ACADEMIC EXPERIENCE

Ÿ Associate Professor,Department ofMathematical Economics & Finance, Economics and Management School ofWuhan University,Dec 2016–Present

Ÿ Assistant Professor,Department ofMathematical Economics & Finance, Economics and Management School ofWuhan University,July 2014 –Nov 2016

Ÿ Research Fellow, Singapore Management University, May 2013-May 2014

TEACHING COURSES

Ÿ Probability (undergraduate, 54)，Mathematical Statistics (undergraduate, 54)，Advanced Probability (Graduate, 36),Advanced Financial Econometrics (Graduate, 36)

RESEARCH AREAS

Ÿ High Frequency Data Analysis,Missing Data Analysis,Financial Econometrics and Asset Pricing,Treatment Effect

PUBLICATIONS

Journal Papers (International)

Ÿ Kong Xin-Bing andLiu Cheng, 2018.“Testing Against Constant Factor Loading Matrix With Large Panel High-Frequency Data”,Journal ofEconometrics, forthcoming.

Ÿ Liu Cheng and Tang Chengyong, 2014.“A Quasi-Maximum Likelihood Approach for Integrated Covariance Matrix Estimation with High Frequency Data”,Journal ofEconometrics, Vol. 180, pp.217-232.

Ÿ Liu Cheng and Tang Chengyong, 2013.“A State Space Model Approach for Integrated Covariance Matrix Estimation with High Frequency Data”,Statistics and Its Interface, Vol.6, pp.463-475.

Working Papers

Ÿ Liu Cheng and Sun, Yixiao.“Simple and Trustworthy Asymptotic t Tests in Difference-in-Difference Regressions.’’ Revision requested byJournal ofEconometrics

MEMBERSHIPS, CERTIFICATIONS

Ÿ Member ofInstitute of Mathematical Statistics

Ÿ Member of The Econometric Society