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  1. Ait-Sahalia, Yacine [Author] ; Fan, Jianqing [Other]; Li, Yingying [Other] National Bureau of Economic Research

    The Leverage Effect Puzzle : Disentangling Sources of Bias at High Frequency

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    Cambridge, Mass: National Bureau of Economic Research, November 2011

    Published in: NBER working paper series ; no. w17592

  2. Li, Yingying [Author] ; Zhang, Zhiyuan [Other]; Li, Yichu [Other]

    A Unified Approach to Volatility Estimation in the Presence of Both Rounding and Random Market Microstructure Noise

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    [S.l.]: SSRN, [2017]

  3. Li, Yingying [Author] ; Mykland, Per A. [Other]; Renault, Eric [Other]; Zhang, Lan [Other]; Zheng, Xinghua [Other]

    Realized Volatility When Sampling Times are Possibly Endogenous

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    [S.l.]: SSRN, [2013]

  4. Zhu, Yingying [Author] ; Ping, Li [Other]; Zeng, Yong [Other]; He, Jia [Other]

    Foreign Ownership and the Risk Behavior of Chinese Banks : Do Foreign Strategic Investors Matter?

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    [S.l.]: SSRN, [2009]

  5. Li, Yingying [Editor]; Li, Lu [Editor]; Schaa, Volker RW [Editor] ; ICFA Advanced Beam Dynamics Workshop 62. 2018 Hongkong, International Committee for Future Accelerators, JACoW

    The 62nd ICFA Advanced Beam Dynamics Workshop on High Luminosity Circular e+e- Colliders (eeFACT2018) : 24-27 Sep. 2018

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    Geneva: CERN, JACoW Publishing, Feb 2019

  6. Cai, Tony [Author] ; Hu, Jianchang [Other]; Li, Yingying [Other]; Zheng, Xinghua [Other]

    High-Dimensional Minimum Variance Portfolio Estimation Based on High-Frequency Data

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    [S.l.]: SSRN, [2019]

  7. Jacod, Jean [Author] ; Li, Yingying [Other]; Mykland, Per A. [Other]; Podolskij, Mark [Other]; Vetter, Mathias [Other]

    Microstructure Noise in the Continuous Case : The Pre-Averaging Approach - JLMPV-9

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    [S.l.]: SSRN, [2010]

    Published in: CREATES Research Paper 2007-43