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 0 1 0 0 0 2
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 0 0 1 69
Total Working Papers 0 0 0 21 0 0 1 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 1 2 47 0 1 6 207
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 0 1 6 0 0 3 31
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 0 1 8 0 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 0 3 8 46 1 6 16 100
Forecasting earnings with combination of analyst forecasts 0 0 2 11 0 0 6 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 1 1 14 656 5 6 44 1,722
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 0 0 0 8 0 2 3 26
Longevity risk and survivor derivative pricing 0 0 0 0 0 1 1 1
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 1 4 12 0 1 11 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 4 231
Predictive information in corporate bond yields 0 1 1 5 1 2 4 26
Price discovery and persistent arbitrage violations in credit markets 0 0 0 2 1 2 3 14
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 1 2 5 190
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 2 33 0 0 5 246
The pricing of accruals quality in credit default swap spreads 0 0 0 4 0 1 1 17
The trend premium around the world: Evidence from the stock market 0 0 1 3 0 0 5 13
Volatility and jump risk in option returns 0 0 0 8 0 0 3 37
Total Journal Articles 1 7 37 1,049 9 26 129 3,381
1 registered items for which data could not be found
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Statistics updated 2025-05-12