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Li, Zhiyong and Lambe, Brendan and Adegbite, Emmanuel (2018) New bid-ask spread estimators from daily high and low prices. International Review of Financial Analysis, 60 . pp. 69-86. ISSN 1057-5219

Bleaney, Michael and Li, Zhiyong (2015) A new spread estimator. Review of Quantitative Finance and Accounting, 47 (1). pp. 179-211. ISSN 1573-7179

Thesis (University of Nottingham only)

Li, Zhiyong (2015) Essays on the foreign exchange market: the market microstructure and evidence of the behavioural theory. PhD thesis, University of Nottingham.

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