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 3 1 5 7 9
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 5 5 7 76
Total Working Papers 0 0 2 23 6 10 14 85
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 4 6 11 217
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 2 4 6 24
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 0 1 7 1 5 6 37
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 1 1 9 5 7 10 68
Credit default swaps and firm risk 0 1 3 4 2 6 11 19
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 1 3 10 53 11 19 33 127
Forecasting earnings with combination of analyst forecasts 1 1 2 13 5 9 12 43
Global risk spillover and the predictability of sovereign CDS spread: International evidence 2 2 2 27 9 12 17 125
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 12 12 14 41
Information, sentiment, and margin trading of Chinese stock market 0 0 3 3 3 5 16 16
Liquidity risk and expected corporate bond returns 0 3 10 665 6 15 38 1,754
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 1 1 1 9 6 11 23 47
Longevity risk and survivor derivative pricing 0 0 1 1 4 4 6 6
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 2 6 17 8 14 22 69
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 4 6 7 195
Predictions of corporate bond excess returns 1 1 1 74 6 9 13 243
Predictive information in corporate bond yields 1 1 6 10 6 8 16 40
Price discovery and persistent arbitrage violations in credit markets 0 0 0 2 2 2 6 18
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 5 10 16 204
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 0 0 6 4 5 7 40
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 0 0 0 33 13 16 17 263
The pricing of accruals quality in credit default swap spreads 0 0 0 4 6 8 9 25
The trend premium around the world: Evidence from the stock market 0 1 3 6 0 2 5 18
Volatility and jump risk in option returns 0 0 0 8 1 2 4 41
Total Journal Articles 7 17 53 1,095 125 197 325 3,680
1 registered items for which data could not be found
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Statistics updated 2026-02-12