City Research Online - Items where City Author is "Sun, Chuanping"

Items where City Author is "Sun, Chuanping"

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Number of items: 4.

Article

Medeiros, M. C. & Sun, C. ORCID: 0000-0003-4081-2815 (2026). A sorted penalty estimator: Inference for a correlation-robust shrinkage method. Journal of Econometrics, 255, article number 106216. doi: 10.1016/j.jeconom.2026.106216

Sun, C. ORCID: 0000-0003-4081-2815 (2025). A correlation-robust shrinkage estimator: Oracle inequality and an application on out-of-sample factor selection. Economics Letters, 255, article number 112480. doi: 10.1016/j.econlet.2025.112480

Sun, C. ORCID: 0000-0003-4081-2815 (2024). Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach. Journal of Empirical Finance, 77, article number 101497. doi: 10.1016/j.jempfin.2024.101497

Kazuhiro, H. & Sun, C. (2022). A Toolkit for Exploiting Contemporaneous Stock Correlations. Journal of Empirical Finance, 65, pp. 99-124. doi: 10.1016/j.jempfin.2021.11.003

This list was generated on Wed May 13 14:41:23 2026 UTC.