Ming-Tsung Lin

University of Essex

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

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

  • University of Essex

SCHOLARLY PAPERS

9

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2

Scholarly Papers (9)

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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 Alliance Manchester Business School, University of Manchester
Downloads 215 (168,248)

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

2.

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

Forthcoming in European Journal of Finance, Previous version circulated as Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-4
Number of pages: 50 Posted: 08 Feb 2020 Last Revised: 19 Oct 2020
Chris Godfrey, Andreas G. F. Hoepner, Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Alliance Manchester Business School, Smurfit Graduate Business School, University College Dublin, University of Essex and Alliance Manchester Business School, University of Manchester
Downloads 195 (184,234)
Citation 3

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

3.

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 Alliance Manchester Business School, University of Manchester
Downloads 168 (210,044)
Citation 1

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CDS spread, credit risk, liquidity risk, systematic factors

4.

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 Alliance Manchester Business School, University of Manchester
Downloads 156 (223,655)

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

5.

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 Alliance Manchester Business School, University of Manchester
Downloads 94 (324,380)

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

6.

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 Alliance Manchester Business School, University of Manchester
Downloads 88 (338,121)
Citation 2

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

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 Alliance Manchester Business School, University of Manchester
Downloads 59 (421,383)

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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
Ka Kei Chan, Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
Brunel University London, University of Manchester - Alliance Manchester Business School, University of Essex and Alliance Manchester Business School, University of Manchester
Downloads 54 (439,166)

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

9.

Corporate Credit Default Swap Systematic Factors

Number of pages: 49 Posted: 21 Dec 2020
Ka Kei Chan, Ming-Tsung Lin and Qinye Lu
Brunel University London, University of Essex and De Montfort University
Downloads 26 (569,519)

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Credit Default Swap (CDS), CDS Systematic Factors