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

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

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.