معرفی
Lei Shi is a Senior Lecturer in the Department of Applied Finance at Macquarie University. She holds a PhD in Finance from the University of Technology Sydney, awarded on 10 November 2010. Her research focuses on asset pricing, heterogeneous beliefs, and behavioral finance, with applications to market microstructure and computational finance.
Education:
- PhD in Finance, University of Technology Sydney (2010)
Lei's work explores the implications of investor heterogeneity, social interaction, and market constraints on asset pricing and market stability. She has contributed to understanding volatility clustering, momentum effects, and sentiment dynamics in financial markets.
Recent research trends emphasize agent-based modeling and big-data analytics to simulate market liquidity crashes and forecast returns. Her projects include collaborations with scholars such as Xue-Zhong He and Lin Gao.
Scientific Awards:
- Scopus h-index of 53
Lei's affiliations include the Quantitative Finance Research Centre (QFRC) at Macquarie University, where she contributes to interdisciplinary studies linking finance, economics, and computational methods.
