Yifan Li

The University of Manchester

United Kingdom

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Articles (14)

Year:

2025

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2025

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2025

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2024

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2024

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2023

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2022

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2021

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2021

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2021

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2021

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2021

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2020

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2020

Collaborators (6)

Rong Ding

Professor of accounting

NEOMA Business School

FRANCE

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Ilya Archakov

Assistant Professor

York University

CANADA

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Stephen Taylor

Currently Professor of Finance

University of Lancaster

UNITED KINGDOM

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Sandra Nolte

University of Lancaster

UNITED KINGDOM

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Manh Cuong Pham

University of Lancaster

UNITED KINGDOM

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Ingmar Nolte

University of Lancaster

UNITED KINGDOM

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Yifan Li

Research Interests

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Contact this professor

Articles (14)

Realized candlestick wicks

Decoupling Interday and Intraday Volatility Dynamics With Price Durations

On the Brownian range and the Brownian reversal

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

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

Correcting the bias of the sample cross‐covariance estimator

Weighted Least Squares Realized Covariation Estimation

A descriptive study of high-frequency trade and quote option data

A simple nearly unbiased estimator of cross‐covariances

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

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

High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model

Nearly Unbiased Estimation of Sample Skewness

Nearly Unbiased Estimation of Sample Skewness

Collaborators (6)

Rong Ding

Ilya Archakov

Stephen Taylor

Sandra Nolte

Manh Cuong Pham

Ingmar Nolte

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