You could write a little Open Data Table to send out a normal YQL html table query and stringify the result. Something like the following:
select * from {table} where url="http://finance.yahoo.com/q?s=yhoo" and xpath='//div[@id="yfi_headlines"]/div[2]/ul/li/a'
Retrieve HTML document fragments
Peter Cowburn
var results = y.query("select * from html where url=@url and xpath=@xpath", {url:url, xpath:xpath}).results.*;
var html_strings = [];
for each (var item in results) html_strings.push(item.toXMLString());
response.object = {html: html_strings};
]]>
You could then query against that custom table with a YQL query like:
use "http://url.to/your/datatable.xml" as html.tostring;
select * from html.tostring where
url="http://finance.yahoo.com/q?s=yhoo"
and xpath='//div[@id="yfi_headlines"]/div[2]/ul/li'
Edit: Just realised this is a pretty old question that was bumped; at least an answer is here, eventually, for anyone stumbling on the question. :)