Dr. 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 the analysis of high-frequency data using alternative sampling schemes and functionals, high-frequency option data, non-parametric moment estimators, market microstructure, the impact of news in the financial market, etc. His publications appear in international journals such as Journal of Banking and Finance, Journal of Economic Dynamics & Control, Journal of Financial Econometrics, Journal of Financial Markets, etc.