Research Interest
Research Interest
My research is mainly focused on Banking and Financial Intermediation; Credit Lines; Monetary Policy Transmission; Corporate Finance; Financial Stability; Market Microstructure; Empirical Finance.
My studies also focus on interdisciplinary topic, such as the combination of signal processing and asset pricing.
Conferences
Publications
Cerrato, M., Ramian, H., and Mei, S. (2026). “The Liquidity Sprint: Short-Term Cash Needs and Access to Credit.” European Financial Management (Forthcoming).
Cerrato, M., Mei, S., and Wang, T. (2026). “The Dark Side of FX Volume: Evidence from Large Dealer Banks.” Working Paper. Presented at EFMA (2025), RES (2025). Under review at Review of Financial Studies.
Cerrato, M. and Mei, S. (2026). “Quantitative Easing, Banks’ Debt Overhang Costs, and Credit Line Pricing.” Working Paper. Presented at IFABS (2025), EFMA (2024). Under review at Journal of Financial and Quantitative Analysis.
Working Papers
Cerrato, M. and Mei, S. (2025). “Bank Capital Structure, Valuation Adjustments, and Market Liquidity.” Policy Note.
Cerrato, M., Mei, S., and Ramian, H. (2024). “European Firms, Panic Borrowing, and Credit Line Drawdowns.” Working Paper.
Mei, S. and Gao, H. (2020). “The Time Function of Stock Prices.” Working Paper.