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Items where Author is "Lin, Ming-Tsung"

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Number of items: 7.

Article

Aretz, Kevin and Lin, Ming-Tsung and Poon, Ser-Huang (2022) 'Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns.' Review of Finance. ISSN 1382-6662 (In Press)

Calice, Giovanni and Lin, Ming-Tsung (2021) 'Exploring risk premium factors for country equity returns.' Journal of Empirical Finance, 63. pp. 294-322. ISSN 0927-5398

Lin, Ming-Tsung and Kolokolova, Olga and Poon, Ser-Huang (2021) 'Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors.' The European Journal of Finance, 27 (1-2). pp. 136-157. ISSN 1351-847X

Godfrey, Christopher and Hoepner, Andreas and Lin, Ming-Tsung and Poon, Ser-Huang (2020) 'Women on boards and corporate social irresponsibility: Evidence from a Granger style reverse causality minimisation procedure.' The European Journal of Finance. pp. 1-27. ISSN 1351-847X (In Press)

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2020) 'Too big to ignore? Hedge fund flows and bond yields.' Journal of Banking and Finance, 112. p. 105271. ISSN 0378-4266

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2019) 'Rating-based CDS curves.' The European Journal of Finance, 25 (7). pp. 689-723. ISSN 1351-847X

Monograph

Chan, Ka Kei and Lin, Ming-Tsung and Lu, Qinye (2020) Corporate Credit Default Swap Systematic Factors. Working Paper. Essex Finance Centre Working Papers, Colchester, UK.. (Unpublished)

This list was generated on Thu May 19 15:19:44 2022 BST.