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 0 1 0 0 0 2
The 2000 presidential election and the information cost of sensitive versus 0 0 0 20 1 1 2 70
Total Working Papers 0 0 0 21 1 1 2 72
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? 1 1 2 48 1 3 7 210
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 1 1 1 19
Are tightened trading rules always bad? Evidence from the Chinese index futures market 0 0 1 6 0 0 2 31
Credit Spreads, Business Conditions, and Expected Corporate Bond Returns 0 0 1 8 0 0 2 59
Credit default swaps and firm risk 0 0 0 1 1 2 2 10
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach 1 2 8 48 3 4 16 104
Forecasting earnings with combination of analyst forecasts 0 0 0 11 0 0 1 31
Global risk spillover and the predictability of sovereign CDS spread: International evidence 0 0 0 25 1 2 2 110
Information diffusion and the predictability of New Zealand stock market returns 0 0 0 5 1 1 1 28
Information, sentiment, and margin trading of Chinese stock market 0 0 1 1 1 3 5 5
Liquidity risk and expected corporate bond returns 1 2 9 658 3 9 36 1,731
Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market 0 0 0 8 0 5 8 31
Longevity risk and survivor derivative pricing 1 1 1 1 1 1 2 2
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 2 5 14 0 4 11 52
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 0 1 1 189
Predictions of corporate bond excess returns 0 0 0 73 0 0 3 231
Predictive information in corporate bond yields 0 2 3 7 0 2 6 28
Price discovery and persistent arbitrage violations in credit markets 0 0 0 2 1 1 4 15
Price discovery in the round-the-clock U.S. Treasury market 0 0 0 42 0 1 5 191
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 0 0 0 6 0 1 2 34
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks 0 0 1 33 0 0 4 246
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 0 1 2 4 0 1 6 14
Volatility and jump risk in option returns 0 0 0 8 0 0 2 37
Total Journal Articles 4 11 34 1,061 14 42 130 3,425
1 registered items for which data could not be found
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Statistics updated 2025-08-05