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Cheng Lyu

Cheng Lyu

Senior Associate

Cheng Lyu focuses on research and solutions related to the China market. Prior to MSCI, she worked as a sell-side research analyst at Huatai Securities and UBS Securities, providing investment advice to institutional investors on China market strategy and the financial and fintech sectors.  Cheng holds a master’s degree in finance from the University of Maryland, College Park.

Research and Insights

Articles by Cheng Lyu

    Micro-Cap Crowding and Liquidity Crunch in China Quant Funds

     2 mins read Quick Take | Mar 6, 2024 | Cheng Lyu, Zhen Wei

    Since early January, several forces, including leverage and crowded longs in small- and micro-cap stocks, have contributed to a mini liquidity crisis among some quantitative mutual and hedge funds in China.

    Mediating High Outflows in China’s Stock Connect

     2 mins read Quick Take | Jan 22, 2024 | Cheng Lyu, Zhen Wei

    Northbound outflows set a record in the last five months of 2023, primarily exiting the financial, consumer-staples, industrial, materials and information-technology sectors.