Projects
| Project Title | PI / Co-PI | Funding Scheme | Project Period | Amount |
|---|---|---|---|---|
| Perishable Inventory Control under Generalized Issuance Sequences: Policy Design and Performance Bounds | Yanzhi David Li - PI | RGC General Research Fund | From 1 Jan 2027 | - |
| New Era of Quantifying Dynamic Complementarity | Jin Zhou - PI | RGC General Research Fund | From 1 Jan 2027 | - |
| Understanding Early Childhood Learning through the Urban Early Childhood Intervention in China | Jin Zhou - PI | RGC General Research Fund | From 1 Jan 2026 | - |
| Unified analysis of individual heterogeneity and time-varying mechanism heterogeneity in high-dimensional cross-sectional data with applications to asset pricing | Liyuan Cui - PI |
NSFC General Programme |
From 1 Jan 2025 |
- |
| Are Asset Pricing Models Sparse? | Jingyu He - PI |
RGC General Research Fund |
Jan 2025-Dec 2027 |
- |
| Illusion of Stock Return Predictability: Find the Heterogeneity | Jingyu He - PI |
NSFC Young Scientists Fund |
Jan 2025-Dec 2027 |
- |
| Dynamic Pricing and Channel Management: Substitutes or Complements? | Yanzhi David Li - PI | RGC General Research Fund | From 1 Jan 2025 | - |
| Measuring Skills and Understanding the Mechanism for Boosting Skill Development through Early Childhood Intervention | Jin Zhou - PI | RGC Early Career Scheme | From 1 Jan 2025 | - |
| Time-Varying Coefficient Modeling for Factor Selection in Asset Pricing | Guanhao Gavin Feng - PI |
RGC General Research Fund |
From 1 Jan 2024 |
- |
| Estimating and Testing Time Variation Modeling Misspecification | Liyuan Cui - PI |
RGC General Research Fund |
From 1 Jan 2024 |
- |
| What Stocks are Predictable by Machine Learning? | Jingyu He - PI | CityUHK Strategic Research Grant | Sep 2023-Aug 2025 | - |
| High Dimensional Time-varying Forecast Combination: A Unified Approach for Abrupt and Smooth Instabilities | Liyuan Cui - PI | RGC General Research Fund | 1 Jan 2023-22 Jun 2026 (completed) | - |
| Robust Dynamic Pricing for Multiple Perishable Products | Yanzhi David Li - PI | RGC General Research Fund | From 1 Jan 2023 | - |
| Time-Varying Risks in Commodity Markets | Xiao Qiao - PI | RGC General Research Fund | From 1 Dec 2023 | - |
| Product Market Implications of Corporate Accounting Fraud: Evidence from Scanner Data | Stephen Teng Sun - PI | RGC General Research Fund | From 1 Aug 2023 | HKD 536,648 |
| Climate Transformation Programme | Weikai Li - Co-PI | Singapore MOE AcRF Tier 3 Grant Type C | Dec 2023-Nov 2030 | SGD 45,900,000 (programme total) |
| Carbon Pricing and Firm Performance: Global Evidence | Weikai Li - PI | ASEAN Business Research Initiative research grant | 2023-2024 | SGD 7,900 |
| Regression Tree for Portfolio Optimization and Imbalanced Data | Jingyu He - PI |
RGC General Research Fund |
Jan 2023-Dec 2025 |
- |
| Capital Market Opening and Risk Management: Evidence from Mainland-Hong Kong Stock Connect | Guanhao Gavin Feng - PI |
NSFC Young Scientists Fund |
From 1 Jan 2023 |
- |
| Textual Analysis of Corporate Bond Market | Guanhao Gavin Feng - PI | RGC General Research Fund | 2022-2024 | - |
| XBART: A Novel Tree-Based Machine Learning Framework for Regression, Classification and Treatment Effect Estimation | Jingyu He - PI | RGC Early Career Scheme | Jan 2022-Dec 2023 | - |
| Estimation and Inference of Large Dimensional Unobservable Dynamic Uncertainties | Liyuan Cui - PI | RGC General Research Fund | 1 Jan 2022-12 Jun 2025 (completed) | - |
| Understanding Commodity Markets via Return Predictability | Xiao Qiao - PI | RGC Early Career Scheme | From 1 Sep 2022 | - |
| Auditor Labor Market Mobility Constraints and Audit Outcomes: Evidence from Enforceability of Non-Compete Covenants | Stephen Teng Sun - PI | RGC General Research Fund | 1 Jan 2022-2 Jan 2025 (completed) | HKD 259,993 |
| Learning from Experience in the Foreign Exchange Market | Zhengyang Xu - PI | RGC Early Career Scheme | 1 Jan 2022-11 Dec 2025 (completed) | - |
| Elliptical Slice Sampler for Hierarchical Models in Marketing | Jingyu He - PI | CityUHK Start-up Grant | 2021-2023 | - |
| Resilient PPE Supply Chains for Hong Kong Health Systems: Current and Post Covid-19 Pandemic | Yanzhi David Li - Co-PI | RGC Collaborative Research Fund | 1 Mar 2021-20 Oct 2025 (completed) | - |
| Do Investors Extrapolate Earnings Growth? Evidence from China | Weikai Li - PI | ASEAN Business Research Initiative research grant | 2021-2022 | SGD 9,000 |
| A Bayesian Hierarchical Approach in Asset Pricing | Guanhao Gavin Feng - PI | CityUHK Strategic Research Grant | 2020-2022 | - |
| A Mixed Convex Penalized Machine Learning Approach for High-Dimensional Financial Data with its Application on Vast Portfolio Selections | Liyuan Cui - PI | RGC General Research Fund | 1 Jan 2020-13 Jun 2024 (completed) | - |
| Geographic Links and Predictable Returns | Weikai Li - PI | Singapore MOE Tier 1 Academic Research Fund | 2020-2021 | SGD 30,217 |
| The Chinese Stock Splits Puzzle: A Behavioral Signaling Explanation | Weikai Li - PI | ASEAN Business Research Initiative research grant | 2020-2021 | SGD 11,100 |
| Deepseeking Investment Value through Analyst Reports | Weikai Li - PI | HKIMR Open-bid Applied Research Programme | - | USD 15,000 |
| Regular Research Programme award | Weikai Li - PI | Hong Kong Institute for Monetary and Financial Research | - | USD 4,000 |
| ETF Mispricing Comovement | Weikai Li - PI | HKIMR Open-bid Applied Research Programme | - | USD 7,000 |