Hai Lin : Citation Profile

Victoria University of Wellington

7

H index

5

i10 index

320

Citations

RESEARCH PRODUCTION:

24

Articles

3

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 22
   Journals where Hai Lin has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 11 (3.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli895
   Updated: 2025-04-19    RAS profile: 2024-04-06    
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Relations with other researchers

Works with:

Wang, Junbo (2)

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

Is cited by:

Zhang, Yaojie (9)

Wang, Yudong (7)

de Peretti, Christian (6)

Pelizzon, Loriana (4)

van der Wel, Michel (4)

Galvani, Valentina (3)

Danielsson, Jon (3)

Goyal, Amit (3)

van Dijk, Dick (3)

Dionne, Georges (2)

Hammami, Yacine (2)

Cites to:

Campbell, John (39)

Zhou, Guofu (27)

French, Kenneth (25)

Stambaugh, Robert (17)

Fama, Eugene (15)

Shleifer, Andrei (15)

Shiller, Robert (14)

Strauss, Jack (13)

Fleming, Michael (12)

West, Kenneth (12)

Goyal, Amit (10)

Main data

Production by document typepaperarticle200920102011201220132014201520162017201820192020202120222023052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2009201020112012201320142015201620172018201920202021202220230102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20102011201220132014201520162017201820192020202120222023202420250204060Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200920102011201220132014201520162017201820192020202120222023050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents1234567890100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Hai Lin has published?

Journals with more than one article published# docs
Journal of Futures Markets3
Journal of Financial Markets3
Journal of Banking & Finance3
Journal of Risk Finance2
Accounting and Finance2

Recent works citing Hai Lin (2025 and 2024)

Year  ↓Title of citing document  ↓
2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2024THE FACTORS AFFECTING CORPORATE BOND SPREADS. (2024). Michelson, Noam ; Vieder, Haim ; Graham-Rozen, Meital. In: Israel Economic Review. RePEc:boi:isrerv:v:22:y:2024:i:1:p:1-46.

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2024Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400.

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2024Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010468.

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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2024Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros A ; Milidonis, Andreas ; Lotfi, Somayyeh. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158.

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2024Did grain futures prices overreact to the Russia–Ukraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412.

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2024Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets. (2024). Ali, Shoaib ; Mirza, Nawazish ; Al-Nassar, Nassar S ; Naveed, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005890.

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2024The determinants of Turkish CDS volatility: An ARDL approach covering COVID period. (2024). Sunal, Onur ; Yaci, Filiz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000930.

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2024The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange. (2024). Kedar-Levy, Haim ; Hadad, Elroi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1303-1313.

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2024The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Wang, Xinjie ; Zhang, Jinfan ; Xu, Weike ; Xiao, Yaqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

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2024Forecasting stock volatility using pseudo-out-of-sample information. (2024). Ge, Futing ; Gong, Xue ; Li, Xiaodan ; Huang, Jingjing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:123-135.

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2024Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan ; Guo, Wenjing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x.

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2025Nonlinear structural estimation of corporate bond liquidity. (2025). Zhou, Xinyue ; Gonzalez, Diego Leal ; Stanhouse, Bryan ; Stock, Duane. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01323-y.

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2024Forecasting the equity premium using weighted regressions: Does the jump variation help?. (2024). Zhang, Yaojie ; Wang, Yudong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02521-8.

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2024On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum. (2024). Ajmi, Ahdi Noomen ; Mokni, Khaled ; el Montasser, Ghassen ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00566-3.

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2024Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435.

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Works by Hai Lin:

Year  ↓Title  ↓Type  ↓Cited  ↓
2016Information diffusion and the predictability of New Zealand stock market returns In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2020The pricing of accruals quality in credit default swap spreads In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2020Price discovery and persistent arbitrage violations in credit markets In: Financial Management.
[Full Text][Citation analysis]		article2
2023The trend premium around the world: Evidence from the stock market In: International Review of Finance.
[Full Text][Citation analysis]		article0
2019Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices In: Economic Modelling.
[Full Text][Citation analysis]		article9
2022Forecasting earnings with combination of analyst forecasts In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2009The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks In: Journal of Financial Markets.
[Full Text][Citation analysis]		article7
2014Predictions of corporate bond excess returns In: Journal of Financial Markets.
[Full Text][Citation analysis]		article7
2022Predictive information in corporate bond yields In: Journal of Financial Markets.
[Full Text][Citation analysis]		article3
2021Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2010Modeling the dynamics of Chinese spot interest rates In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2012Are corporate bond market returns predictable? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article27
2011Liquidity risk and expected corporate bond returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article162
2009Price discovery in the round-the-clock U.S. Treasury market In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article10
2021Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2016Global risk spillover and the predictability of sovereign CDS spread: International evidence In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article27
2013Longevity risk and survivor derivative pricing In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2013Longevity risk and survivor derivative pricing In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2020Credit Spreads, Business Conditions, and Expected Corporate Bond Returns In: JRFM.
[Full Text][Citation analysis]		article2
2018Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach In: Management Science.
[Full Text][Citation analysis]		article41
2018Are tightened trading rules always bad? Evidence from the Chinese index futures market In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2015Forecasting the Term Structure of Implied Volatilities In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2015Forecasting the Term Structure of Implied Volatilities In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2018Are there gains from using information over the surface of implied volatilities? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2020Volatility and jump risk in option returns In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2023Credit default swaps and firm risk In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2013The 2000 presidential election and the information cost of sensitive versus In: Working Papers.
[Full Text][Citation analysis]		paper0

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