孟磊 - 华东理工大学

个人简介

教授课程 BSc: Financial Markets MSc: Trading and Exchanges MBA: International Investment and Multinational Enterprise Management Education: 09/2003-09/2007 University of Wales, Aberystwyth, PhD in Finance 10/2002-09/2003 University of Southampton, MSc in International Banking & Financial Studies 09/1998-06/2002 Hunan University, BSc in Economics Work Experience: 06/2011 – Present Associate Professor of Finance, School of Business, East China University of Science and Technology, Shanghai, China 07/211 – 08/2011 Visiting professor at Kazakhstan Institute of Management, Economics and Strategic Research, Almaty, Kazakhstan 09/2007 – 06/2011 Assistant Professor of Finance at IESEG School of Management, Lille, France 04/2010 – 06/2010 Visiting professor at Union College, Schenectady, USA 07/2009 Visiting professor at Institute of Management Technology, India 09/2004 – 09/2007 Part-time teaching and research assistant in University of Wales, UK 研究项目 1.离岸人民币债券市场流动性的实证研究,国家自然科学基金青年项目，项目号71301052，项目主持人 2.离岸人民币市场流动性与金融稳定，上海市教育委员会科研创新重点项目，项目号14ZS061，项目主持人

研究领域

Fixed income and derivatives markets; Market microstructure; Carbon Finance; Islamic Finance

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Zhichao Yin, Lei Meng, and Yezhou Sha (2020). "Determinants of Agriculture-related Loan Default: Evidence From China". Bulletin of Monetary Economics and Banking, Special Issue, 129-150. Yong Mai, Lei Meng and Zhiqiang Ye (2017). “Regional variation in the capital structure adjustment speed of listed firms: Evidence from China”. Economic Modelling, 64, 288-294. Lei Meng, Mengjiao Huang and Jianguo Liu (2015). “Jumps and the Impact of Information Shocks in Offshore RMB Bond”. Journal of East China University of Science & Technology, 2015 (4), 55-65. Yong Mai, Huan Chen and Lei Meng (2014). “An analysis of the sectorial influence of CSI300 stocks within the directed network”. Physica A, 396, 235–241. Lei Meng, Thanos Verousis and Owain ap Gwilym (2013). “A substitution effect between price clustering and size clustering in credit default swaps”. Journal of International Financial Markets, Institution and Money, 24(1), 139-152. Renaud Beaupain, Lei Meng and Marie Marticou (2011). "Grass-root stock market investment and long-term commonality in liquidity: Evidence from the Shanghai Stock Exchange", Contemporary Studies in Economics and Financial Analysis: The Impact of the Global Financial Crisis on Emerging Financial Markets, Emerald. Renaud Beaupain, Lei Meng and Romain Belair (2010) "The impact of volatility on the implementation of the Relative Strength Index: Evidence from the Shanghai Stock Exchange". Insurance Markets and Companies: Analyses and Actuarial Computations, 1(3): 73-78. Owain ap Gwilym and Lei Meng (2010). “Size clustering in the FTSE100 index futures market”. Journal of Futures Markets, 30(5), 432-443. Lei Meng, Owain ap Gwilym and Jose Varas (2009) “Volatility transmission between the CDS, equity and bond markets”. Journal of Fixed Income, 18(3): 33-46. Lei Meng and Owain ap Gwilym (2008). “The determinants of CDS bid-ask spreads”. Journal of Derivatives, 16(1): 70-80. Lei Meng and Owain ap Gwilym (2007). "The characteristics and evolution of credit default swap trading". Journal of Derivatives & Hedge Funds, 13(3): 186-198. Lei Meng and Owain ap Gwilym (2005). “Credit Default Swaps: Theory and Empirical Evidence”. Journal of Fixed Income, 14(4): 17-28.

学术兼职

Chinese Economist Society Shanghai Overseas Returned Scholars Association