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 obtained 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)