li, Youwei; Oniščenko, Olena - In: The European journal of finance 28 (2022) 7, pp. 705-717
Persistent link: https://www.econbiz.de/10013373312
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Impacts of COVID-19 on global stock sectors : evidence from time-varying connectedness and asymmetric nexus analysis
Dong, Zibing; Li, Yanshuang; Zhuang, Xintian; Wang, Jian - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013534213
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The change in stock-selection risk and stock market returns
Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
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The impact of climate policy uncertainty on stock price synchronicity : evidence from China
Li, Michelle; Han, Xing; Li, Youwei - In: Finance research letters 69 (2024) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10015191188
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Order Book Price Impact in the Chinese Soybean Futures Market
Jin, Muzhao; Kearney, Fearghal; Li, Youwei; Yang, Yung … - 2021
We study the price impact of order flow in the world’s largest soybean meal futures markets. Our intraday results indicate that incoming orders can be used to explain price changes and to significantly predict future price changes. Our results are shown to be robust to various order flow...
Persistent link: https://www.econbiz.de/10013246228
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The roles of political risk and crude oil in stock market based on quantile cointegration approach : a comparative study in China and US
Guo, Yawei; Li, Jianping; Li, Yehua; You, Wan-hai - In: Energy economics 97 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012820832
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Corporate tax avoidance and stock price crash risk : firm-level analysis
Kim, Jeong-bon; Li, Yinghua; Zhang, Liandong - In: Journal of financial economics 100 (2011) 3, pp. 639-662
Persistent link: https://www.econbiz.de/10009242023
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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Optimal execution under jump models for uncertain price impact
Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying - In: The journal of computational finance 16 (2012/13) 4, pp. 35-78
Persistent link: https://www.econbiz.de/10009776261
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The effect of historical events on the speed of price evolution indexed by an operational time for China's futures market
Zhang, Ren; Li, Youwei; McKillop, Donal G. - In: Rising China in the changing world economy, (pp. 357-395). 2011
Persistent link: https://www.econbiz.de/10009537411