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 1 1 3 4 2 6 9 11
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 1 6 8 77
Total Working Papers 1 1 3 24 3 12 17 88
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 3 49 1 7 12 218
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 0 3 6 24
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 0 1 7 1 4 7 38
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 0 1 9 1 6 10 69
Credit default swaps and firm risk 0 1 3 4 1 4 12 20
Dark trading and informational efficiency around macroeconomic news arrivals: Evidence from the U.S. Treasury market 0 0 0 0 3 3 3 3
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 0 2 8 53 2 19 32 129
Forecasting earnings with combination of analyst forecasts 1 2 3 14 5 13 17 48
Global risk spillover and the predictability of sovereign CDS spread: International evidence 0 2 2 27 3 13 20 128
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 5 17 19 46
Information, sentiment, and margin trading of Chinese stock market 0 0 3 3 0 4 16 16
Liquidity risk and expected corporate bond returns 3 3 13 668 3 12 40 1,757
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 2 3 3 11 6 15 28 53
Longevity risk and survivor derivative pricing 0 0 1 1 1 5 6 7
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 0 5 17 2 12 23 71
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 2 6 9 197
Predictions of corporate bond excess returns 0 1 1 74 2 10 15 245
Predictive information in corporate bond yields 0 1 6 10 0 7 16 40
Price discovery and persistent arbitrage violations in credit markets 0 0 0 2 2 4 8 20
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 2 10 17 206
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 0 0 6 1 5 8 41
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 1 1 1 34 3 16 20 266
The pricing of accruals quality in credit default swap spreads 0 0 0 4 1 9 10 26
The trend premium around the world: Evidence from the stock market 0 0 3 6 1 2 6 19
Volatility and jump risk in option returns 0 0 0 8 1 2 5 42
Total Journal Articles 7 16 57 1,102 49 208 365 3,729
1 registered items for which data could not be found
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Statistics updated 2026-03-04