Shifan Yu

Ph.D. Candidate in Finance

Department of Accounting and Finance

Lancaster University Management School

Lancaster LA1 4YX, United Kingdom

Email: s.yu7 [at]

LUMS Official Webpage | ORCID | SSRN

I am a Ph.D. candidate in Finance at Lancaster University Management School (LUMS) and a research fellow of the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy. My research interests are in financial econometrics, with a specific focus on high-frequency financial data and their implications for enhanced statistical inference for asset price dynamics and market microstructure. My research is funded by the North West Social Science Doctoral Training Partnership (NWSSDTP) of the Economic and Social Research Council (ESRC) with an enhanced award in Advanced Quantitative Methods.

Working Papers