Hai Lin : Citation Profile

Victoria University of Wellington

8

H index

6

i10 index

366

Citations

RESEARCH PRODUCTION:

26

Articles

3

Papers

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 22
   Journals where Hai Lin has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 11 (2.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli895
   Updated: 2026-03-28    RAS profile: 2026-02-15    
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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:

Zhang, Yaojie (11)

de Peretti, Christian (7)

Wang, Yudong (7)

Feng, Guanhao (5)

Gopinath, Gita (4)

Reinhart, Carmen (4)

van der Wel, Michel (4)

Pelizzon, Loriana (4)

Danielsson, Jon (3)

van Dijk, Dick (3)

Galvani, Valentina (3)

Cites to:

Campbell, John (39)

Zhou, Guofu (27)

French, Kenneth (25)

Stambaugh, Robert (17)

Shleifer, Andrei (15)

Fama, Eugene (15)

Shiller, Robert (14)

Strauss, Jack (13)

West, Kenneth (12)

Fleming, Michael (12)

Goyal, Amit (10)

Main data

Where Hai Lin has published?

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

Recent works citing Hai Lin (2026 and 2025)

YearTitle of citing document
2024Grain Futures Market Response to the Black Sea Grain Initiative. (2024). Steinbach, Sandro ; Yildirim, Yasin. In: German Journal of Agricultural Economics. RePEc:ags:gjagec:356239.

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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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2025Sovereign vs. Corporate Debt and Default: More Similar than You Think. (2025). Trebesch, Christoph ; Gopinath, Gita ; Meyer, Josefin ; Reinhart, Carmen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11799.

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2025Investor sentiment and cross-section of cryptocurrency returns. (2025). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000243.

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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2025Going Green: Effect of green bond issuance on corporate debt financing costs. (2025). Lv, Dayong ; Li, Chengyu ; Ruan, Qingsong ; Wei, Xiaokun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002249.

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2025The impact of global shocks on sovereign risk: Role of domestic factors. (2025). Inoguchi, Masahiro. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:2:s0939362524000992.

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2025Does asynchronous market update matter? Re-examining the price discovery of stock index and futures in China. (2025). Chen, Jing ; Zhao, Chengzhi ; Han, Qian ; Guo, Qian. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000561.

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2025Is machine learning a necessity? A regression-based approach for stock return prediction. (2025). Zhao, Junyi ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000209.

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2025Predicting risk premiums: A constraint-based model. (2025). Qu, Yong ; Yuan, Ying ; Wang, Tianyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000696.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025Risk factor disclosure in green bond prospectuses and investor compensation. (2025). Sheenan, Lisa ; O'Donohoe, Sheila ; Egan, Tom ; McGee, Paraic. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004922.

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2025Reassessing the Illiquidity-Return Relationship: Evidence from Germany, the UK, and the U.S.. (2025). Walther, Thomas ; Paul, Thomas ; Aryoubi, Abdullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005563.

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2025Organizational form and liquidity management: Evidence from open- vs. closed-end municipal bond funds. (2025). Yang, Jingyun ; Wang, Jay Z ; Chalmers, John. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324015289.

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2025The hidden cost of firm-level political risk: Impairing liquidity in corporate bond markets. (2025). Pham, Thu Phuong ; Yang, Jiaxin ; Liu, Yanlin. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325013169.

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2025Intraday herding drivers in China’s A-share market: evidence from the China Securities Smallcap 500 Index. (2025). Yang, Liu ; Guo, Jingxing ; Luo, Xingguo. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pe:s1544612325015466.

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2025Equity premium prediction: A constraint-based predictor decomposition approach. (2025). Yuan, Ying ; Qiao, Sijia ; Qu, Yong. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001267.

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2025Sovereign vs. corporate debt and default: More similar than you think. (2025). Trebesch, Christoph ; Reinhart, Carmen ; Meyer, Josefin ; Gopinath, Gita. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000388.

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2025A survey of models and methods used for forecasting when investing in financial markets. (2025). Swanson, Norman R ; Maung, Kenwin. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1355-1382.

