2
H index
0
i10 index
16
Citations
Bangor University | 2 H index 0 i10 index 16 Citations RESEARCH PRODUCTION: 8 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zhiyong Li. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| International Review of Financial Analysis | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Economic policy uncertainty, information production, and transparency. (2025). Mandal, Anandadeep ; Power, Gabriel ; Tan, Yusen ; Qian, Binsheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s105752192500290x. Full description at Econpapers || Download paper |
| 2025 | Corporate insider trading and extreme weather events: Evidence from tropical storms in the US. (2025). faff, robert ; Malik, Ihtisham A ; Xiong, Zhengling ; Hodgson, Allan. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003709. Full description at Econpapers || Download paper |
| 2024 | Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach. (2024). Qin, Zhenjiang ; Dong, Liang ; Yu, BO. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000394. Full description at Econpapers || Download paper |
| 2025 | Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread. (2025). Farazakis, D ; Antonopoulou, D C ; Karali, G. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:179:y:2025:i:c:s030441492400214x. Full description at Econpapers || Download paper |
| 2025 | Does Trading Method Alignment Improve Market Efficiency? Evidence From Taiwan Single‐Stock Futures Market. (2025). Hsieh, Chiawei ; Chen, Chiafeng ; Hung, Juicheng ; Chiu, Chienliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:802-816. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Do exchange rate bubbles deflate faster than they inflate? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2018 | New bid-ask spread estimators from daily high and low prices In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2017 | New Bid-Ask Spread Estimators from Daily High and Low Prices.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2022 | Uncertain times and the insider perspective In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2015 | The performance of bid-ask spread estimators under less than ideal conditions In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 9 |
| 2013 | The performance of bid-ask spread estimators under less than ideal conditions.(2013) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2016 | A new spread estimator In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 2 |
| 2014 | A New Spread Estimator.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Do Psychological Fallacies Influence Trading in Financial Markets? Evidence from the Foreign Exchange Market In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Do Psychological Fallacies Influence Trading in Financial Markets? Evidence from the Foreign Exchange Market.(2017) In: Journal of Behavioral Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2014 | Decomposing the bid-ask spread in multi-dealer markets In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Decomposing the Bid–ask Spread in Multi‐Dealer Markets.(2016) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2025 | Identifying Stock Option Mispricing at a Large Cross Section In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team