Youwei is a Senior Lecturer in Finance at Queen's University Belfast. His research interests include financial econometrics, quantitative finance, and agent-based modelling of financial markets.

Recent Publications

• The Effect of Historical Events on the Speed of Price Evolution Indexed by an Operational Time for China's Futures Market
  in Rising China in the Changing World Economy, edited by Liming Wang, Routledge, 357-395. ISBN: 978-0-415-61095-7. (2012)
• Do low-priced stocks drive long-term contrarian performance on the London Stock Exchange?
  The Financial Review, 47(3), 501-530. (2012)
• Explaining young mortality
  Insurance: Mathematics and Economics, 50(1), 12-25. (2012)
• Long-term return reversals --- Value and growth or Tax? UK Evidence
  Journal of International Financial Markets, Institutions & Money, 21(3), 347-368. (2011)
• Econometric analysis of microscopic simulation models (PDF 528 KB)
  Quantitative Finance, 10(10), 1187-1201. (2010)
• Do Benchmark African Equity Indices Exhibit the Stylized Facts? (PDF 874 KB)
  Global Finance Journal, 21 (1), 71-97. (2010)
• Financial Bubbles: A Learning Effect Modelling Approach
  in Natural Computing in Computational Finance, Volume 2, Anthony Brabazon and Michael O'Neill (Eds.), Studies in Computational Intelligence, Springer-Verlag Berlin Heidelberg, ISBN 978-3-540-95973-1, 117-135. (2009)
• Can trend followers survive in the long-run? Insights from agent-based modelling
  in A. Brabazon and M. O'Neill (Eds.): Natural Computing in Computational Finance, Springer-Verlag, Berlin, Heideberg. ISBN 978-3-540-77476-1, 253-269. (2008)
• Heterogeneity, convergence, and autocorrelations
  Quantitative Finance, 8 (1), 59-79. (2008)
• The econometric analysis of agent-based models in finance: An application
  in H. Yin et al. (Eds.): Intelligent Data Engineering and Automated Learning - IDEAL 2007, Lecture Notes in Computer Science series 4881, Springer-Verlag, Berlin, Heideberg, 1081-1091. ISBN 978-3-540-77225-5. (2007)
• Power-law behaviour, heterogeneity, and trend chasing
  Journal of Economic Dynamics & Control 31(10), 3396-3426. (2007)
• On microscopic simulation models of financial markets
  Tilburg University. ISBN: 90 5668 172 9. (2006)

Working Papers

• The Econometric Analysis of Microscopic Simulation Models
• The non- and semiparametric analysis of MS models: Some applications
• Long Memory, Heterogeneity, and Trend Chasing
• Heterogeneity, Profitability, and Autocorrelations