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Author

Cunfei Liao

ORCID: 0000-0003-0437-4619
Observed ORCID: 0000-0003-0437-4619
OpenAlex ID: A5073834893
Climate risk exposure and the cross-section of Chinese stock returns
2023 · Yaojie Zhang, Mengxi He, et al. · Finance research letters · 39
Aggregate liquidity premium and cross-sectional returns: Evidence from China
2021 · Cunfei Liao, Qianlin Luo, et al. · Economic Modelling · 16
Factor Momentum in the Chinese Stock Market
2021 · Tian Ma, Cunfei Liao, et al. · Journal of Empirical Finance · 16
Timing the Factor Zoo via Deep Learning: Evidence from China
2022 · Tian Ma, Cunfei Liao, et al. · Accounting and Finance · 11
Smart Money or Chasing Stars: Evidence from Northbound Trading in China
2021 · Cunfei Liao, Guohao Tang, et al. · International Journal of Finance & Economics · 8
Weather Sentiment Index and Stock Return Predictability: Evidence from China
2023 · Tian Ma, Cunfei Liao, et al. · Emerging Markets Finance and Trade · 7
From fundamental signals to stock volatility: A machine learning approach
2024 · Cunfei Liao, Tian Ma · Pacific-Basin Finance Journal · 5
Intangible Assets Aligned: In Search of Return Predictability
2020 · Cunfei Liao, Fuwei Jiang, et al. · SSRN Electronic Journal · 4
Weather Sentiment and Stock Returns. Evidence from China
2022 · Tian Ma, Cunfei Liao, et al. · SSRN Electronic Journal · 1
Macroeconomic Announcement and Machine Learning for Asset Pricing
2024 · Cunfei Liao, Tian Ma, et al. · SSRN Electronic Journal
Global, Developed and Emerging Stock Market: Which Characteristic Matters?
2023 · Tian Ma, Cunfei Liao, et al. · Emerging Markets Finance and Trade
Macro Tail Risk and Market Risk Premium
2022 · Jian Chen, Cunfei Liao, et al. · SSRN Electronic Journal
Volatility Forecasting with Fundamental Risk via Machine Learning
2021 · Tian Ma, Cunfei Liao · SSRN Electronic Journal
Works count: 13
Citation count: 107
H-index: 6
I10-index: 4
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