Professor Youwei Li

Dark matters: the effects of dark trading restrictions on liquidity and informational efficiency

Ibikunle, G., Li, Y., Mare, D., & Sun, Y. (2021). Dark matters: the effects of dark trading restrictions on liquidity and informational efficiency. Journal of International Financial Markets, Institutions and Money, 75, https://doi.org/10.1016/j.intfin.2021.101435

The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies

Shehadeh, A. A., Li, Y., Vigne, S. A., Almaharmeh, M. I., & Wang, Y. (2021). The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies. International review of financial analysis, 78, https://doi.org/10.1016/j.irfa.2021.101871

Low liquidity beta anomaly in China

Frömmel, M., Han, X., Li, Y., & Vigne, S. A. (in press). Low liquidity beta anomaly in China. Emerging markets review, https://doi.org/10.1016/j.ememar.2021.100832

The role of hedge funds in the asset pricing: evidence from China

Zhang, J., Zhang, W., Li, Y., & Feng, X. (in press). The role of hedge funds in the asset pricing: evidence from China. The European journal of finance, 1-25. https://doi.org/10.1080/1351847X.2021.1929373

Was a deterioration in 'connectedness' a leading indicator of the European sovereign debt crisis?

Hamill, P. A., Li, Y., Pantelous, A., Vigne, S. A., & Waterworth, J. (2021). Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. Journal of International Financial Markets, Institutions and Money, https://doi.org/10.1016/j.intfin.2021.101300