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Zhiyong Li

Personal Details

First Name:Zhiyong
Middle Name:
Last Name:Li
Suffix:
RePEc Short-ID:pli462
http://zhiyongli.weebly.com/

Affiliation

School of Business
Leicester University

Leicester, United Kingdom
http://www.le.ac.uk/schoolofbusiness

:

University Road, Leicester, LE1 7RH
RePEc:edi:smleiuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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.

Articles

  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, January.
  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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Michael Bleaney & Zhiyong Li, 2014. "A New Spread Estimator," Discussion Papers 14/01, University of Nottingham, School of Economics.

    Cited by:

    1. Araújo, Gustavo Silva & Barbedo, Claudio Henrique da S. & Vicente, José Valentim M., 2014. "The adverse selection cost component of the spread of Brazilian stocks," Emerging Markets Review, Elsevier, vol. 21(C), pages 21-41.
    2. 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, 2013. "The performance of bid-ask spread estimators under less than ideal conditions," Discussion Papers 13/05, University of Nottingham, School of Economics.

    Cited by:

    1. Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017. "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, vol. 200(2), pages 312-325.
    2. 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.

Articles

  1. Michael Bleaney & Zhiyong Li, 2016. "A new spread estimator," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 179-211, July.
    See citations under working paper version above.
  2. 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.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

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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