Dr Dalu Zhang

I am a Lecturer in Finance at the University of Leicester. Prior to that I worked in University of Salford Loughborough University and University of East Anglia. I was awarded a PhD in Economics by University of East Anglia.

I am a Financial Economist, Econometrician and Statistician whose research interests lie in Time series analysis, Forecasting, Copula methods, Dependence analysis, Banking regulation, ESG, Sustainable Finance, Environmental Finance . I have published papers in the International Journal of Finance and Economics, International Review of Financial Analysis, Journal of Future Markets, the European Journal of Finance, the Journal of Operational Research Society, International Review of Economics and Finance and the Journal of Banking Regulation.

Yaofei Xu, Dalu Zhang, Zhiyong Li & Shuoxiang Wang (2025). Identifying Stock Option Mispricing at a Large Cross
Section, ABS 3* Journal of Future Markets, 45, pp 1202-1231.

Dieter Gramlich, Meilan Yan & Dalu Zhang (2025). Bank Lending and Policy Interactions – A Comprehensive Assessment for the G20 Countries, ABS 3* International Journal of Finance and Economics, 30 (4), pp 3500-3520.

Meilan Yan, Youwei Li, Athanasios A. Pantelous, Samuel A. Vigne, & Dalu Zhang (2024). "A comparative and conceptual intellectual study of environmental topics in economics and finance." ABS 3* International Review of Financial Analysis, 91, 103023 .

Qin Xiao, Meilan Yan, & Dalu Zhang (2023). "Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach." ABS 3* International Review of Financial Analysis, 89 102743 .

Chris Adcock, Caiwei Ye, Shuxin Yin, & Dalu Zhang (2023). "Are Chinese B-shares dead? An analysis of price limits on AB-shares on the Shanghai and Shenzhen Stock Exchanges." ABS 2* International Review of Economics and Finance, 85, pp 306-315.

Yawen Hudson, Meilan Yan, Dalu Zhang, (2020) Herd behaviour & investor sentiment: Evidence from UK mutual funds, ABS 3* International Review of Financial Analysis, 71, 101494.

Chris Adcock, Caiwei Ye, Shuxing Yin & Dalu Zhang (2019) Price Discovery and Volatility Spillover with Price Limits on Chinese A-Share Market: a Truncated GARCH approach. ABS 3* Journal of the Operational Research Society, 70(10) pp 1709-1719.

Dalu Zhang, Meilan Yan & Andreas Tsopanakis (2018). Financial stress relationships among Euro area countries: an R-vine copula approach. ABS 3* The European Journal of Finance,24(17), pp 1587-1608.

Meilan Yan, Dalu Zhang, Maximilian J. B. Hall & Paul Turner (2017). How Liquid are Banks, Some evidence from the United Kingdom? ABS 2* Journal of Banking Regulation,18(2), pp 163-179.

Dalu Zhang (2014), Vine copulas and applications to the European Union sovereign debt analysis, ABS 3* International Review of Financial Analysis,36, pp 46-56.

I am happy to take students around topics on Copula methods, Financial markets Volatility modelling, Time series analysis, Machine learning and Environmental Finance, ESG related topics and Sustainable Finance .

AF3008 Quantitative Finance

AF3020 Research Project

Meilan Yan, Dalu Zhang, David T Llewellyn (2026) “Will AI really make banking better for customers?”, The Conversation.

Meilan Yan, Dalu Zhang (2026) “Trump claims his pollution rollback will save Americans money – but climate change
is raising household costs”, The Conversation.

Meilan Yan, Dalu Zhang, Neil Gunn (2026) “How the UK is keeping flood insurance affordable – until 2039”. The
Conversation.

SFHEA, PhD, MSc