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Hai Lin

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Personal Details

First Name:Hai
Middle Name:
Last Name:Lin
Suffix:
RePEc Short-ID:pli895
Email:[This author has chosen not to make the email address public]
Homepage:http://www.victoria.ac.nz/sef/about/staff/hai-lin
Postal Address:
Phone:
Location: Wellington, New Zealand
Homepage: http://www.vuw.ac.nz/sef/
Email:
Phone: +64 (4) 463-5708
Fax: +64 (4) 495-5014
Postal: PO Box 600, Wellington 6140
Handle: RePEc:edi:egvuwnz (more details at EDIRC)
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  1. Hai Lin & Yongmiao Hong, 2013. "New Test of Asset Pricing Models in China," Papers 2013-10-14, Working Paper.
  2. Yongmiao Hong & Hai Lin & Shouyang Wang, 2013. "Modeling the Dynamics of Chinese Spot Interest Rates," Papers 2013-10-14, Working Paper.
  3. Yan He & Hai Lin & Chunchi Wu & Uric B. Dufrene, 2013. "The 2000 presidential election and the information cost of sensitive versus," Papers 2013-10-14, Working Paper.
  4. Yongmiao Hong & Hai Lin, 2013. "Nonparametric Specifiation Tests of Discrete Time Spot Interest Rate Models in China," Papers 2013-10-14, Working Paper.
  1. Lin, Hai & Wang, Junbo & Wu, Chunchi, 2014. "Predictions of corporate bond excess returns," Journal of Financial Markets, Elsevier, vol. 21(C), pages 123-152.
  2. Paul Dawson & Hai Lin & Yangshu Liu, 2013. "Longevity risk and survivor derivative pricing," Journal of Risk Finance, Emerald Group Publishing, vol. 14(2), pages 140-158, February.
  3. Hong, Yongmiao & Lin, Hai & Wu, Chunchi, 2012. "Are corporate bond market returns predictable?," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2216-2232.
  4. Lin, Hai & Wang, Junbo & Wu, Chunchi, 2011. "Liquidity risk and expected corporate bond returns," Journal of Financial Economics, Elsevier, vol. 99(3), pages 628-650, March.
  5. Hong, Yongmiao & Lin, Hai & Wang, Shouyang, 2010. "Modeling the dynamics of Chinese spot interest rates," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1047-1061, May.
  6. He, Yan & Lin, Hai & Wu, Chunchi & Dufrene, Uric B., 2009. "The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks," Journal of Financial Markets, Elsevier, vol. 12(1), pages 54-86, February.
  7. He, Yan & Lin, Hai & Wang, Junbo & Wu, Chunchi, 2009. "Price discovery in the round-the-clock U.S. Treasury market," Journal of Financial Intermediation, Elsevier, vol. 18(3), pages 464-490, July.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CDM: Collective Decision-Making (1) 2014-05-09. Author is listed
  2. NEP-CTA: Contract Theory & Applications (1) 2014-05-09. Author is listed
  3. NEP-MAC: Macroeconomics (1) 2014-05-09. Author is listed
  4. NEP-MST: Market Microstructure (1) 2014-05-09. Author is listed
  5. NEP-RMG: Risk Management (1) 2014-05-09. Author is listed
  6. NEP-TRA: Transition Economics (1) 2014-05-09. Author is listed

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