Qian Lin

Wuhan University - School of Economics and Management

Wu Han , Hu-Bai 430072

China

SCHOLARLY PAPERS

2

DOWNLOADS

129

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

On the Stock Market Variance-Return or Price Relations: A Tale Of Two Variances

Number of pages: 80 Posted: 26 Mar 2018 Last Revised: 08 Feb 2019
Hui Guo, Qian Lin and Yu-Jou Pai
University of Cincinnati - Department of Finance - Real Estate, Wuhan University - School of Economics and Management and Concordia University
Downloads 109 (300,504)
Citation 1

Abstract:

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Stock Market Variance, Good Variance, Bad Variance, Conditional Equity Premium, Stock Market Return Predicability, and Anomalies

2.

Horizon-unbiased Investment with Ambiguity

Number of pages: 30 Posted: 24 May 2019
Qian Lin, Xianming Sun and Chao Zhou
Wuhan University - School of Economics and Management, Zhongnan University of Economics and Law - School of Finance and National University of Singapore (NUS) - Department of Mathematics
Downloads 20 (621,246)

Abstract:

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Ambiguity, Forward Performance, Robust Investment, Risk Premium