Hai Lin : Citation Profile

Are you Hai Lin?

Victoria University of Wellington

7

H index

5

i10 index

287

Citations

RESEARCH PRODUCTION:

24

Articles

3

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 20
   Journals where Hai Lin has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 11 (3.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli895
   Updated: 2024-04-18    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:

de Peretti, Christian (6)

Zhang, Yaojie (5)

Wang, Yudong (5)

van der Wel, Michel (4)

Pelizzon, Loriana (4)

Danielsson, Jon (3)

van Dijk, Dick (3)

Galvani, Valentina (3)

Vayanos, Dimitri (3)

Goyal, Amit (3)

Sun, Rongrong (2)

Cites to:

Campbell, John (37)

Zhou, Guofu (25)

French, Kenneth (25)

Stambaugh, Robert (17)

Shleifer, Andrei (15)

Fama, Eugene (15)

Shiller, Robert (14)

Fleming, Michael (12)

West, Kenneth (12)

Strauss, Jack (11)

Hodrick, Robert (10)

Main data

Where Hai Lin has published?

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

Recent works citing Hai Lin (2024 and 2023)

YearTitle of citing document
2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023A transformer-based model for default prediction in mid-cap corporate markets. (2021). Bravo, Cristi'An ; Mues, Christophe ; Korangi, Kamesh. In: Papers. RePEc:arx:papers:2111.09902.

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2023Trading and liquidity in the catastrophe bond market. (2023). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:283-328.

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2023Physical and transition risk premiums in euro area corporate bond markets. (2023). Kapp, Daniel ; Bua, Giovanna ; Bats, Joost. In: Working Papers. RePEc:dnb:dnbwpp:761.

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2023Impacts of trading restrictions on price volatilities and speculative activities: Evidence from CSI 300 futures. (2023). Zhang, QI ; Chang, Chiu-Lan ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:184-204.

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2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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2023A transformer-based model for default prediction in mid-cap corporate markets. (2023). Bravo, Cristian ; Mues, Christophe ; Korangi, Kamesh. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:306-320.

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2023Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Market-wide illiquidity and the distribution of non-parametric stochastic discount factors. (2023). Rubio, Gonzalo ; Pascual, Roberto ; Nieto, Belen ; Abad, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001667.

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2023Dispersion in news sentiment and corporate bond returns. (2023). Pu, Xiaoling ; Isakin, Maksim. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002776.

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2023COVID-19 and risk spillovers of Chinas major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. (2023). Li, Jingyu ; Zheng, Xiaolong ; Liu, Ranran ; Cheng, LU ; Xie, Qiwei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007218.

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2023Foreign-law premium for European high-yield corporate bonds. (2023). Karouzakis, Nikolaos ; Zeng, Yiming ; Jelic, Ranko. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007607.

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2023Complete subset averaging methods in corporate bond return prediction. (2023). Jia, Zhimin ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001010.

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2023On the predictability of bonds. (2023). Tka, Michal ; Verner, Robert. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005536.

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2023Firm fundamentals and the cross-section of implied volatility shapes. (2023). Zhou, Guofu ; Guo, Biao ; Chen, Ding. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000611.

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2023ETF ownership and firm-specific information in corporate bond returns. (2023). Mason, Joseph R ; Rhodes, Meredith E. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000623.

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2023Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673.

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2023Information acquisition costs and credit spreads. (2023). Rettl, Daniel A ; Jaskowski, Marcin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300016x.

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2023Downside variance premium, firm fundamentals, and expected corporate bond returns. (2023). Li, Junye ; Jiang, Liang ; Huang, Tao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001516.

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2023Priced risk in corporate bonds. (2023). Mueller, Philippe ; Dickerson, Alexander ; Robotti, Cesare. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001393.

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2023Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Short-selling and corporate default risk: Evidence from China. (2023). Wang, Song ; Li, Xinyu ; Huang, Haozheng ; Meng, Qingbin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:398-417.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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2023The real effects of financial disruptions in a monetary economy. (2023). Kospentaris, Ioannis ; Herrenbrueck, Lucas ; Geromichalos, Athanasios ; Gabrovski, Miroslav ; Lee, Sukjoon. In: Working Papers. RePEc:hai:wpaper:202302.

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2023.

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2023Implied Volatility Changes and Corporate Bond Returns. (2023). Zhan, Xintong ; Xiao, Xiao ; Goyal, Amit ; Cao, Jie. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397.

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2023Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w.

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2023The Impact of Risk Cycles on Business Cycles: A Historical View. (2023). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:7:p:2922-2961..

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2023Liquidity and realized covariance forecasting: a hybrid method with model uncertainty. (2023). Li, Weiping ; Ma, Feng ; Cao, Yangli ; Qiao, Gaoxiu. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02248-y.

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2023Trust, social capital, and the bond market benefits of ESG performance. (2023). Servaes, Henri ; Tamayo, Ane ; Lins, Karl V ; Amiraslani, Hami. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:2:d:10.1007_s11142-021-09646-0.

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2023Liquidity risk and expected cryptocurrency returns. (2023). Li, YI ; Zhang, Wei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:472-492.

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2023Forecasting stock volatility with a large set of predictors: A new forecast combination method. (2023). Zhang, Weiguo ; Gong, Xue ; Ye, Xin ; Zhao, Yuan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1622-1647.

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2023Default return spread: A powerful predictor of crude oil price returns. (2023). He, Mengxi ; Han, Qingxiang ; Umar, Muhammad ; Zhang, Yaojie. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1786-1804.

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2023Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Agarwalla, Sobhesh Kumar ; Kumar, Sudarshan ; Virmani, Vineet ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1615-1644.

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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]		article1
2020Price discovery and persistent arbitrage violations in credit markets In: Financial Management.
[Full Text][Citation analysis]		article1
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]		article6
2022Forecasting earnings with combination of analyst forecasts In: Journal of Empirical Finance.
[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]		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]		article1
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]		article24
2011Liquidity risk and expected corporate bond returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article154
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]		article22
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]		article32
2018Are tightened trading rules always bad? Evidence from the Chinese index futures market In: Quantitative Finance.
[Full Text][Citation analysis]		article4
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]		article2
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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