Youwei Li

Economics and Econometrics · 2007–2017

A researcher in the Science corpus: 3 papers; trusts 31 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 45 citations into it; #17,237 of 23,481 by trust here, #17,969 by citations
• Finance — 44 citations into it; #7,967 of 10,518 by trust here, #7,575 by citations
• Management Science and Operations Research — 16 citations into it
• Accounting — 10 citations into it
• Condensed Matter Physics — 5 citations into it; #1,543 of 1,948 by trust here, #1,699 by citations
• Statistical and Nonlinear Physics — 5 citations into it

Whom Youwei Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Carl Chiarella
2. Xue-zhong He
3. Andrea Gaunersdorfer
4. Y. Amihud
5. Cars H. Hommes
6. Robert F. Engle
7. Tim Bollerslev
8. Vitor Araujo
9. Abhijit Banerjee
10. Christoph Memmel

Who trusts Youwei Li overall

1. Xue-zhong He

Papers from Youwei Li's perspective

Ordered by how strongly the researchers Youwei Li trusts endorse each paper. Same corpus, a different order for every researcher.

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. Generalized autoregressive conditional heteroskedasticity
3. Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
4. HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER (Macroeconomic Dynamics)
5. Speculative behaviour and complex asset price dynamics: a global analysis
6. Agent-based Computational Finance
7. Speculative Behaviour and Complex Asset Price Dynamics
8. Dynamics of beliefs and learning under aL-processes -- the heterogeneous case
9. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
10. The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach

Their papers

• Power-law behaviour, heterogeneity, and trend chasing (2007) — 114 citations
• Heterogeneity, convergence, and autocorrelations (2008) — 70 citations
• Can investor sentiment be a momentum time-series predictor? Evidence from China (2017) — 154 citations