Youwei Li
@yli67.bsky.social
Professor of Finance @ Hull University Business School
Pinned
Youwei Li
@yli67.bsky.social
· Sep 10
What Can Explain Momentum? Evidence from Decomposition | Management Science
pubsonline.informs.org
What Can Explain Momentum? Evidence from Decomposition | Management Science pubsonline.informs.org/doi/10.1287/...
Decomposing the relation between irrational behaviors and beta: The European Journal of Finance - Get Access www.tandfonline.com/doi/full/10....
Decomposing the relation between irrational behaviors and beta
This paper investigates the bidirectional relation between irrational behaviors and beta. There are two representative irrational noise trading behaviors, autonomous switching and herding. The pane...
www.tandfonline.com
November 15, 2025 at 11:53 AM
Decomposing the relation between irrational behaviors and beta: The European Journal of Finance - Get Access www.tandfonline.com/doi/full/10....
Our paper in Journal of Economic Dynamics & Control: “The nexus of overnight trend and asset prices in China” — Guo, Han, Li & Li.
We show overnight returns strongly forecast future returns and firm fundamentals in China, consistent with slow information diffusion. Read: doi.org/10.1016/j.je...
We show overnight returns strongly forecast future returns and firm fundamentals in China, consistent with slow information diffusion. Read: doi.org/10.1016/j.je...
Redirecting
doi.org
September 10, 2025 at 10:59 PM
Our paper in Journal of Economic Dynamics & Control: “The nexus of overnight trend and asset prices in China” — Guo, Han, Li & Li.
We show overnight returns strongly forecast future returns and firm fundamentals in China, consistent with slow information diffusion. Read: doi.org/10.1016/j.je...
We show overnight returns strongly forecast future returns and firm fundamentals in China, consistent with slow information diffusion. Read: doi.org/10.1016/j.je...
New publication in European Journal of Operational Research: "Optimal dividend and scale of business strategies with reinsurance and premium pricing for insurance company". Read here: doi.org/10.1016/j.ej... #OperationsResearch #Finance #Insurance
Redirecting
doi.org
September 10, 2025 at 10:53 PM
New publication in European Journal of Operational Research: "Optimal dividend and scale of business strategies with reinsurance and premium pricing for insurance company". Read here: doi.org/10.1016/j.ej... #OperationsResearch #Finance #Insurance
Excited to share our latest in the Journal of Business Ethics: ‘Make it Right: Regulatory Intervention in Managers’ Misconduct and Corporate Risk’. Access here: rdcu.be/eFhKd #BusinessEthics
Make it Right: Regulatory Intervention in Managers’ Misconduct and Corporate Risk
rdcu.be
September 10, 2025 at 10:41 PM
Excited to share our latest in the Journal of Business Ethics: ‘Make it Right: Regulatory Intervention in Managers’ Misconduct and Corporate Risk’. Access here: rdcu.be/eFhKd #BusinessEthics
What Can Explain Momentum? Evidence from Decomposition | Management Science pubsonline.informs.org/doi/10.1287/...
What Can Explain Momentum? Evidence from Decomposition | Management Science
pubsonline.informs.org
September 10, 2025 at 10:33 PM
What Can Explain Momentum? Evidence from Decomposition | Management Science pubsonline.informs.org/doi/10.1287/...
A reexamination of factor momentum: How strong is it? - Fan - 2022 - Financial Review - Wiley Online Library onlinelibrary.wiley.com/doi/full/10....
A reexamination of factor momentum: How strong is it?
Recent studies show that most financial market anomalies exhibit a momentum effect. Based on two datasets, (i) an original 22-factor sample and (ii) a more comprehensive 187-factor sample, we find th...
onlinelibrary.wiley.com
September 10, 2025 at 10:32 PM
A reexamination of factor momentum: How strong is it? - Fan - 2022 - Financial Review - Wiley Online Library onlinelibrary.wiley.com/doi/full/10....
Climate Change Exposure and Bankruptcy Risk - Feng - 2024 - British Journal of Management - Wiley Online Library onlinelibrary.wiley.com/doi/10.1111/...
Climate Change Exposure and Bankruptcy Risk
This research documents that a firm's bankruptcy risk increases with its climate change exposure. This study further investigates the underlying mechanisms and finds that this effect is stronger for ....
onlinelibrary.wiley.com
September 10, 2025 at 10:31 PM
Climate Change Exposure and Bankruptcy Risk - Feng - 2024 - British Journal of Management - Wiley Online Library onlinelibrary.wiley.com/doi/10.1111/...
Optimizing Currency Factors - Fan - Financial Review - Wiley Online Library onlinelibrary.wiley.com/doi/10.1111/...
Optimizing Currency Factors
We introduce a novel framework that dynamically optimizes currency factor strategies via trading currency spot and forward. We examine the performance of 24,336 portfolio optimization approaches and ...
onlinelibrary.wiley.com
September 10, 2025 at 10:29 PM
Optimizing Currency Factors - Fan - Financial Review - Wiley Online Library onlinelibrary.wiley.com/doi/10.1111/...
Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China - Gao - 2025 - Financial Review - Wiley Online Library onlinelibrary.wiley.com/doi/10.1111/...
Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China
Attention allocation—investors allocate their attention disproportionately within a day—has implications on how the market responds to information. Using high-frequency jumps detected in China, we sh...
onlinelibrary.wiley.com
September 10, 2025 at 10:28 PM
Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China - Gao - 2025 - Financial Review - Wiley Online Library onlinelibrary.wiley.com/doi/10.1111/...