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 Marketing and Tourism fields. Just for fun and switch my mind from Finance to other topics.

Conferences

The 4th Frontiers of Factor Investing, Lancaster University Management School.

European Financial Management Association (EFMA) 2024 Annual Meeting.

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. and Mei, S. (2026). “Bank Capacity and the Pricing of Corporate Liquidity Insurance.” Under Review.

Cerrato, M. and Mei, S. (2025). “Bank Capital Structure, Valuation Adjustments, and Market Liquidity.” Policy Note. Under Review.

Liu, H., Mei, S., and Anker, T. (2026). “Attributions of Authorship: A Conceptual Framework for AI-Mediated Personal Brand Authenticity in Human–AI Co-Creative Practice.” Under Review.

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).

Cerrato, M. and Mei, S. (2026). “Quantitative Easing, Banks’ Debt Overhang Costs, and Credit Line Pricing.” Working Paper. Presented at IFABS (2025), EFMA (2024). 

Working Papers