Dr Ming-Tsung Lin
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Email
m.t.lin@essex.ac.uk -
Telephone
+44 (0) 1206 873449
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Location
EBS.3.44, Colchester Campus
Profile
Qualifications
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PhD The University of Manchester, (2015)
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MSc National Chengchi University, (2006)
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BA National Taiwan University, (2002)
Research and professional activities
Research interests
Default risk
Asset pricing
Credit derivatives
Teaching and supervision
Current teaching responsibilities
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Financial Modelling (BE314)
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Financial Markets and Monetary Policy (BE334)
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Finance Research Project (BE937)
Publications
Journal articles (5)
Godfrey, C., Hoepner, A., Lin, M-T. and Poon, S-H., Women on boards and corporate social irresponsibility: Evidence from a Granger style reverse causality minimisation procedure. The European Journal of Finance, 1-27
Lin, M-T., Kolokolova, O. and Poon, S-H., (2021). Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors. The European Journal of Finance. 27 (1-2), 136-157
Calice, G. and Lin, M-T., (2021). Exploring risk premium factors for country equity returns. Journal of Empirical Finance. 63, 294-322
Kolokolova, O., Lin, M-T. and Poon, S-H., (2020). Too big to ignore? Hedge fund flows and bond yields. Journal of Banking and Finance. 112, 105271-105271
Kolokolova, O., Lin, M-T. and Poon, S-H., (2019). Rating-based CDS curves. The European Journal of Finance. 25 (7), 689-723
Reports and Papers (4)
Aretz, K., Lin, M-T. and Poon, S-H., Moneyness, Volatility, and the Cross-Section of Option Returns
Chan, KK., Kolokolova, O., Lin, M-T. and Poon, S-H., (2021). What Drives the Price Convergence between Credit Default Swap and Put Option: New Evidence
Godfrey, C., Hoepner, AGF., Lin, MT. and Poon, SH., (2020). Women on boards and corporate social irresponsibility: evidence from a Granger style reverse causality minimisation procedure
Chan, KK., Lin, M-T. and Lu, Q., (2020). Corporate Credit Default Swap Systematic Factors
Contact
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