Professor Youwei Li

Professor of Finance

Faculty of Business, Law and Politics

01482 462119

Prior to joining the University of Hull, Professor Li worked at the Queen's University Belfast.

His main research interests include asset pricing, financial econometrics, heterogeneous agent models of financial markets, longevity risk, market microstructure, and quantitative finance.


Research Interests

  • Asset pricing with heterogeneous beliefs

  • Empirical finance

  • Market microstructure

  • Nonlinear economic dynamics and financial market modelling


Xue-Zhong He, Kai Li and Youwei Li, 'Asset Allocation with Time Series Momentum and Reversal', Journal of Economic Dynamics and Control, 91, pp 441-457 (2018)

Muzhao Jin, Youwei Li, Jianxin Wang and Yung Chiang Yang, 'Price discovery in the Chinese gold market', Journal of Futures Markets, 38, pp 1262-1281 (2018)

Xing Han and Youwei Li, 'Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China', Journal of Empirical Finance, 42, pp 212-239 (2017)

Xue-Zhong He and Youwei Li, 'Testing of a Market Fraction Model and Power-law Behaviour in the DAX 30', Journal of Empirical Finance, 31, pp 1-17 (2015)

Full list


Programmes taught on (2019)

Research PhDs

Professor Li welcomes applications in the areas of asset pricing and empirical studies of financial markets.

Professional highlights

Academic qualifications

  • PhD Finance, Tilburg University

  • PhD Mathematics, Lanzhou University