Professor Youwei Li

Faculty and Department

  • Faculty of Business, Law and Politics
  • Hull University Business School

Qualifications

  • PhD

Summary

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

Recent outputs

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Journal Article

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

Pantelous, A. A., Hamill, P. A., Hamill, P., 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

Same same but different – Stylized facts of CTA sub strategies

Erdos, P., Li, Y., Liu, R., & Mende, A. (2021). Same same but different – Stylized facts of CTA sub strategies. International review of financial analysis, 74, https://doi.org/10.1016/j.irfa.2021.101657

Bayesian Value-at-Risk backtesting: The case of annuity pricing

Leung, M., Li, Y., Pantelous, A. A., & Vigne, S. A. (in press). Bayesian Value-at-Risk backtesting: The case of annuity pricing. European journal of operational research, https://doi.org/10.1016/j.ejor.2020.12.051

Order book price impact in the Chinese soybean futures market

Jin, M., Kearney, F., Li, Y., & Yang, Y. C. (in press). Order book price impact in the Chinese soybean futures market. International journal of finance & economics : IJFE, https://doi.org/10.1002/ijfe.2439

Investor heterogeneity and momentum-based trading strategies in China

Gao, Y., Han, X., Li, Y., & Xiong, X. (2021). Investor heterogeneity and momentum-based trading strategies in China. International review of financial analysis, 74, https://doi.org/10.1016/j.irfa.2020.101654

Research interests

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

Postgraduate supervision

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