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

Selling vertically differentiated products under one channel or two" A quality segmentation model for differentiated distribution channels

Chai, J., Yan, W., Li, Y., Palmer, M., & Huang, Q. (2019). Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels. Journal of the Operational Research Society, https://doi.org/10.1080/01605682.2019.1605469

Overnight momentum, informational shocks, and late informed trading in China

Gao, Y., Han, X., Li, Y., & Xiong, X. (2019). Overnight momentum, informational shocks, and late informed trading in China. International review of financial analysis, 101394. https://doi.org/10.1016/j.irfa.2019.101394

Intraday time-series momentum: Evidence from China

Jin, M., Kearney, F., Li, Y., & Yang, Y. C. (in press). Intraday time-series momentum: Evidence from China. Journal of Futures Markets, https://doi.org/10.1002/fut.22084

Social media effect, investor recognition and the cross-section of stock returns

Meng, X., Zhang, W., Li, Y., Cao, X., & Feng, X. (in press). Social media effect, investor recognition and the cross-section of stock returns. International review of financial analysis, https://doi.org/10.1016/j.irfa.2019.101432

How did order-flow impact bond prices during the European Sovereign Debt Crisis"

Lin, Z., Hamill, P. A., Li, Y., Sun, Z., & Waterworth, J. (2020). How did order-flow impact bond prices during the European Sovereign Debt Crisis?. International Review of Economics and Finance, 67, 13-24. https://doi.org/10.1016/j.iref.2019.12.008

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.