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 2 4 0 0 11 14
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 0 0 9 79
Total Working Papers 0 0 2 24 0 0 20 93
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 49 0 1 14 224
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 0 6 14 33
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 0 0 7 0 2 8 40
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 0 1 9 0 2 126 185
Credit default swaps and firm risk 0 0 1 4 0 0 10 23
Dark trading and informational efficiency around macroeconomic news arrivals: Evidence from the U.S. Treasury market 0 0 2 2 1 2 11 11
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 0 0 7 55 0 2 35 139
Forecasting earnings with combination of analyst forecasts 0 1 5 16 1 7 29 60
Global risk spillover and the predictability of sovereign CDS spread: International evidence 0 0 2 27 0 0 20 132
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 1 1 32 61
Information, sentiment, and margin trading of Chinese stock market 0 0 1 4 12 15 38 46
Liquidity risk and expected corporate bond returns 0 3 19 677 1 5 41 1,774
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 0 0 3 11 1 5 29 61
Longevity risk and survivor derivative pricing 0 0 0 1 0 0 5 7
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 0 4 18 3 6 32 84
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 0 0 9 198
Predictions of corporate bond excess returns 0 0 2 75 1 2 18 251
Predictive information in corporate bond yields 0 0 3 10 1 2 15 44
Price discovery and persistent arbitrage violations in credit markets 0 0 0 2 0 1 8 23
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 1 2 20 212
Technical indicators and the cross-section of corporate bond returns in a machine learning era 0 0 0 0 1 4 4 4
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 0 1 7 0 0 10 45
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 0 0 1 34 0 0 21 268
The pricing of accruals quality in credit default swap spreads 0 0 0 4 1 1 14 31
The trend premium around the world: Evidence from the stock market 0 0 2 6 1 3 14 28
Volatility and jump risk in option returns 1 1 1 9 2 2 9 46
Total Journal Articles 1 5 56 1,122 28 71 586 4,030
1 registered items for which data could not be found
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Statistics updated 2026-09-10