Items where City Author is "Sun, Chuanping"
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Article
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