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 2 5 0 3 6 29
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 3 8 13 54
Total Working Papers 0 1 2 25 3 11 19 83


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 6 34 2 5 19 165
Are there gains from using information over the surface of implied volatilities? 0 0 0 4 0 0 1 13
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 0 2 3 1 1 8 13
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 0 2 2 2 4 37 37
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 0 2 2 2 2 7 8 8
Global risk spillover and the predictability of sovereign CDS spread: International evidence 1 1 3 22 5 5 14 91
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 0 0 1 23
Liquidity risk and expected corporate bond returns 3 8 44 543 6 27 122 1,334
Longevity risk and survivor derivative pricing 0 0 1 23 0 2 5 72
Modeling the dynamics of Chinese spot interest rates 0 0 2 40 0 0 5 176
Predictions of corporate bond excess returns 0 1 4 49 0 4 13 168
Price discovery and persistent arbitrage violations in credit markets 0 1 1 1 0 2 4 4
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 41 0 1 6 177
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 1 2 4 1 3 12 20
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 0 0 2 23 0 0 7 217
The pricing of accruals quality in credit default swap spreads 0 1 1 1 1 2 2 2
Volatility and jump risk in option returns 1 1 1 1 2 4 4 4
Total Journal Articles 5 16 73 798 22 67 268 2,524


Statistics updated 2021-01-03