I am a Postdoctoral Researcher at the Oxford-Man Institute (OMI) of Quantitative Finance, University of Oxford, and an Associate Member at the Department of Economics. I am also an Honorary Researcher at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy, Lancaster University Management School. I received my PhD in Finance from Lancaster University in 2024. 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. 

Working Papers

1. Testing for Jumps in a Discretely Observed Price Process with Endogenous Sampling Times (with Q. Li, Y. Li, I. Nolte and S. Nolte), R&R, Journal of Econometrics

2. Realized Candlestick Wicks (with Y. Li, I. Nolte and S. Nolte), R&R, Journal of Econometrics

3. Decoupling Interday and Intraday Volatility Dynamics with Price Durations (with Y. Li, I. Nolte and S. Nolte), R&R, Journal of Time Series Analysis