Hai Lin : Citation Profile


Are you Hai Lin?

Victoria University of Wellington

6

H index

3

i10 index

145

Citations

RESEARCH PRODUCTION:

17

Articles

2

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 13
   Journals where Hai Lin has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 4 (2.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli895
   Updated: 2020-11-21    RAS profile: 2020-10-14    
   Missing citations? Add them    Incorrect content? Let us know

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:

de Peretti, Christian (4)

van der Wel, Michel (4)

Pelizzon, Loriana (3)

van Dijk, Dick (3)

Vayanos, Dimitri (2)

Dionne, Georges (2)

Huang, Jingzhi (2)

Novales, Alfonso (2)

Füss, Roland (2)

Sun, Rongrong (2)

Chan, Wing (2)

Cites to:

Campbell, John (31)

French, Kenneth (16)

Zhou, Guofu (16)

Stambaugh, Robert (15)

Shiller, Robert (12)

Fama, Eugene (11)

West, Kenneth (9)

Bessembinder, Hendrik (9)

Hong, Yongmiao (8)

Hodrick, Robert (8)

Longstaff, Francis (8)

Main data


Where Hai Lin has published?


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

Recent works citing Hai Lin (2020 and 2019)


YearTitle of citing document
2020Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435.

Full description at Econpapers || Download paper

2019Measuring corporate bond liquidity in emerging market economies: price- vs quantity-based measures. (2019). Packer, Frank ; Li, Ran ; Helwege, Jean ; Hameed, Allaudeen . In: BIS Papers chapters. RePEc:bis:bisbpc:102-07.

Full description at Econpapers || Download paper

2019An endogenous structural credit risk model incorporating with moral hazard and rollover risk. (2019). Hua, Wei ; Niu, Huawei. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:47-59.

Full description at Econpapers || Download paper

2019The impact of liquidity constraints on the cash-futures basis dynamics: Evidence from the Chinese market. (2019). Zeng, Hongchao ; Wu, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:96-110.

Full description at Econpapers || Download paper

2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

Full description at Econpapers || Download paper

2020Forecasting stock market returns: New technical indicators and two-step economic constraint method. (2020). Hong, Lianying ; Kang, Jie ; Dong, Xiaodi ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301133.

Full description at Econpapers || Download paper

2019The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market. (2019). Zhong, Ninghua ; John, K C ; Wang, Shujing ; Liu, Clark . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:57-77.

Full description at Econpapers || Download paper

2019Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Mensi, Walid ; al Yahyaee, Khamis Hamed ; Alyahyaee, Khamis Hamed ; Hkiri, Besma ; Hammoudeh, Shawkat. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:101-110.

Full description at Econpapers || Download paper

2019Tests of technical trading rules and the 52-week high strategy in the corporate bond market. (2019). Ulku, Numan ; Raza, Ahmad ; Montgomery, William . In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:85-103.

Full description at Econpapers || Download paper

2020Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds. (2020). Stock, Duane ; Stanhouse, Bryan ; Leal, Diego . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301013.

Full description at Econpapers || Download paper

2019A comprehensive appraisal of style-integration methods. (2019). Fuertes, Ana-Maria ; Fernandez-Perez, Adrian ; Miffre, Joelle. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:134-150.

Full description at Econpapers || Download paper

2020Monetary policy announcements and market interest rates’ response: Evidence from China. (2020). Sun, Rongrong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300303.

Full description at Econpapers || Download paper

2019Cross-sectional seasonalities in international government bond returns. (2019). Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:80-94.

Full description at Econpapers || Download paper

2019Volatility and the cross-section of corporate bond returns. (2019). Wu, Chunchi ; Wang, Junbo ; Chung, Kee H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:397-417.

Full description at Econpapers || Download paper

2019Pricing corporate financial distress: Empirical evidence from the French stock market. (2019). Shahbaz, Muhammad ; Mselmi, Nada ; Lahiani, Amine ; Hamza, Taher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:13-27.

Full description at Econpapers || Download paper

2019Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:106-133.

Full description at Econpapers || Download paper

2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

Full description at Econpapers || Download paper

2020Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein. (2020). van der Wel, M. In: ERIM Inaugural Address Series Research in Management. RePEc:ems:euriar:124748.

Full description at Econpapers || Download paper

2019Liquidity Risk and Corporate Bond Yield Spread: Evidence from China. (2019). Jiang, Lunan ; Chen, Yinghui. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201909.

Full description at Econpapers || Download paper

2020Too central to fail firms in bi-layered financial networks: Evidence of linkages from the US corporate bond and stock markets. (2020). Chakrabarti, Anindya S ; Srivastava, Pranjal ; Mishra, Abinash. In: IIMA Working Papers. RePEc:iim:iimawp:14628.

Full description at Econpapers || Download paper

2019Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2019). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:2:p:508-540.

Full description at Econpapers || Download paper

2019Liquidity Risk and Mutual Fund Performance. (2019). Sadka, Ronnie ; Feng, Shu ; Dong, XI. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:3:p:1020-1041.

Full description at Econpapers || Download paper

2020Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market. (2020). Huang, Jingzhi ; Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:932-957.

Full description at Econpapers || Download paper

2019The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets. (2019). Korus, Arthur ; Kadiric, Samir. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:1:d:10.1007_s10368-018-00424-z.

Full description at Econpapers || Download paper

2019Relative value in corporate bond sectors. (2019). Leng, Fei ; Noronha, Gregory . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0723-8.

Full description at Econpapers || Download paper

2019The Credit Default Swap market contagion during recent crises: international evidence. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0741-6.

Full description at Econpapers || Download paper

2019In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market. (2019). Bai, Jennie ; Wen, Quan ; Bali, Turan G. In: NBER Working Papers. RePEc:nbr:nberwo:25995.

Full description at Econpapers || Download paper

2019Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress. (2019). He, Zhiguo ; Song, Zhaogang ; Khorrami, Paymon. In: NBER Working Papers. RePEc:nbr:nberwo:26494.

Full description at Econpapers || Download paper

2019Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083.

Full description at Econpapers || Download paper

2020Analysis of the Pro-cyclical Behavior of Credit Spread in Chinese Bond Market. (2020). Qu, Jinming ; Wang, Chunjing. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:4:f:10_4_8.

Full description at Econpapers || Download paper

2019The impact of the US stock market opening on price discovery of government bond futures. (2019). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:779-802.

Full description at Econpapers || Download paper

2020The impact of soft intervention on the Chinese financial futures market. (2020). Zhang, Haoran ; Hilliard, Jimmy E. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:374-391.

Full description at Econpapers || Download paper

Works by Hai Lin:


YearTitleTypeCited
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]
article0
2020Price discovery and persistent arbitrage violations in credit markets In: Financial Management.
[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]
article0
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]
article5
2014Predictions of corporate bond excess returns In: Journal of Financial Markets.
[Full Text][Citation analysis]
article6
2010Modeling the dynamics of Chinese spot interest rates In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article8
2012Are corporate bond market returns predictable? In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article14
2011Liquidity risk and expected corporate bond returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article86
2009Price discovery in the round-the-clock U.S. Treasury market In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article8
2016Global risk spillover and the predictability of sovereign CDS spread: International evidence In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article12
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: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2018Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach In: Management Science.
[Full Text][Citation analysis]
article3
2018Are tightened trading rules always bad? Evidence from the Chinese index futures market In: Quantitative Finance.
[Full Text][Citation analysis]
article2
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]
article1
2020Volatility and jump risk in option returns 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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team