Details about Zhiyong Li

Access statistics for papers by Zhiyong Li.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pli462

Working Papers

2017

1. New Bid-Ask Spread Estimators from Daily High and Low Prices
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article New bid-ask spread estimators from daily high and low prices, International Review of Financial Analysis, Elsevier (2018) View citations (2) (2018)

2014

2. A New Spread Estimator
   Discussion Papers, University of Nottingham, School of Economics View citations (1)
   See also Journal Article A new spread estimator, Review of Quantitative Finance and Accounting, Springer (2016) View citations (3) (2016)
3. Decomposing the bid-ask spread in multi-dealer markets
   Discussion Papers, University of Nottingham, School of Economics View citations (1)
   See also Journal Article Decomposing the Bid–ask Spread in Multi‐Dealer Markets, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2016) (2016)
4. 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
   See also Journal Article Do Psychological Fallacies Influence Trading in Financial Markets? Evidence from the Foreign Exchange Market, Journal of Behavioral Finance, Taylor & Francis Journals (2017) (2017)

2013

5. The performance of bid-ask spread estimators under less than ideal conditions
   Discussion Papers, University of Nottingham, School of Economics
   See also Journal Article The performance of bid-ask spread estimators under less than ideal conditions, Studies in Economics and Finance, Emerald Group Publishing Limited (2015) View citations (10) (2015)

Journal Articles

2022

1. Uncertain times and the insider perspective
   International Review of Financial Analysis, 2022, 81, (C) View citations (1)

2018

2. New bid-ask spread estimators from daily high and low prices
   International Review of Financial Analysis, 2018, 60, (C), 69-86 View citations (2)
   See also Working Paper New Bid-Ask Spread Estimators from Daily High and Low Prices, MPRA Paper (2017) (2017)

2017

3. Do Psychological Fallacies Influence Trading in Financial Markets? Evidence from the Foreign Exchange Market
   Journal of Behavioral Finance, 2017, 18, (3), 344-357
   See also Working Paper Do Psychological Fallacies Influence Trading in Financial Markets? Evidence from the Foreign Exchange Market, Discussion Papers (2014) (2014)

2016

4. A new spread estimator
   Review of Quantitative Finance and Accounting, 2016, 47, (1), 179-211 View citations (3)
   See also Working Paper A New Spread Estimator, Discussion Papers (2014) View citations (1) (2014)
5. Decomposing the Bid–ask Spread in Multi‐Dealer Markets
   International Journal of Finance & Economics, 2016, 21, (1), 75-89
   See also Working Paper Decomposing the bid-ask spread in multi-dealer markets, Discussion Papers (2014) View citations (1) (2014)

2015

6. The performance of bid-ask spread estimators under less than ideal conditions
   Studies in Economics and Finance, 2015, 32, (1), 98-127 View citations (10)
   See also Working Paper The performance of bid-ask spread estimators under less than ideal conditions, Discussion Papers (2013) (2013)

2009

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