Yifan Li

Lecturer (Assistant Professor) in Finance

Alliance Manchester Business School, University of Manchester

Official Webpage | SSRN | Google Scholar 

Contact Details

Room 4.057, AMBS

Booth Street West

Manchester

United Kingdom

M15 6PB

E-mail: yifan.li [at] manchester.ac.uk

Biography

I joined the Alliance Manchester Business School as a Lecturer in Finance in 2018. I am mainly interested in econometric theory and its applications in finance. The themes of my works include high-frequency financial econometrics, high-frequency option data, time-series econometrics, etc. I am a visiting research fellow in the Centre for Financial Econometrics, Asset Market and Macroeconomic Policy at Lancaster University. I am affiliated with the Centre for the Analysis of Investment Risk at AMBS.

Visiting Positions

Visiting Research Fellow, Singapore Management University, Aug 2023-Jan 2024 (Host: Jia Li)

Visiting PhD student, Aarhus University, Jan-Apr 2017 (Host: Asger Lunde)

Education

PhD  in Finance (2018) Lancaster University

MRes in Finance (2014) Lancaster University (Chancellor's Medal)

BA in Finance, Accounting and Management (2013) University of Nottingham Ningbo China

PhD Supervision

Jiayu Jin (2019-present) University of Manchester

Shifan Yu (2019-present) Lancaster University

Alfonso Silva Ruiz (2023-present) University of Manchester

Teaching

Time Series Econometrics, 2018-present, University of Manchester

Investment Analysis, 2018-present, University of Manchester

Introduction to MATLAB, 2019-present, University of Manchester

Review of Quantitative Methods for Finance, 2021-present, University of Manchester

Referee

British Accounting Review, Econometrics & Statistics, Economic Modelling, Econometric Theory, European Journal of Finance, Journal of Business Economics & Statistics, Journal of Econometrics, Journal of Financial Econometrics, Journal of Time Series Analysis, The Manchester School, Quantitative Finance.