Lei Zhou

1. Call Protection, Financial Flexibility, and Debt Maturity Decisions 

(An earlier version under the title "Hunting for Short-term Bonds via Flexibility: Call Policy from the Perspective of Debt Maturity Decision in the Corporate Bond Market")

Lei Zhou, Liang-Chih Liu, Tian-Shyr Dai, and Kevin Tseng

• WFA 2023 Annual Meeting 

• FMA 2023 Annual Meeting (Best Paper Award - Semi-finalist)

2. Decoding the Structure of Call Provision Terms in Corporate Bonds: From Issuers’ to Investors’ Perspectives

Lei Zhou and Liang-Chih Liu

• FMA 2024 Annual Meeting 

3. Innovation Value Discrepancy and Its Role in Shaping Firms' Short-Term Gains and Sustainable Growth

Lei Zhou, Ying Chen, Wenhan Gao, and SyBor Wang

• 2025 INFORMS International Meeting

4. Corporate Bond Recovery Rate and Debt Structure Composition

Lei Zhou and Ying Chen

• FMA 2025 Annual Meeting 

5. Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions

Ying Chen, Paul Griffin, Paolo Recchia, Lei Zhou and Hongrui Zhang

1. Liang-Chih Liu, Tian-Shyr Dai, and Lei Zhou, “On the Design of Bail-in-able Bonds from the Perspective of Non-Financial Firms,” International Review of Economics & Finance 89 (2024): 1136-1155.

• EFMA 2022, TFA 2019, SFM 2019

2. Liu, Liang-Chih, Tian-Shyr Dai, Hao-Han Chang, and Lei Zhou. "A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes." Quantitative Finance 22, no. 11 (2022): 2021-2045.

3. Liu, Liang-Chih, Tian-Shyr Dai, Lei Zhou, and Hao-Han Chang. "Analyzing interactive call, default, and conversion policies for corporate bonds." Journal of Futures Markets 42, no. 8 (2022): 1597-1638.

• AFFI 2021, SFM 2020, FMA2019, EFMA 2019, FMA Europe 2019

4. Wang, Jr-Yan, Chuan-Ju Wang, Tian-Shyr Dai, Tzu-Chun Chen, Liang-Chih Liu, and Lei Zhou. "Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Poly-nomial and Barrier Options." Mathematical Problems in Engineering 2022 (2022).