Personal information

Activities

Employment (2)

The University of Manchester: Manchester, GB

Employment
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University of Manchester - PURE

University of Manchester: Manchester, GB

2017-07-01 to present | Lecturer in Finance (Accounting & Finance)
Employment
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Yifan Li

Education and qualifications (2)

The University of Manchester: Manchester, GB

Education
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University of Manchester - PURE

Lancaster Unversity: Lancaster, GB

2014-10-01 to present | PhD Finance (Accounting and Finance)
Education
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Yifan Li

Works (11)

On the Brownian range and the Brownian reversal

Journal of Applied Probability
2024-12-03 | Journal article
Contributors: Yifan Li
Source: check_circle
Crossref

Corrigendum to “Nearly unbiased estimation of sample skewness” [Econom. Lett. 192 (2020) 109174]

Economics Letters
2024-05-16 | Other | Author
SOURCE-WORK-ID:

f1b7c581-e2bf-489b-b27c-53e2dcffaf31

EID:

2-s2.0-85193072563

Contributors: Yifan Li
Source: check_circle
University of Manchester - PURE

Parametric Risk-Neutral Density Estimation via Finite Lognormal-Weibull Mixtures

Journal of Econometrics
2024-04-30 | Journal article | Author
SOURCE-WORK-ID:

2b94faea-a744-4234-8ebe-48f4e80ed7d3

EID:

2-s2.0-85191660858

Contributors: Yifan Li; Ingmar Nolte; Manh Cuong Pham
Source: check_circle
University of Manchester - PURE

Correcting the bias of the sample cross‐covariance estimator

Journal of Time Series Analysis
2024-03 | Journal article
Contributors: Yifan Li
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Disclosure of investor relationship activities and stock crash risk: Evidence from private in-house meetings

The British Accounting Review
2024-01-14 | Journal article | Author
SOURCE-WORK-ID:

42f7680d-6b55-4a34-b3e1-cb1da93472f0

EID:

2-s2.0-85183153411

Contributors: Hang Zhou; Rong Ding; Yifan Li; Yuxin Sun
Source: check_circle
University of Manchester - PURE

Weighted Least Squares Realized Covariation Estimation

Journal of Banking & Finance
2022-01-19 | Journal article | Author
SOURCE-WORK-ID:

06a5d550-bbe9-45d2-b743-b7efa6925355

EID:

2-s2.0-85125529053

Contributors: Yifan Li; Ingmar Nolte; Michalis Vasios; Valeri Voev; Qi Xu
Source: check_circle
University of Manchester - PURE

High-Frequency Volatility Modelling: A Markov-Switching Autoregressive Conditional Intensity Model

Journal of Economic Dynamics and Control
2021 | Journal article
Part of ISSN: 0165-1889
Source: Self-asserted source
Yifan Li
grade
Preferred source (of 3)‎

A simple nearly unbiased estimator of cross‐covariances

Journal of Time Series Analysis
2021-03 | Journal article
Contributors: Yifan Li; Yao Rao
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

A Descriptive Study of High-Frequency Trade and Quote Option Data*

Journal of Financial Econometrics
2021-01 | Journal article
Part of ISSN: 1479-8409
Source: Self-asserted source
Yifan Li
grade
Preferred source (of 2)‎

Nearly Unbiased Estimation of Sample Skewness

Economics Letters
2020-07-01 | Journal article | Author
SOURCE-WORK-ID:

67aef15c-706e-4a46-b846-301bb20c5862

EID:

2-s2.0-85083857805

WOSUID:

000540816400022

Contributors: Yifan Li
Source: check_circle
University of Manchester - PURE

Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha

Journal of Financial Markets
2019-10-22 | Journal article | Author
SOURCE-WORK-ID:

3b674693-6fec-424e-b4ba-bc1980a18195

EID:

2-s2.0-85074392847

Contributors: Rong Ding; Hang Zhou; Yifan Li
Source: check_circle
University of Manchester - PURE

Peer review (1 review for 1 publication/grant)

Review activity for Econometrics and statistics. (1)