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 1 2 3 1 2 3 5
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 0 1 3 71
Total Working Papers 0 1 2 23 1 3 6 76
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 1 3 49 0 1 6 211
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 1 2 3 21
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 0 2 7 2 2 4 34
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 1 1 1 9 2 4 5 63
Credit default swaps and firm risk 0 0 2 3 3 3 8 16
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 1 3 8 51 2 6 17 110
Forecasting earnings with combination of analyst forecasts 0 1 1 12 1 4 5 35
Global risk spillover and the predictability of sovereign CDS spread: International evidence 0 0 0 25 2 3 7 115
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 0 0 2 29
Information, sentiment, and margin trading of Chinese stock market 0 0 3 3 1 4 12 12
Liquidity risk and expected corporate bond returns 3 7 11 665 6 12 36 1,745
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 0 0 0 8 2 6 14 38
Longevity risk and survivor derivative pricing 0 0 1 1 0 0 2 2
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 2 3 6 17 4 7 13 59
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 2 2 3 191
Predictions of corporate bond excess returns 0 0 0 73 1 2 6 235
Predictive information in corporate bond yields 0 2 5 9 1 4 10 33
Price discovery and persistent arbitrage violations in credit markets 0 0 0 2 0 1 5 16
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 2 4 8 196
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 0 0 6 1 1 3 36
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 0 0 0 33 3 3 7 250
The pricing of accruals quality in credit default swap spreads 0 0 0 4 0 0 1 17
The trend premium around the world: Evidence from the stock market 1 2 3 6 1 3 5 17
Volatility and jump risk in option returns 0 0 0 8 1 3 4 40
Total Journal Articles 8 20 46 1,086 38 77 186 3,521
1 registered items for which data could not be found
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Statistics updated 2025-12-06