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Yifan LI
Yifan LI
Lecturer in Finance, University of Manchester
在 manchester.ac.uk 的电子邮件经过验证 - 首页
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Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha
R Ding, H Zhou, Y Li
Journal of Financial Markets 50, 100511, 2020
632020
A Descriptive Study of High-Frequency Trade and Quote Option Data
TG Andersen, I Archakov, LE Grund, N Hautsch, Y Li, S Nasekin, I Nolte, ...
Journal of Financial Econometrics, 2021
192021
High-Frequency Volatility Modelling: A Markov-Switching Autoregressive Conditional Intensity Model
Y Li, I Nolte, S Nolte
Journal of Economic Dynamics and Control 104077, 2021
82021
Nearly unbiased estimation of sample skewness
Y Li
Economics Letters 192, 109174, 2020
62020
Weighted Least Squares Realized Covariation Estimation
Y Li, I Nolte, N Vasios, V Voev, Q Xu
Journal of Banking and Finance 106420 (forthcoming), 2022
22022
A simple nearly unbiased estimator of crosscovariances
Y Li, Y Rao
Journal of Time Series Analysis 42 (2), 2020
12020
Disclosure of investor relationship activities and stock crash risk: Evidence from private in-house meetings
H Zhou, R Ding, Y Li, Y Sun
The British Accounting Review 101325 (forthcoming), 2024
2024
Correcting the Bias of the Sample Cross-Covariance Estimator
Y Li
Journal of Time Series Analysis, 2023
2023
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