Lei Lu
Lei Lu
Position Associate Professor
Department Accounting & Finance
Office 456 Drake Centre
Phone (204) 474-6289
Fax (204) 474-7545
Email lei.lu@umanitoba.ca

Curriculum vitae »

Research Interests

Asset Pricing (with heterogeneous agents and frictions), Fixed Income

Teaching Interests

Asset Pricing, Investment, Options and Futures

Background

Dr. Lu joined the Asper School of Business in 2016. He holds a PhD in Finance from McGill University and a Master’s Degree in Management from Tianjin University, China. He taught in the Guanghua School of Management at Peking University and School of Finance at Shanghai University of Finance and Economics before joining in the Asper School of Business. Dr. Lu's research interests include asset pricing (with heterogeneous agents and frictions) and fixed income. Dr. Lu presented his works at primary academic conferences and served as ad hoc reviewer for several academic journals and conferences.

Selected Publications

Incentive Contracting under Ambiguity-Aversion (with Qi Liu, Bo Sun), forthcoming Economic Theory


Time-Inconsistent Preferences, Investment and Asset Pricing (with Bo Liu, Congming Mu, Jinqiang Yang), Economics Letters, 2016, Vol. 148: 48-52

Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures (with Jing Chen, Yu-Jane Liu, Ya Tang), Journal of Futures Markets, 2016, Vol. 36: 240-266


Asset Pricing in a Monetary Economy with Heterogeneous Beliefs (with Benjamin Croitoru), Management Science, 2015, Vol. 61: 2203-2219


Asymmetric Information, Illiquidity and Asset Returns: Evidence from China (with Guangchuan Li, Bo Wu, Zhou Zhang), Quantitative Finance, 2014, Vol. 14: 947-957


Asset Pricing and Welfare Analysis with Bounded Rational Investors, Financial Review, 2010, Vol. 45: 485-499