Yifan Li joined the Alliance Manchester Business School as a Lecturer in Finance in 2018. His research interest mainly lies in the field of econometric theory and its applications in finance. The themes of his works include volatility modelling using point processes, high-frequency option data, non-parametric moment estimators, market microstructure, the impact of news in the financial market, etc. Yifan holds an MRes in Finance and a PhD in Finance from Lancaster University and is an external researcher in the Centre for Financial Econometrics, Asset Market and Macroeconomic Policy.