Li, Mengling

Assistant Professor

PhD, CFA,


Phone:

Email:menglingli [at] xmu.edu.cn

Office:B511(A)

Homepage:http://menglingli.weebly.com/

Biography Research Papers Research Projects

 

Working Experience

Assistant Professor at School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, 2015-


Education

Ph.D. in Mathematics, Nanyang Technological University, 2015

B.Sc. in Mathematics & Economics, First Class Honors, Nanyang Technological University, 2011

 

Research Interests

Game Theory (Market Design, Matching); Financial Economics (Behavioral Finance)

 

Teaching Experience

Game Theory                                    2016-2017 Spring

Financial Mathematics                      2016-2017 Spring

Computational Economics                2012-2014 Fall

Algorithms and Computing               2014 Spring

 

Journal Articles

1. Heterogeneous Trading and Complex Price Dynamics (with Huanhuan Zheng), 2017. Journal of Economic Interaction and Coordination, 12(2): 437-442.

2. Public and Private Housing Markets Dynamics in Singapore: The Role of Fundamentals (with Wai-Mun Chia and Yang Tang), 2017. Journal of Housing Economics, 36: 44-61.

3. Behavioral Heterogeneity in the Australian Housing Market (with Wai-Mun Chia and Huanhuan Zheng), 2017. Applied Economics, 49(9): 872-885.

4. The Stock-Bond Comovements and Cross-Market Trading (with Huanhuan Zheng, Terence Tai Leung Chong and Yang Zhang), 2016Journal of Economic Dynamics and Control, 73: 417-438.

5. Modelling Dependence Structures among International Stock Markets: Evidence from Hierarchical Archimedean Copulas (with Xiaojing Cai, Shigeyuki Hamori and Lu Yang), 2015. Economic Modelling, 51: 308–314.

6. Foreign Interest Rate Shock and Exchange Rate Regimes in East Asia (with Wai-Mun Chia and Yang Zhang), 2014. Applied Economics, 46 (21): 2488-2501.

7. Exogenous Shocks and Exchange Rate Regimes (with Tianyin Cheng and Wai-Mun Chia), 2012. World Economy, 35 (4): 444-460.

 

Book Chapters

1. Matching Market Equilibrium Algorithms (with Ning Chen), 2016. In Encyclopedia of Algorithms (2nd Edition), Ming-Yang Kao (Ed.), Springer Reference, 1199-1203.

2. Regime Switching Models in the Foreign Exchange Market (with Wai-Mun Chia and Huanhuan Zheng), 2014. In Nonlinear Economic Dynamics and Financial Modelling, Roberto Dieci, Xue-Zhong He and Cars Hommes (Eds.), Springer, 201-224.

 

Other Writings

1. Stable Matching Algorithms and Variants (with Ning Chen), 2013. Communications of China Computer Federation, Vol. 92, Issue 10, pp 15-17. (In Chinese) 稳定匹配算法的研究和演变,中国计算机学会通讯,第九卷,第10期,201310

2. Malaysian Economic Outlook for the Years 2012 and 2013 (with Wai-Mun Chia), 2012. In Regional Outlook: Southeast Asia 2012-2013, Michael J. Montesano and Lee Poh Onn (Eds.), Institute of Southeast Asian Studies, pp 145-157. 

 

 Research Grants

National Natural Science Foundation of China (NSFC) Young Scholar Research Grant, 2018/01-2020/12

Ministry of Education of China Young Scholar Research Grant, 2017/07-2020/06