Lei Lu, University of Manitoba

Research

Read how they describe their research on their University of Manitoba profile.

Asset Pricing (with heterogeneous agents and frictions)Behavioural Finance International Finance

Latest funding

Can firms reduce their cost of equity capital by responding to the recommendations of the Task Force on Climate-related Financial Disclosures (TCFD)?
SSHRC · 2023 · Co-investigator
$49,373
Are climate risk disclosures in earnings conference calls relevant to analysts?
SSHRC · 2022 · Co-investigator
$29,930
Forward Premium Puzzle, International Stock Returns, and Heterogeneous Beliefs
SSHRC · 2021 · Principal investigator
$48,470

All 4 grants and awards

No publications available.

Can firms reduce their cost of equity capital by responding to the recommendations of the Task Force on Climate-related Financial Disclosures (TCFD)?

Co-investigatorSSHRC2023Insight Development Grant

Principal investigators: Li, Shi

Keywords: empirical asset pricing; environmental disclosure; cost of equity capital; information asymmetry; TCFD; climate-related financial risks

$49,373

Are climate risk disclosures in earnings conference calls relevant to analysts?

Co-investigatorSSHRC2022Insight Development Grant

Principal investigators: Ge, Wenxia

Keywords: climate risk disclosure; analyst forecast; conference calls; information asymmetry

$29,930

Forward Premium Puzzle, International Stock Returns, and Heterogeneous Beliefs

Principal investigatorSSHRC2021Insight Grants

Principal investigators: Lu, Lei

Keywords: heterogeneous beliefs; disagreement; international finance; stock return; spillover effect; foreign exchange rate; forward premium puzzle; interest rate differential; uncovered interest rate parity

$48,470

Forward Premium Puzzle, International Stock Returns, and Heterogeneous Beliefs

Principal investigatorSSHRC2021Insight Grants

Principal investigators: Lu, Lei

Keywords: heterogeneous beliefs; disagreement; international finance; stock return; spillover effect; foreign exchange rate; forward premium puzzle; interest rate differential; uncovered interest rate parity

$23,770

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Mention their SSHRC grant from 2021

Subject: Prospective PhD student: Asset Pricing (with heterogeneous agents and frictions) Dear Professor Lu, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on asset pricing (with heterogeneous agents and frictions) connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your SSHRC-funded project "Forward Premium Puzzle, International Stock Returns, and Heterogeneous Beliefs" (2021), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]