Hai Lin
Names
Identifer
Contact
Affiliations
-
Victoria University of Wellington
/ Wellington School of Business and Government
/ School of Economics and Finance
Research profile
author of:
- Information diffusion and the predictability of New Zealand stock market returns (repec:bla:acctfi:v:56:y:2016:i:3:p:749-785)
by Hai Lin & Daniel Quill & Henk Berkman - The pricing of accruals quality in credit default swap spreads (repec:bla:acctfi:v:60:y:2020:i:3:p:1943-1977)
by Pervaiz Alam & Xiaoling Pu & Barry Hettler & Hai Lin - Information, sentiment, and margin trading of Chinese stock market (repec:bla:acctfi:v:65:y:2025:i:1:p:81-108)
by Hai Lin & Pengfei Liu & Cheng Zhang - Price discovery and persistent arbitrage violations in credit markets (repec:bla:finmgt:v:49:y:2020:i:1:p:207-233)
by Hai Lin & Kasing Man & Junbo Wang & Chunchi Wu - The trend premium around the world: Evidence from the stock market (repec:bla:irvfin:v:23:y:2023:i:2:p:317-358)
by Hai Lin & Pengfei Liu & Cheng Zhang - Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices (repec:eee:ecmode:v:77:y:2019:i:c:p:92-112)
by Kuruppuarachchi, Duminda & Lin, Hai & Premachandra, I.M. - Forecasting earnings with combination of analyst forecasts (repec:eee:empfin:v:68:y:2022:i:c:p:133-159)
by Lin, Hai & Tao, Xinyuan & Wu, Chunchi - The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks (repec:eee:finmar:v:12:y:2009:i:1:p:54-86)
by He, Yan & Lin, Hai & Wu, Chunchi & Dufrene, Uric B. - Predictions of corporate bond excess returns (repec:eee:finmar:v:21:y:2014:i:c:p:123-152)
by Lin, Hai & Wang, Junbo & Wu, Chunchi - Predictive information in corporate bond yields (repec:eee:finmar:v:59:y:2022:i:pb:s1386418121000616)
by Guo, Xu & Lin, Hai & Wu, Chunchi & Zhou, Guofu - Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market (repec:eee:jbfina:v:133:y:2021:i:c:s0378426621002119)
by Lin, Hai & Lo, Ingrid & Qiao, Rui - Modeling the dynamics of Chinese spot interest rates (repec:eee:jbfina:v:34:y:2010:i:5:p:1047-1061)
by Hong, Yongmiao & Lin, Hai & Wang, Shouyang - Are corporate bond market returns predictable? (repec:eee:jbfina:v:36:y:2012:i:8:p:2216-2232)
by Hong, Yongmiao & Lin, Hai & Wu, Chunchi - Liquidity risk and expected corporate bond returns (repec:eee:jfinec:v:99:y:2011:i:3:p:628-650)
by Lin, Hai & Wang, Junbo & Wu, Chunchi - Price discovery in the round-the-clock U.S. Treasury market (repec:eee:jfinin:v:18:y:2009:i:3:p:464-490)
by He, Yan & Lin, Hai & Wang, Junbo & Wu, Chunchi - Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market (repec:eee:pacfin:v:67:y:2021:i:c:s0927538x21000743)
by Chen, Rong & Geng, Heng (Griffin) & Lin, Hai & Nguyen, Phuong Thi Ly - Global risk spillover and the predictability of sovereign CDS spread: International evidence (repec:eee:reveco:v:41:y:2016:i:c:p:371-390)
by Srivastava, Sasha & Lin, Hai & Premachandra, Inguruwatte M. & Roberts, Helen - Longevity risk and survivor derivative pricing (repec:eme:jrfpps:15265941311301189)
by Paul Dawson & Hai Lin & Yangshu Liu - Unknown
- Credit Spreads, Business Conditions, and Expected Corporate Bond Returns (repec:gam:jjrfmx:v:13:y:2020:i:2:p:20-:d:311789)
by Hai Lin & Xinyuan Tao & Junbo Wang & Chunchi Wu - Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach (repec:inm:ormnsc:v:64:y:2018:i:9:p:4218-4238)
by Hai Lin & Chunchi Wu & Guofu Zhou - Are tightened trading rules always bad? Evidence from the Chinese index futures market (repec:taf:quantf:v:18:y:2018:i:9:p:1453-1470)
by Hai Lin & You Wang - Forecasting the Term Structure of Implied Volatilities (repec:vuw:vuwecf:20148)
by Guo, Biao & Han, Qian & Lin, Hai - Unknown
- Are there gains from using information over the surface of implied volatilities? (repec:wly:jfutmk:v:38:y:2018:i:6:p:645-672)
by Biao Guo & Qian Han & Hai Lin - Volatility and jump risk in option returns (repec:wly:jfutmk:v:40:y:2020:i:11:p:1767-1792)
by Biao Guo & Hai Lin - Credit default swaps and firm risk (repec:wly:jfutmk:v:43:y:2023:i:11:p:1668-1692)
by Hai Lin & Binh Hoang Nguyen & Junbo Wang & Cheng Zhang - The 2000 presidential election and the information cost of sensitive versus (repec:wyi:wpaper:001975)
by Yan He & Hai Lin & Chunchi Wu & Uric B. Dufrene