Research output per year
Research output per year
Personal profile
Author IDs
ORCID iD: 0000-0002-7236-0684
Scopus Author ID: 57225674966
Impact
Qualifications (Brief)
PhD - Economics (Cornell University)
MPS - Statistics (Cornell University)
BS - Mathematics (Wuhan University)
Research Interests/Areas
- Financial Econometrics
- Asset Pricing
- Macro-finance
- Behavioral Finance
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Related Links
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Dive into the research topics where Liyuan CUI is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Breaks and Trends in Factor Premia
Cui, L., Feng, G., Ma, J. & Su, Y., 30 Jun 2025, (Online published) Social Science Research Network (SSRN).Research output: Working Papers › Preprint
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A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data
Cui, L., Hong, Y., Li, Y. & Wang, J., Oct 2024, In: Management Science. 70, 10, p. 7242–7264 23 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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Regularized GMM for Time-Varying Models with Applications to Asset Pricing
CUI, L., FENG, G. & HONG, Y., May 2024, In: International Economic Review. 65, 2, p. 851-883Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
2 Citations (Scopus) -
Window dressing: Changes in atmospheric pollution at boundaries in response to regional environmental policy in China
Cui , L., Chen, Z., Huang, Y. & Yu, H., May 2024, In: Journal of Environmental Economics and Management. 125, 102948.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
18 Citations (Scopus) -
Do asset pricing models change over time?
Cui, L., Feng, G., Hong, Y. & Yang, J., 1 May 2023, (Online published) Social Science Research Network (SSRN).Research output: Working Papers › Preprint
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NSFC-GP-SRI: 高维截面数据的个体异质性与时变机制异质性的统一分析方法与在资本资产定价中的应用
CUI, L. (Principal Investigator / Project Coordinator)
1/01/25 → …
Project: Research
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GRF: Estimating and Testing Time Variation Modeling Misspecification
CUI, L. (Principal Investigator / Project Coordinator) & FENG, G. G. (Co-Investigator)
1/01/24 → …
Project: Research
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GRF: High Dimensional Time-varying Forecast Combination: A Unified Approach for Abrupt and Smooth Instabilities
CUI, L. (Principal Investigator / Project Coordinator) & Chen, B. (Co-Investigator)
1/01/23 → …
Project: Research
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GRF: Estimation and Inference of Large Dimensional Unobservable Dynamic Uncertainties
CUI, L. (Principal Investigator / Project Coordinator)
1/01/22 → 12/06/25
Project: Research
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GRF: A Mixed Convex Penalized Machine Learning Approach for High-Dimensional Financial Data with its Application on Vast Portfolio Selections
CUI, L. (Principal Investigator / Project Coordinator) & WU, X. (Co-Investigator)
1/01/20 → 13/06/24
Project: Research
Press/Media
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Thirty-two outstanding scientists at CityUHK recognised by national funding; Scholar from the Department of Biomedical Engineering receives highest honour for young scientists
XU, C., FU, B., HOU, C., WANG, W., CHU, J.-E., QIN, Y., HOU, J., DONG, M., MA, J., ZHANG, Z., ZHANG, G., JIAO, D., YIN, X., CHEN, L., WU, Y., WU, G., SU, W., XU, J., HE, J., LI, N., ZHU, F., ZHAO, L., DUAN, P., XU, Y. J., LIU, C., LIU, M., CUI, L., KWOK, C. K., TSANG, S. W., ZHANG, Q., WANG, X. S. & WU, W.
25/09/24
1 item of Media coverage
Press/Media: Press / Media