Hai Lin : Citation Profile


Are you Hai Lin?

Victoria University of Wellington

5

H index

1

i10 index

80

Citations

RESEARCH PRODUCTION:

9

Articles

5

Papers

RESEARCH ACTIVITY:

   7 years (2009 - 2016). See details.
   Cites by year: 11
   Journals where Hai Lin has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 1 (1.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli895
   Updated: 2017-11-18    RAS profile: 2017-08-06    
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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)

Füss, Roland (2)

Pelizzon, Loriana (2)

Vayanos, Dimitri (2)

Taylor, Nick (2)

Li, Ka Fai (1)

CHONG, Terence Tai Leung (1)

Huang, Jingzhi (1)

Gungor, Sermin (1)

Gehrig, Thomas (1)

Cites to:

Campbell, John (11)

Lyons, Richard (8)

Stambaugh, Robert (7)

Fleming, Michael (7)

Fama, Eugene (6)

Granger, Clive (6)

French, Kenneth (5)

Subrahmanyam, Avanidhar (5)

Shiller, Robert (5)

Zhou, Guofu (5)

Bessembinder, Hendrik (5)

Main data


Where Hai Lin has published?


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

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 (2017 and 2016)


YearTitle of citing document
2016Liquidity and International Trade. (2016). Rodriguez-Lopez, Antonio . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6286.

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2016Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis. (2016). Kim, Hyun-Seok ; McDonald, Judith A ; Min, Hong-Ghi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:9-22.

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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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2016The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange. (2016). Tolikas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:191-201.

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2016Dissecting the bond profitability premium. (2016). Campbell, Colin T ; Petkevich, Alex ; Chichernea, Doina C. In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:102-131.

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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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2016Nonparametric long term prediction of stock returns with generated bond yields. (2016). Sperlich, Stefan ; Nielsen, Jens Perch ; Scholz, Michael . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:82-96.

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2016A test of efficiency for the S&P 500 index option market using the generalized spectrum method. (2016). Huang, Henry ; Wang, Zhanglong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:52-70.

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2016Risk protection from risky collateral: Evidence from the euro bond market. (2016). Helberg, Stig ; Lindset, Snorre . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:193-213.

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2016Predictability in bond returns using technical trading rules. (2016). Shynkevich, Andrei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:55-69.

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2016The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds. (2016). Black, Jeffrey R ; Yadav, Pradeep K ; Stock, Duane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:119-132.

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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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2016Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports. (2016). Loon, Yee Cheng ; Zhong, Zhaodong . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:645-672.

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2016Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?. (2016). Pelizzon, Loriana ; Uno, Jun ; Tomio, Davide ; Subrahmanyam, Marti G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:86-115.

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

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2016Determinants of the onshore and offshore Chinese government yield curves. (2016). Walisch, F ; Packham, N ; Lochel, H. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:77-93.

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2016How long the singular value decomposed entropy predicts the stock market? — Evidence from the Dow Jones Industrial Average Index. (2016). Gu, Rongbao ; Shao, Yanmin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:453:y:2016:i:c:p:150-161.

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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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2016Prediction modeling and pattern recognition for patient readmission. (2016). Golmohammadi, Davood ; Radnia, Naeimeh . In: International Journal of Production Economics. RePEc:eee:proeco:v:171:y:2016:i:p1:p:151-161.

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2016Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting. (2016). Lahiani, Amine ; GUPTA, RANGAN ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:443-456.

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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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2016On the determinants of expected corporate bond returns in Tunisia. (2016). Hammami, Yacine ; Bahri, Maha . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:224-235.

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2016The Life Insurance Industry and Systemic Risk: A Bond Market Perspective. (2016). Rosen, Richard ; Paulson, Anna. In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-04.

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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). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian . In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2016Cash flow volatility and corporate bond yield spreads. (2016). Alan, ; Vetzal, Kenneth R ; Huang, Alan G. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0474-0.

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2016Do bond credit ratings lead to excess comovement. (2016). Raffestin, Louis. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2481.

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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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2016Can Higher-Order Risks Explain the Credit Spread Puzzle?. (2016). Li, Jingyuan ; Dionne, Georges ; Chun, Olfa Maalaoui ; Okou, Cedric . In: Working Papers. RePEc:ris:crcrmw:2016_001.

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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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article6
2013Modeling the Dynamics of Chinese Spot Interest Rates.(2013) In: WISE Working Papers.
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This paper has another version. Agregated cites: 6
paper
2012Are corporate bond market returns predictable? In: Journal of Banking & Finance.
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article9
2011Liquidity risk and expected corporate bond returns In: Journal of Financial Economics.
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article46
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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article4
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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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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