Save this page
Save this page

My Saved Pages

  • Saved page.

My Saved Courses

  • Saved page.
Reset

Recently visited

  • Saved page.

Dr Leilei Tang

Senior Lecturer

Accounting and Finance

Personal statement

I previously held academic appointments at the University of Southampton and at CASS Business School. After finishing my PhD at the University of Southampton in 2001, I spent one and half years doing research on wagering markets and another two years on a credit scoring project with Scottish Widows funded by EPSRC. I also spent one year doing research on bank risk management at CASS from 2004 to 2005.

Publications

Hedge fund incentives, management commitment and survivorship
Qiu Judy, Tang Leilei, Walter Ingo
Financial Markets and Portfolio Management, (2018)
http://dx.doi.org/10.1007/s11408-018-0309-4
Time is money : costing the impact of duration misperception in market prices
Ma Tiejun, Tang Leilei, McGroarty Frank, Sung Ming Chien, Johnson Johnnie E V
European Journal of Operational Research, (2016)
http://dx.doi.org/10.1016/j.ejor.2016.04.044
Assessing the impact of derived behaviour information on customer attrition in the financial service industry
Tang Leilei, Thomas Lyn, Fletcher Mary H, Pan Jiazhu, Marshall Andrew
European Journal of Operational Research Vol 236, pp. 624-633, (2014)
http://dx.doi.org/10.1016/j.ejor.2014.01.004
Impact of news announcements on the foreign exchange implied volatility
Marshall Andrew, Musyev T, Pinto Helena, Tang Leilei
Journal of International Financial Markets Institutions and Money Vol 22, pp. 719-737, (2012)
http://dx.doi.org/10.1016/j.intfin.2012.04.006
The explanatory power of trading volume and insider activity in a pari-mutuel betting market
Bruce Alistair, Johnson Johnnie , Tang Leilei
European Journal of Finance Vol 17, pp. 197-216, (2011)
http://dx.doi.org/10.1080/1351847X.2010.481468
Assessing the impact of heteroskedasticity for evaluating hedge fund performance
Marshall Andrew, Tang Leilei
International Review of Financial Analysis Vol 20, pp. 12-19, (2011)
http://dx.doi.org/10.1016/j.irfa.2010.11.003

more publications

Research interests

My research is in three main areas:

  • financial econometrics
  • credit scoring
  • decision-making in markets for state contingent claims

Projects

KTP - BIP Solutions
Andriosopoulos, Dimitris (Principal Investigator) Hillier, David (Co-investigator) Paudyal, Krishna (Co-investigator) Tang, Leilei (Co-investigator)
Period 25-Jan-2016 - 24-Apr-2018

more projects