| Liquidity risk and expected corporate bond returns H Lin, J Wang, C Wu Journal of Financial Economics 99 (3), 628-650, 2011 | 532 | 2011 |
| 金融市场学(第三版) 张亦春， 郑振龙， 林海 高等教育出版社 1, 998, 2008 | 173* | 2008 |
| Forecasting corporate bond returns with a large set of predictors: An iterated combination approach H Lin, C Wu, G Zhou Management Science 64 (9), 4218-4238, 2018 | 131 | 2018 |
| 中国可转换债券定价研究 郑振龙， 林海 厦门大学学报: 哲学社会科学版, 93-99, 2004 | 93* | 2004 |
| Are corporate bond market returns predictable? Y Hong, H Lin, C Wu Journal of Banking & Finance 36 (8), 2216-2232, 2012 | 84 | 2012 |
| 中国市场利率动态研究——基于短期国债回购利率的实证分析 洪永淼， 林海 经济学 (季刊) 5 (2), 511-532, 2006 | 74* | 2006 |
| 中国市场利率期限结构的静态估计 郑振龙， 林海 武汉金融 3, 33-36, 2003 | 72 | 2003 |
| Dissecting corporate bond and CDS spreads H Lin, S Liu, C Wu Journal of Fixed Income 20 (3), 7-34, 2011 | 65* | 2011 |
| Global risk spillover and the predictability of sovereign CDS spread: International evidence S Srivastava, H Lin, IM Premachandra, H Roberts International Review of Economics & Finance 41, 371-390, 2016 | 51 | 2016 |
| Predictions of corporate bond excess returns H Lin, J Wang, C Wu Journal of Financial Markets 21, 123-152, 2014 | 51 | 2014 |
| 民间金融的利率期限结构和风险分析: 来自标会的检验 郑振龙， 林海 金融研究 4, 133-143, 2005 | 48 | 2005 |
| The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks Y He, H Lin, C Wu, UB Dufrene Journal of Financial Markets 12 (1), 54-86, 2009 | 45 | 2009 |
| Modeling the dynamics of Chinese spot interest rates Y Hong, H Lin, S Wang Journal of Banking & Finance 34 (5), 1047-1061, 2010 | 36* | 2010 |
| Price discovery in the round-the-clock US Treasury market Y He, H Lin, J Wang, C Wu Journal of Financial Intermediation 18 (3), 464-490, 2009 | 34 | 2009 |
| predictive information in corporate bond yields X Guo, H Lin, C Wu, G Zhou Journal of Financial Markets, 2021 | 32* | 2021 |
| 中国利率动态模型研究 ① 林海， 郑振龙 财经问题研究, 2005 | 32 | 2005 |
| 中国利率期限结构: 理论及应用 林海， 郑振龙 中国财政经济出版社, 2004 | 32* | 2004 |
| 利率期限结构研究述评 ① 林海， 郑振龙 管理科学学报 10 (1), 2007 | 28 | 2007 |
| 中国违约风险溢酬研究 郑振龙， 林海 证券市场导报 6, 41-44, 2003 | 27 | 2003 |
| Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices D Kuruppuarachchi, H Lin, IM Premachandra Economic Modelling 77, 92-112, 2019 | 26 | 2019 |
Guofu ZhouWashington University in St. Louis在 wustl.edu 的电子邮件经过验证
