Lei Zhao is an Associate Professor in Finance at ESCP Business School, where he teaches postgraduate courses in Portfolio Management, Derivatives, and Corporate Finance. He holds a PhD in Finance from the ICMA Center, University of Reading. Lei is a CFA® charterholder and a member of the CFA society France. Prior to joining ESCP Europe in 2015, he was a teaching assistant at the University of Reading. He also worked for a commercial bank and an annuity trustee company in China. 

Lei has an active research interest in banking, empirical asset pricing and empirical corporate finance. He has published his research in leading academic journals, including the Journal of Financial and Quantitative Analysis, Journal of Economic Behavior and Organization, and Journal of International Money and Finance. His research has attracted funding from the British Academy. He has presented his work at internationally recognized academic conferences, such as the meetings of the Financial Management Association (FMA) and Paris December Finance Meetings.

Lei's work on implicit government guarantees was shortlisted for the “leke van den Burg Prize” awarded by the ESRB Advisory Scientific Committee in 2015. His research paper on storage costs in the crude oil market won the best paper award at the annual conference of the Commodity and Energy Markets Association (2023). He won the best pitch award at the 2024 FMA European Conference. Lei collected the 2019 ESCP Teaching Award.

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7 publications

Academic Articles

2023

CAO, J., M. O. RIEGER, L. ZHAO

Safety first, loss probability, and the cross section of expected stock returns

JOURNAL OF ECONOMIC BEHAVIOR AND ORGANIZATION, 211, 345-369

Academic Articles

2023

NORDEN, L., C. YIN, L. ZHAO

Credit Default Swaps and Firm Cyclicality

JFQA JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

Academic Articles

2020

OIKONOMOU, I., C. YIN, L. ZHAO

Investment horizon and corporate social performance: the virtuous circle of long-term institutional ownership and responsible firm conduct

EUROPEAN JOURNAL OF FINANCE (THE), 26(1), 14-40

Academic Articles

2018

ZHAO, L.

Market-based estimates of implicit government guarantees in European financial institutions

EUROPEAN FINANCIAL MANAGEMENT, 24, Issue 1, 79-112

Academic Articles

2018

VAROTTO, S., L. ZHAO

Systemic risk and bank size

JOURNAL OF INTERNATIONAL MONEY AND FINANCE, Vol. 82, pp. 45-70

Academic Articles

2018

ZHAO, L., H. CHI, W. ZHOU, Y. JIANG

Online Retailing Channel Addition: Risk Alleviation or Risk Maker?

PROCEEDINGS OF THE HAWAII INTERNATIONAL CONFERENCE ON SYSTEM SCIENCES (HICSS)

Conference Presentations

2015

ZHAO, L.

Credit Risk “Beta”: an analysis of the systematic component of bank default risk

EUROFIDAI - AFFI