Hai Lin : Citation Profile


Are you Hai Lin?

Victoria University of Wellington

5

H index

2

i10 index

99

Citations

RESEARCH PRODUCTION:

10

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 11
   Journals where Hai Lin has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 1 (1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli895
   Updated: 2018-09-15    RAS profile: 2018-07-26    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hai Lin.

Is cited by:

van der Wel, Michel (3)

van Dijk, Dick (3)

Taylor, Nick (2)

Füss, Roland (2)

de Peretti, Christian (2)

Dionne, Georges (2)

Pelizzon, Loriana (2)

Novales, Alfonso (2)

Vayanos, Dimitri (2)

Vahabi, Mehrdad (1)

Sierra Jimenez, Jesus (1)

Cites to:

Campbell, John (20)

Stambaugh, Robert (11)

Shiller, Robert (10)

Zhou, Guofu (8)

Lyons, Richard (8)

Fama, Eugene (8)

French, Kenneth (7)

Fleming, Michael (7)

Longstaff, Francis (6)

Granger, Clive (6)

Singleton, Kenneth (6)

Main data


Where Hai Lin has published?


Journals with more than one article published# docs
Journal of Banking & Finance2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
WISE Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University4

Recent works citing Hai Lin (2018 and 2017)


YearTitle of citing document
2017Risk factors in Australian bond returns. (2017). Roca, Eduardo ; Drew, Michael ; Whittaker, Timothy ; Bianchi, Robert J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:373-400.

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2017Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift☆. (2017). Li, Shaoyu ; Zheng, Tingguo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:200-221.

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2017Liquidity commonality in the secondary corporate loan market. (2017). Anthony, John ; Shamsuddin, Abul ; Lee, Doowon ; Docherty, Paul. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:10-14.

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2018Liquidity tail risk and credit default swap spreads. (2018). Irresberger, Felix ; Gabrysch, Sandra. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

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2018Prospect theory and corporate bond returns: An empirical study. (2018). Zhong, Xiaoling ; Wang, Junbo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:25-48.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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2017Lockstep in liquidity: Common dealers and co-movement in bond liquidity. (2017). Gissler, Stefan. In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:1-21.

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2017Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74.

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2017What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets. (2017). Petrella, Giovanni ; Resti, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:297-310.

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2017Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Tolikas, Konstantinos ; Topaloglou, Nikolas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:39-57.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2017The q-factors and expected bond returns. (2017). Franke, Benedikt ; Muller, Sonja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:19-35.

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2017Do bond credit ratings lead to excess comovement?. (2017). Raffestin, Louis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:41-55.

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2017Macroeconomic announcements and price discovery in the foreign exchange market. (2017). Gau, Yin-Feng ; Wu, Zhen-Xing . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:232-254.

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2017Multiscale Shannon entropy and its application in the stock market. (2017). Gu, Rongbao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:215-224.

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2018The determinants of co-movement dynamics between sukuk and conventional bonds. (2018). Hassan, Kabir M ; Sclip, Alex ; Miani, Stefano ; Dreassi, Alberto ; Paltrinieri, Andrea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:73-84.

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2017Firm-specific stock and bond predictability: New evidence from Canada. (2017). Gubellini, S ; Cao, N ; Galvani, V. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:174-192.

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2017Financial ratios and bankruptcy predictions: An international evidence. (2017). Tian, Shaonan ; Yu, Yan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:510-526.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2017The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01419295.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2017International risk spillover in the sovereign credit markets: An empirical analysis. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01652526.

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2018Exploiting uncertainty with market timing in corporate bond markets. (2018). Bekti, Demir ; Regele, Tobias . In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0063-6.

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2017Factor Pricing in Commodity Futures and the Role of Liquidity. (2017). CHONG, Terence Tai Leung ; Chan, Wing Hong ; Tsui, Chun . In: MPRA Paper. RePEc:pra:mprapa:80555.

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2018Monetary Policy Announcements and Market Interest Rates’ Response: Evidence from China. (2018). Sun, Rongrong. In: MPRA Paper. RePEc:pra:mprapa:87703.

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2018Cyclical variations in liquidity risk of corporate bonds. (2018). Dionne, Georges ; Guesmi, Sahar ; Antenor-Habazac, Cassandre. In: Working Papers. RePEc:ris:crcrmw:2018_003.

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2017Determinants of sovereign credit risk: the case of Russia. (2017). Stolbov, Mikhail. In: Post-Communist Economies. RePEc:taf:pocoec:v:29:y:2017:i:1:p:51-70.

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2017Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds?. (2017). Shawky, Hany A ; Wang, Ying. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500021.

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2017Explaining and benchmarking corporate bond returns. (2017). Cici, Gjergji ; Moussawi, Rabih ; Gibson, Scott . In: CFR Working Papers. RePEc:zbw:cfrwps:1703.

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Works by Hai Lin:


YearTitleTypeCited
2016Information diffusion and the predictability of New Zealand stock market returns In: Accounting and Finance.
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article0
2009The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks In: Journal of Financial Markets.
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article4
2014Predictions of corporate bond excess returns In: Journal of Financial Markets.
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article5
2010Modeling the dynamics of Chinese spot interest rates In: Journal of Banking & Finance.
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article7
2013Modeling the Dynamics of Chinese Spot Interest Rates.(2013) In: WISE Working Papers.
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This paper has another version. Agregated cites: 7
paper
2012Are corporate bond market returns predictable? In: Journal of Banking & Finance.
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article12
2011Liquidity risk and expected corporate bond returns In: Journal of Financial Economics.
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article58
2009Price discovery in the round-the-clock U.S. Treasury market In: Journal of Financial Intermediation.
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article6
2016Global risk spillover and the predictability of sovereign CDS spread: International evidence In: International Review of Economics & Finance.
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article7
2013Longevity risk and survivor derivative pricing In: Journal of Risk Finance.
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article0
2015Forecasting the Term Structure of Implied Volatilities In: Working Paper Series.
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paper0
2018Are there gains from using information over the surface of implied volatilities? In: Journal of Futures Markets.
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article0
2013Nonparametric Specifiation Tests of Discrete Time Spot Interest Rate Models in China In: WISE Working Papers.
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2013New Test of Asset Pricing Models in China In: WISE Working Papers.
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2013The 2000 presidential election and the information cost of sensitive versus In: WISE Working Papers.
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paper0

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