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Details about Zhiyong Li

E-mail:
Homepage:http://zhiyongli.weebly.com/
Workplace:School of Business, Leicester University, (more information at EDIRC)

Access statistics for papers by Zhiyong Li.

Last updated 2018-12-07. Update your information in the RePEc Author Service.

Short-id: pli462


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Working Papers

2017

  1. New Bid-Ask Spread Estimators from Daily High and Low Prices
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Review of Financial Analysis (2018)

2014

  1. A New Spread Estimator
    Discussion Papers, University of Nottingham, School of Economics Downloads View citations (1)
    See also Journal Article in Review of Quantitative Finance and Accounting (2016)
  2. Decomposing the bid-ask spread in multi-dealer markets
    Discussion Papers, University of Nottingham, School of Economics Downloads
    See also Journal Article in International Journal of Finance & Economics (2016)
  3. Do Psychological Fallacies Influence Trading in Financial Markets? Evidence from the Foreign Exchange Market
    Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham Downloads

2013

  1. The performance of bid-ask spread estimators under less than ideal conditions
    Discussion Papers, University of Nottingham, School of Economics
    See also Journal Article in Studies in Economics and Finance (2015)

Journal Articles

2018

  1. New bid-ask spread estimators from daily high and low prices
    International Review of Financial Analysis, 2018, 60, (C), 69-86 Downloads
    See also Working Paper (2017)

2016

  1. A new spread estimator
    Review of Quantitative Finance and Accounting, 2016, 47, (1), 179-211 Downloads View citations (2)
    See also Working Paper (2014)
  2. Decomposing the Bid–ask Spread in Multi‐Dealer Markets
    International Journal of Finance & Economics, 2016, 21, (1), 75-89 Downloads
    See also Working Paper (2014)

2015

  1. The performance of bid-ask spread estimators under less than ideal conditions
    Studies in Economics and Finance, 2015, 32, (1), 98-127 Downloads View citations (3)
    See also Working Paper (2013)

2009

  1. Do exchange rate bubbles deflate faster than they inflate?
    Economics Bulletin, 2009, 29, (3), 1542-1548 Downloads
 
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