Research output
- 3 Article (Academic Journal)
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Intraday time series momentum: Global evidence and links to market characteristics
Li, Z., Sakkas, A. & Urquhart, A., Jan 2022, In: Journal of Financial Markets. 100619.Research output: Contribution to journal › Article (Academic Journal) › peer-review
22 Citations (Scopus) -
Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach
Duan, K., Li, Z., Urquhart, A. & Ye, J., May 2021, In: International Review of Financial Analysis. 75, 101725.Research output: Contribution to journal › Article (Academic Journal) › peer-review
56 Citations (Scopus) -
If you feel good, I feel good! The mediating effect of behavioral factors on the relationship between industry indices and Bitcoin returns
Kalyvas, A., Li, Z., Papakyriakou, P. & Sakkas, A., 17 Sept 2021, (E-pub ahead of print) In: European Journal of Finance.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Prizes
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60th SFA Annual Meeting Outstanding Paper Award
Li, Z. (Recipient), Urquhart, A. (Recipient) & Sakkas, A. (Recipient), 2020
Prize: Prizes, Medals, Awards and Grants
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INQUIRE (UK) Young Quant Research Award
Li, Z. (Recipient), 2019
Prize: Prizes, Medals, Awards and Grants
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2024 FMA Annual Meeting
Li, Z. (Participant)
2024Activity: Participating in or organising an event types › Participation in conference
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2024 SFA Annual Meeting
Li, Z. (Participant)
2024Activity: Participating in or organising an event types › Participation in conference
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2021 FMA European Conference
Li, Z. (Participant)
2021Activity: Participating in or organising an event types › Participation in conference