Access Statistics for Hai Lin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting the Term Structure of Implied Volatilities 0 0 1 1 0 0 1 2
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 0 1 1 69
Total Working Papers 0 0 1 21 0 1 2 71
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are corporate bond market returns predictable? 0 0 1 46 0 1 7 206
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 0 0 1 18
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 1 1 6 0 1 3 31
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 0 1 8 1 1 3 59
Credit default swaps and firm risk 0 0 0 1 0 0 2 8
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 2 2 9 45 3 4 19 97
Forecasting earnings with combination of analyst forecasts 0 0 2 11 0 1 7 31
Global risk spillover and the predictability of sovereign CDS spread: International evidence 0 0 0 25 0 0 0 108
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 0 0 0 27
Liquidity risk and expected corporate bond returns 0 1 18 655 1 8 49 1,717
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 0 0 0 8 1 1 2 25
Longevity risk and survivor derivative pricing 0 0 0 0 1 1 1 1
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 1 1 4 12 1 2 12 48
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 0 0 2 188
Predictions of corporate bond excess returns 0 0 1 73 0 1 4 230
Predictive information in corporate bond yields 0 0 0 4 0 1 2 24
Price discovery and persistent arbitrage violations in credit markets 0 0 0 2 0 1 1 12
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 1 1 5 189
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 0 0 6 0 0 1 33
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 0 0 3 33 0 3 8 246
The pricing of accruals quality in credit default swap spreads 0 0 0 4 0 0 0 16
The trend premium around the world: Evidence from the stock market 0 0 1 3 0 1 7 13
Volatility and jump risk in option returns 0 0 0 8 0 1 4 37
Total Journal Articles 3 5 41 1,045 9 29 140 3,364
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03