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Yifan Li joined Alliance Manchester Business School as a Lecturer in Finance in 2018. His research mainly lies in the field of econometric theory and its applications in finance. His work includes the analysis of high-frequency data using alternative sampling schemes and functionals, high-frequency option data, non-parametric moment estimators, market microstructure, and the impact of news on financial markets. Yifan's interests strongly focus on high-frequency financial econometrics, particularly inference of prices through alternative sampling schemes. He holds an MRes and a PhD in Finance from Lancaster University and serves as an external researcher at the Centre for Financial Econometrics, Asset Markets, and Macroeconomic Policy. Yifan is also involved in supervising PhD students in financial econometrics with topics related to high-frequency data and alternative sampling methods. His notable teaching courses include Investment Analysis and Time Series Econometrics.
Alliance Manchester Business School • Manchester
Lecturer in Finance focusing on econometric theory applications.
Includes MSc in Advanced Electrical Power Systems and MSc in Communications and Signal Processing.