Lin, William and Sun, David (2006): Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels. Published in: Taiwan Banking and Finance Quarterly , Vol. 2, No. 8 (June 2007): pp. 1-24.
Lin, William; Sun, David and Tsai, Shih-Chuan (2010): Does trading remove or bring frictions? Unpublished.
Lin, William and Sun, David (2007): Liquidity-adjusted benchmark yield curves: a look at trading concentration and information. Published in: Review of Pacific Basin Financial Markets and Policies , Vol. 4, No. 10 (December 2007): pp. 491-518.
Sun, David; Lin, William and Nieh, Chien-Chung (2007): Long run credit risk diversification: empirical decomposition of corporate bond spreads. Published in: Review of Securities and Futures Markets , Vol. 2, No. 20 (July 2008): pp. 135-187.
Lin, William; Tsai, Shih-Chuan and Sun, David (2008): Price informativeness and predictability: how liquidity can help. Published in: Applied Economics , Vol. 17, No. 43 (July 2011): pp. 2199-2217.
Lin, William; Tsai, Shih-Chuan and Sun, David (2010): Search costs and investor trading activity: evidences from limit order book. Forthcoming in: Emerging Markets Finance and Trade
Lin, William; Sun, David and Tsai, Shih-Chuan (2010): Searching out of Trading Noise: A Study of Intraday Transactions Cost. Unpublished.
Lin, William; Tsai, Shih-Chuan and Sun, David (2009): What Causes Herding:Information Cascade or Search Cost ? Unpublished.
