Ming-Tsung Lin

University of Essex

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

http://https://www.essex.ac.uk/people/linmi48001/ming-tsung-lin

SCHOLARLY PAPERS

8

DOWNLOADS

813

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Moneyness, Volatility, and the Cross-Section of Option Returns

Number of pages: 69 Posted: 18 Nov 2016 Last Revised: 14 Mar 2018
Kevin Aretz, Ming-Tsung Lin and Ser-Huang Poon
Alliance Manchester Business School, University of Essex and University of Manchester - Manchester Business School
Downloads 182 (173,817)

Abstract:

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Asset pricing; option returns; moneyness; total, systematic, and idiosyncratic volatility.

2.

Slow- and Fast-Moving Information Content of CDS Spreads: New Endogenous Systematic Factors

The European Journal of Finance, Forthcoming
Number of pages: 46 Posted: 21 Feb 2014 Last Revised: 25 Sep 2019
Ming-Tsung Lin, Olga Kolokolova and Ser-Huang Poon
University of Essex, University of Manchester - Alliance Manchester Business School and University of Manchester - Manchester Business School
Downloads 163 (191,216)

Abstract:

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CDS spread, credit risk, liquidity risk, systematic factors

3.

Investing in Female Corporate Leadership

Number of pages: 53 Posted: 25 Apr 2017 Last Revised: 11 May 2019
Ming-Tsung Lin and Ser-Huang Poon
University of Essex and University of Manchester - Manchester Business School
Downloads 144 (212,239)

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Board Gender Diversity, Female Corporate Leadership, Gender Diverse Investment, Corporate Social Responsibility

4.

Too Big to Ignore? Hedge Fund Flows and Bond Yields

Journal of Banking and Finance, Forthcoming
Number of pages: 42 Posted: 09 Nov 2014 Last Revised: 21 Dec 2017
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Alliance Manchester Business School, University of Essex and University of Manchester - Manchester Business School
Downloads 86 (306,086)

Abstract:

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Hedge Funds, Flows, Price Impact, Bond Yields, Liquidity

5.

Rating-based CDS Curves

The European Journal of Finance, Forthcoming
Number of pages: 67 Posted: 14 Dec 2016 Last Revised: 24 Sep 2019
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Alliance Manchester Business School, University of Essex and University of Manchester - Manchester Business School
Downloads 78 (324,426)
Citation 1

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Credit Default Swap (CDS), Trading Strategy, CDS Term Structure, Credit Rating

6.

Women on Boards and Corporate Scandals: Evidence From a Granger Style Reverse Causality Minimisation Procedure

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-4
Number of pages: 32 Posted: 08 Feb 2020 Last Revised: 02 Mar 2020
University of Manchester - Alliance Manchester Business School, Smurfit Graduate Business School, University College Dublin, University of Essex and University of Manchester - Manchester Business School
Downloads 63 (373,750)

Abstract:

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corporate scandals, diversity, endogeneity, reverse causality, women on boards

7.

Anatomize DOOM-CDS Linkage

Number of pages: 41 Posted: 18 Mar 2015
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Alliance Manchester Business School, University of Essex and University of Manchester - Manchester Business School
Downloads 58 (379,874)

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CDS, Deep Out-of-the-Money Put, Credit Risk, Liquidity Risk, Trading Strategy

8.

What Drives the Price Convergence between Credit Default Swap and Put Option: New Evidence

Number of pages: 51 Posted: 16 Jul 2018 Last Revised: 19 Apr 2019
Brunel University London, University of Manchester - Alliance Manchester Business School, University of Essex and University of Manchester - Manchester Business School
Downloads 39 (448,796)

Abstract:

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Credit Default Swap (CDS), Deep Out-of-the-Money Put Option, Trading Strategy