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Zhiyong Li

This is information that was supplied by Zhiyong Li in registering through RePEc. If you are Zhiyong Li, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Zhiyong
Middle Name:
Last Name:Li
RePEc Short-ID:pli462
Leicester, United Kingdom


Hammerwood Gate, Kent Hill, Milton Keynes MK7 6PH
RePEc:edi:ssdmuuk (more details at EDIRC)
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  1. Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017. "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper 79102, University Library of Munich, Germany.
  2. Michael Bleaney & Zhiyong Li, 2014. "A New Spread Estimator," Discussion Papers 14/01, University of Nottingham, School of Economics.
  3. Michael Bleaney & Zhiyong Li, 2014. "Decomposing the bid-ask spread in multi-dealer markets," Discussion Papers 14/03, University of Nottingham, School of Economics.
  4. Michael Bleaney & Spiros Bougheas & Zhiyong Li, 2014. "Do Psychological Fallacies Influence Trading in Financial Markets? Evidence from the Foreign Exchange Market," Discussion Papers 2014-17, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  5. Michael Bleaney & Zhiyong Li, 2013. "The performance of bid-ask spread estimators under less than ideal conditions," Discussion Papers 13/05, University of Nottingham, School of Economics.
  1. Michael Bleaney & Zhiyong Li, 2016. "Decomposing the Bid–ask Spread in Multi‐Dealer Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(1), pages 75-89, 01.
  2. Michael Bleaney & Zhiyong Li, 2016. "A new spread estimator," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 179-211, July.
  3. Michael Bleaney & Zhiyong Li, 2015. "The performance of bid-ask spread estimators under less than ideal conditions," Studies in Economics and Finance, Emerald Group Publishing, vol. 32(1), pages 98-127, March.
  4. Michael Bleaney & Zhiyong Li, 2009. "Do exchange rate bubbles deflate faster than they inflate?," Economics Bulletin, AccessEcon, vol. 29(3), pages 1542-1548.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (5) 2013-10-05 2014-03-01 2014-04-18 2015-01-09 2017-05-21. Author is listed
  2. NEP-ECM: Econometrics (3) 2013-10-05 2014-03-01 2017-05-21. Author is listed
  3. NEP-CBE: Cognitive & Behavioural Economics (1) 2015-01-09
  4. NEP-ORE: Operations Research (1) 2017-05-21

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