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 1 3 4 0 3 10 12
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 1 2 9 78
Total Working Papers 0 1 3 24 1 5 19 90
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 2 49 2 5 15 222
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 1 1 7 25
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 0 1 7 0 1 7 38
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 0 1 9 10 15 24 83
Credit default swaps and firm risk 0 0 3 4 1 4 15 23
Dark trading and informational efficiency around macroeconomic news arrivals: Evidence from the U.S. Treasury market 0 0 0 0 1 6 6 6
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 1 1 8 54 5 8 35 135
Forecasting earnings with combination of analyst forecasts 0 1 3 14 3 8 20 51
Global risk spillover and the predictability of sovereign CDS spread: International evidence 0 0 2 27 3 6 23 131
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 3 11 25 52
Information, sentiment, and margin trading of Chinese stock market 0 1 3 4 4 10 24 26
Liquidity risk and expected corporate bond returns 0 6 15 671 5 12 44 1,766
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 0 2 3 11 3 9 30 56
Longevity risk and survivor derivative pricing 0 0 1 1 0 1 6 7
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 1 1 6 18 3 9 30 78
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 1 3 10 198
Predictions of corporate bond excess returns 0 1 2 75 1 6 18 249
Predictive information in corporate bond yields 0 0 5 10 2 2 16 42
Price discovery and persistent arbitrage violations in credit markets 0 0 0 2 2 4 8 22
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 2 5 19 209
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 1 1 7 3 5 12 45
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 0 1 1 34 1 5 22 268
The pricing of accruals quality in credit default swap spreads 0 0 0 4 3 5 13 30
The trend premium around the world: Evidence from the stock market 0 0 3 6 4 7 12 25
Volatility and jump risk in option returns 0 0 0 8 1 3 7 44
Total Journal Articles 2 15 60 1,110 64 151 448 3,831
1 registered items for which data could not be found
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Statistics updated 2026-05-06