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 1 2 2 3 1 2 2 4
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 1 2 3 71
Total Working Papers 1 2 2 23 2 4 5 75
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 1 2 48 0 1 6 210
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 0 1 1 19
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 1 2 7 0 1 3 32
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 0 1 8 0 0 2 59
Credit default swaps and firm risk 0 2 2 3 0 4 5 13
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 1 2 7 49 1 4 15 105
Forecasting earnings with combination of analyst forecasts 0 0 0 11 1 1 2 32
Global risk spillover and the predictability of sovereign CDS spread: International evidence 0 0 0 25 0 3 4 112
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 0 2 2 29
Information, sentiment, and margin trading of Chinese stock market 0 2 3 3 1 5 9 9
Liquidity risk and expected corporate bond returns 3 4 8 661 4 9 33 1,737
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 0 0 0 8 0 1 8 32
Longevity risk and survivor derivative pricing 0 1 1 1 0 1 2 2
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 0 3 14 0 0 9 52
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 0 0 1 189
Predictions of corporate bond excess returns 0 0 0 73 0 2 4 233
Predictive information in corporate bond yields 0 0 3 7 0 1 7 29
Price discovery and persistent arbitrage violations in credit markets 0 0 0 2 1 2 5 16
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 0 1 5 192
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 0 0 6 0 1 3 35
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 0 0 1 33 0 1 5 247
The pricing of accruals quality in credit default swap spreads 0 0 0 4 0 0 1 17
The trend premium around the world: Evidence from the stock market 0 0 2 4 0 0 4 14
Volatility and jump risk in option returns 0 0 0 8 1 1 3 38
Total Journal Articles 4 13 35 1,070 9 42 139 3,453
1 registered items for which data could not be found
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Statistics updated 2025-10-06