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2025Predicting individual corporate bond returns. (2025). Feng, Guanhao ; He, Xin ; Wu, Chunchi ; Wang, Yanchu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863.

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2025Media-based climate risks and international corporate bond market. (2025). Vulanovic, Milos ; Piljak, Vanja ; Benkraiem, Ramzi ; Dimic, Nebojsa ; Swinkels, Laurens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s026156062400247x.

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2025Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach. (2025). Guo, Yangli ; Luo, Qin ; Ma, Feng ; Zhong, Juandan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000592.

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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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2025The real effects of financial disruptions in a monetary economy. (2025). Kospentaris, Ioannis ; Herrenbrueck, Lucas ; Gabrovski, Miroslav ; Lee, Sukjoon ; Geromichalos, Athanasios. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000066.

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2025High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants. (2025). Zhang, Ruixun ; Dai, Yuehao ; Zhao, Chaoyi ; Wu, Lan ; Chen, Ermo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000186.

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2025Political uncertainty and stock performance: Evidence from sessions of the Chinese Provincial People’s Congress. (2025). Jia, Jianjun ; Zheng, Ying ; Yu, Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005191.

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2025Prediction of Chinese stock volatility: Harnessing higher-order moments information of stock and futures markets. (2025). Wang, Yunrun ; Qiao, Gaoxiu ; Liu, Wenwen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001199.

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2025Shadow banking regulation and firm investment efficiency: Evidence from Chinas new regulation of capital management. (2025). Xiao, Xiang ; Yu, Ziqin ; Ge, GE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001965.

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2025Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771.

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2025Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models. (2025). Jin, Xiaoye. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10779-y.

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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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2025Politically connected CEOs and liquidity risk: some Chinese evidence. (2025). Wang, Jian ; Feng, Hongrui ; Zhang, Jun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01344-7.

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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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2025Stock return forecasting based on the proxy variables of category factors. (2025). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Xu, Weijun. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

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2025Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics. (2025). Seeger, Norman ; Lucas, Andrae ; Khanna, Yonas. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250037.

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2025Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets. (2023). Pouget, Sebastien ; Kim, Daniel. In: TSE Working Papers. RePEc:tse:wpaper:128527.

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2025Predicting Equity Premium: A New Momentum Indicator Selection Strategy With Machine Learning. (2025). Yuan, Ying ; Qu, Yong. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:424-435.

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2025The Dynamics of Option Volatility Smirk and Option Returns Predictability: Evidence From Chinese SSE50 ETF Options. (2025). Guo, Wenxin ; Liu, Dehong ; Chen, Carl R ; Lung, Peter. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:705-731.

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2025Option Return Predictability via Machine Learning: New Evidence From China. (2025). Xiao, Zhengyan ; Wang, Zhuo ; Huang, Yuxiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1232-1252.

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2026Forecasting inflation: The sum of the cycles outperforms the whole. (2026). Verona, Fabio. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:335013.

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2025Sovereign vs. corporate debt and default: More similar than you think. (2025). Trebesch, Christoph ; Reinhart, Carmen M ; Meyer, Josefin ; Gopinath, Gita. In: Kiel Working Papers. RePEc:zbw:ifwkwp:315469.

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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
2025Information, sentiment, and margin trading of Chinese stock market 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]		article10
2026Dark trading and informational efficiency around macroeconomic news arrivals: Evidence from the U.S. Treasury market In: Economics Letters.
[Full Text][Citation analysis]		article0
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]		article8
2014Predictions of corporate bond excess returns In: Journal of Financial Markets.
[Full Text][Citation analysis]		article9
2022Predictive information in corporate bond yields In: Journal of Financial Markets.
[Full Text][Citation analysis]		article4
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]		article28
2011Liquidity risk and expected corporate bond returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article180
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]		article30
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]		article55
2018Are tightened trading rules always bad? Evidence from the Chinese index futures market In: Quantitative Finance.
[Full Text][Citation analysis]		article6
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]		article4
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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