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 3 4 0 2 12 14
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 0 2 10 79
Total Working Papers 0 0 3 24 0 4 22 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 2 49 1 4 15 224
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 6 9 15 33
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 0 1 7 1 1 8 39
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 0 1 9 1 111 125 184
Credit default swaps and firm risk 0 0 3 4 0 1 14 23
Dark trading and informational efficiency around macroeconomic news arrivals: Evidence from the U.S. Treasury market 0 2 2 2 1 5 10 10
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 0 2 8 55 0 7 36 137
Forecasting earnings with combination of analyst forecasts 0 1 4 15 3 8 25 56
Global risk spillover and the predictability of sovereign CDS spread: International evidence 0 0 2 27 0 4 23 132
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 0 11 33 60
Information, sentiment, and margin trading of Chinese stock market 0 0 3 4 2 11 29 33
Liquidity risk and expected corporate bond returns 1 4 18 675 1 9 42 1,770
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 0 0 3 11 2 5 27 58
Longevity risk and survivor derivative pricing 0 0 1 1 0 0 6 7
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 1 4 18 2 5 28 80
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 0 1 9 198
Predictions of corporate bond excess returns 0 0 2 75 0 1 18 249
Predictive information in corporate bond yields 0 0 3 10 1 3 15 43
Price discovery and persistent arbitrage violations in credit markets 0 0 0 2 0 2 8 22
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 1 4 20 211
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 0 1 7 0 3 11 45
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 0 0 1 34 0 1 22 268
The pricing of accruals quality in credit default swap spreads 0 0 0 4 0 3 13 30
The trend premium around the world: Evidence from the stock market 0 0 2 6 1 5 12 26
Volatility and jump risk in option returns 0 0 0 8 0 1 7 44
Total Journal Articles 1 10 61 1,118 23 215 571 3,982
1 registered items for which data could not be found
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Statistics updated 2026-07-10