教师主页
孟磊 副教授
性别 男 Office Hour
职务 院长助理、金融学系副主任 时间 周二下午14:00-16:00
所属部门 金融学系 地点 1610
学科领域 金融
电子邮箱 leimeng@ecust.edu.cn


教授课程
简历/背景
研究方向
研究项目
研究成果
获奖信息
社会活动



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

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

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.

Chinese Economist Society
Shanghai Overseas Returned Scholars Association