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 8 0 0 6 37
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 0 0 1 67
Total Working Papers 0 0 2 28 0 0 7 104


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 5 43 1 2 18 192
Are there gains from using information over the surface of implied volatilities? 0 0 1 6 0 0 1 16
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 0 0 5 0 0 3 27
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 1 4 6 0 2 6 51
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 0 3 16 27 1 4 29 58
Global risk spillover and the predictability of sovereign CDS spread: International evidence 0 0 0 25 0 2 5 104
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 0 0 0 26
Liquidity risk and expected corporate bond returns 1 6 24 595 3 19 100 1,550
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 0 1 2 5 0 1 10 18
Longevity risk and survivor derivative pricing 0 0 0 23 0 1 2 75
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 1 5 5 1 4 22 22
Modeling the dynamics of Chinese spot interest rates 0 1 1 42 0 2 5 185
Predictions of corporate bond excess returns 0 0 7 68 0 1 21 209
Predictive information in corporate bond yields 0 0 0 0 2 3 5 5
Price discovery and persistent arbitrage violations in credit markets 0 0 1 2 0 0 4 11
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 0 0 0 181
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 0 0 4 0 0 3 28
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 0 0 2 28 0 0 5 234
The pricing of accruals quality in credit default swap spreads 0 0 1 4 1 1 4 14
Volatility and jump risk in option returns 0 0 2 8 0 1 11 29
Total Journal Articles 1 13 71 943 9 43 254 3,035


Statistics updated 2022-11-05