People and Research People

People Details

Dr. CUI Liyuan


Assistant Professor

9-237, Lau Ming Wai Academic Building, City University of Hong Kong
+852 34428450
Public CV

Research Areas

Financial Econometrics
Asset Pricing
Macro- finance
Behavioral Finance


PhD - Economics (Cornell University)
MPS - Statistics (Cornell University)
BS - Mathematics (Wuhan University)

Research Grants

PI: "A Mixed Convex Penalized Machine Learning Approach for High-Dimensional Financial Data with its Application on Vast Portfolio Selections", GRF - UGC, (2020-2022), Liyuan Cui

PI: "适用于非线性、非平稳变量的非参数有效估计方法以及其在资本资产定价理论中的应用", 青年基金项目 - 国家自然科学基金, (2019-2021), Yue Ma and Junhui Wang

PI: "A Local Series Estimation Method with its Application in Asset Pricing Models with Time-varying State Variables", ECS - UGC, (2019-2021), Liyuan Cui

PI: "房地产调控政策效果的空间异质性:理论机制及基于成都市的大数据实证研究", 软科学面上项目 - Chengdu Science and Technology Research Grants, (2019-2020), Jinming Yan, Huayi Yu and Tao Zhang


Journal Publications and Reviews

余华义; 谭君琳; 崔丽媛 / 国家级新区对房价的影响机制及其空间溢出效应. February 2023; In: 中国软科学. Vol. 2023, No. 1 (总第 385 期), pp. 94-104

Cui, Liyuan; Hong, Yongmiao; Li, Yingxing / Solving Euler equations via two-stage nonparametric penalized splines. June 2021; In: Journal of Econometrics. Vol. 222, No. 2, pp. 1024-1056

崔丽媛; 洪永淼 / 投资者对经济基本面的认知偏差会影响证券价格吗?: 中美证券市场对比分析. August 2017; In: 经济研究. Vol. 2017年, No. 8, pp. 94-109

Working Papers

Cui, Liyuan; Feng, Guanhao; Hong, Yongmiao / Regularized GMM for Time-Varying Models with Applications to Asset Pricing. April 2021;