Professor Youwei Li

Professor Youwei Li

+44 (0)1482 462119 | Youwei.Li@hull.ac.uk

Faculty and Department

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

Related groups

  • Accounting Finance and Economics

Qualifications

  • PhD

Summary

Dr Youwei Li is a Professor of Finance at Hull University Business School, UK, previously he worked at the Queen’s University of Belfast. Professor Li holds a PhD in Financial Econometrics from Tilburg University, the Netherlands, and a PhD in Mathematics from Lanzhou University, China. He has published articles in areas of asset pricing, investment, longevity risk, market microstructure, and quantitative finance in peer-reviewed international journals, such as Management Science, European Journal of Operational Research, Journal of Economic Dynamics and Control, Journal of Empirical Finance, Journal of Futures Markets, Financial Review, Insurance: Mathematics and Economics, Quantitative Finance, and among many others. Professor Li’s research is funded by National Natural Science Foundation of China, European Commission, Australia Research Council, and Economic and Social Research Council. Professor Li currently serves as Associate Editor for the European Journal of Finance, International Review of Financial Analysis, and Finance Research Letters.

Professor Li's research works can be found on his Google Scholar Profile (https://scholar.google.co.uk/citations?hl=en&user=ePhWkK0AAAAJ), his SSRN Profile (http://ssrn.com/author=539212), and the ORCID website (https://orcid.org/0000-0002-2142-7607).

Recent outputs

View more outputs

Journal Article

Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective

Wang, C., Shen, D., & Li, Y. (2022). Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective. Finance research letters, 49, Article 103143. https://doi.org/10.1016/j.frl.2022.103143

A reexamination of factor momentum: How strong is it?

Fan, M., Li, Y., Liao, M., & Liu, J. (2022). A reexamination of factor momentum: How strong is it?. Financial Review, 57(3), 585-615. https://doi.org/10.1111/fire.12300

How state ownership affects corporate R&D: An inverted-U-shaped relationship

Fu, T., Jian, Z., & Li, Y. (in press). How state ownership affects corporate R&D: An inverted-U-shaped relationship. International journal of finance & economics : IJFE, https://doi.org/10.1002/ijfe.2589

What Can Explain Momentum? Evidence from Decomposition

Guo, J., Li, P., & Li, Y. (in press). What Can Explain Momentum? Evidence from Decomposition. Management Science, https://doi.org/10.1287/mnsc.2021.4135

Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach

Chen, Y., Li, Y., Pantelous, A. A., & Stanley, H. E. (2022). Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. International review of financial analysis, 79, https://doi.org/10.1016/j.irfa.2021.102002

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 Youwei Li has successfully supervised PhD students in areas of asset pricing, futures markets, foreign exchange market, market microstructure, sovereign bond markets, and stochastic mortality models. Professor Li regularly supervises China Scholarship Council (CSC) funded visiting Scholars and PhD students from Beijing Normal University, Central University of Finance and Economics, and Tianjin University.

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

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