Personal website: www.shifanyu.com

Shifan Yu is a PhD candidate in Finance at Lancaster University Management School (LUMS) and a research fellow of the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP). His 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. Shifan's doctoral 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.