Dr Zhiyong Li

Lecturer in FinanceZhiyong Li

Contact details

  • Email: zhiyong.li@le.ac.uk
  • Office: Room 2.02, Heron House, Brookfield
  • Office hours: By appointment

Personal details

I joined the University of Leicester in 2018 as a Lecturer in Finance. Previously, I worked at De Montfort University and the Nottingham University Business School China.

I earned my PhD in Economics from the University of Nottingham (UK), MSc in Economics from the University of Leicester and two bachelor's degrees from the China University of Petroleum (Beijing).

Research

  • Market Microstructure
  • Behavioural Finance

Grants

  • Faculty research fund 2016, De Montfort University, £2,500

Publications

Do Psychological Fallacies Influence Trading in Financial Markets? Evidence from the Foreign Exchange Market, Journal of Behavioral Finance, Volume 18, Issue 3 2017 (with Michael Bleaney and Spiros Bougheas)

A new spread estimator, Review of Quantitative Finance and Accounting, Volume 47, Issue 1 , pp 179-211 (July 2016) (with Michael Bleaney)

Decomposing the bid-ask spread in multi-dealer markets, International Journal of Finance and Economics, Vol. 21, no. 1 (January 2016), pp. 75-89 (with Michael Bleaney)

The performance of bid-ask spread estimators under less than ideal conditions, Studies in Economics and Finance, Vol. 32, no. 1 (March 2015), pp. 98-127 (with Michael Bleaney)

Do exchange rate bubbles deflate faster than they inflate?, Economics Bulletin, Vol. 29 no.3 (July 2009), pp. 1542-1548 (with Michael Bleaney)

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Contact Details

School of Business
University of Leicester
University Road
Leicester
LE1 7RH

ulsb@le.ac.uk

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