Personal website: www.shifanyu.com

Shifan Yu is a Postdoctoral Researcher at the Oxford-Man Institute (OMI) of Quantitative Finance, University of Oxford, and an Honorary Researcher at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy, Lancaster University Management School. He obtained his PhD in Finance from Lancaster University in 2024. 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.