Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China X Han, Y Li Journal of Empirical Finance 42, 212-239, 2017 | 153 | 2017 |
Power-law behaviour, heterogeneity, and trend chasing XZ He, Y Li Journal of Economic Dynamics and Control 31 (10), 3396-3426, 2007 | 132 | 2007 |
Explaining young mortality C O’Hare, Y Li Insurance: Mathematics and Economics 50 (1), 12-25, 2012 | 86 | 2012 |
Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China Z Wang, Y Li, F He Research in International Business and Finance, 2020 | 72 | 2020 |
Heterogeneity, convergence, and autocorrelations XZ He, Y Li Quantitative Finance 8 (1), 59-79, 2008 | 72 | 2008 |
Asset allocation with time series momentum and reversal XZ He, K Li, Y Li Journal of Economic Dynamics and Control 91, 441-457, 2018 | 37 | 2018 |
Price discovery in the Chinese gold market M Jin, Y Li, J Wang, YC Yang Journal of Futures Markets 38, 1262-1281, 2018 | 36 | 2018 |
Overnight momentum, informational shocks, and late informed trading in China Y Gao, X Han, Y Li, X Xiong International Review of Financial Analysis 66, 101394, 2019 | 35 | 2019 |
Intraday Time-series Momentum: Evidence from China M Jin, F Kearney, Y Li, YC Yang Journal of Futures Markets, 2019 | 33 | 2019 |
Investor Overconfidence and the Security Market Line: New Evidence from China X Han, K Li, Y Li Journal of Economic Dynamics and Control 117 (August 2020), 103961, 2020 | 32 | 2020 |
Investor Heterogeneity and Momentum-based Trading Strategies in China Y Gao, X Han, Y Li, X Xiong International Review of Financial Analysis 74, 101654, 2021 | 31 | 2021 |
Testing of a market fraction model and power-law behaviour in the DAX 30 XZ He, Y Li Journal of Empirical Finance 31, 1-17, 2015 | 31 | 2015 |
Social media effect, investor recognition and the cross-section of stock returns X Meng, W Zhang, Y Li, X Cao, X Feng International Review of Financial Analysis, 2019 | 25 | 2019 |
Identifying structural breaks in stochastic mortality models C O’Hare, Y Li ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B …, 2015 | 25 | 2015 |
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective C Wang, D Shen, Y Li Finance Research Letters 49, 103143, 2022 | 23 | 2022 |
Risk Adjusted Momentum Strategies: A Comparison between Constant and Dynamic Volatility Scaling Approaches M Fan, Y Li, J Liu Research in International Business and Finance, 46, 131-140, 2018 | 23 | 2018 |
Long-term return reversals—Value and growth or tax? UK evidence Y Wu, Y Li Journal of International Financial Markets, Institutions and Money 21 (3 …, 2011 | 22 | 2011 |
What Can Explain Momentum? Evidence From Decomposition J Guo, P Li, Y Li Management Science 68 (8), 6184-6218, 2022 | 20 | 2022 |
Why do small businesses have difficulty in accessing bank financing? R Harrison, Y Li, SA Vigne, Y Wu International Review of Financial Analysis, 102352, 2022 | 20 | 2022 |
Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? P Hamill, Y Li, AA Pantelous, SA Vigne, J Waterworth Journal of International Financial Markets, Institutions & Money, 2021 | 20 | 2021 |