Clearing 2021
People

Dr Ming-Tsung Lin

Lecturer
EBS - Finance
Dr Ming-Tsung Lin

Profile

Qualifications

  • PhD The University of Manchester, (2015)

  • MSc National Chengchi University, (2006)

  • BA National Taiwan University, (2002)

Research and professional activities

Research interests

Default risk

Key words: Default risk
Open to supervise

Asset pricing

Key words: Asset pricing
Open to supervise

Credit derivatives

Key words: Credit derivatives
Open to supervise

Teaching and supervision

Current teaching responsibilities

  • Financial Modelling (BE314)

  • Financial Markets and Monetary Policy (BE334)

  • 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

m.t.lin@essex.ac.uk
+44 (0) 1206 873449

Location:

EBS.3.44, Colchester Campus