Profile image of Chien-Ting Lin

Prof Chien-Ting Lin

STAFF PROFILE

Position

Chair in Finance

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Qualifications

Doctor of Philosophy, Texas Tech University, 1999

Contact

chienting.lin@deakin.edu.au
+61 3 924 46782

Biography

Professor Chien-Ting “Ed” Lin is a Professor in the Department of Finance in Deakin Business School. Ed completed his PhD in Finance from Texas Tech University. He specialises in asset pricing, banking, and corporate finance. In asset pricing, Ed's work revolves around the pricing of higher moments in stock return distribution. In banking, he is involved with macro-prudential regulations including designs of capital requirements, liquidity requirements, and deposit insurance. In corporate finance, Ed's focus is on corporate issues on financial decisions, payout decisions, and governance mechanisms.

Read more on Chien-Ting's profile

Research interests

  • Corporate Governance
  • Empirical Asset Pricing
  • Banking

Teaching interests

  • Corporate Finance
  • Asset Pricing
  • International Finance

Units taught

  • MAF101 - Fundamentals of Finance
  • MAF306 - International Finance and Investment
  • MAA427 - Research Methods

Knowledge areas

  • Banking
  • Corporate finance
  • Empirical asset pricing

Publications

Filter by

2016

Liquidity creation, regulatory capital, and bank profitability

V Tran, C Lin, H Nguyen

(2016), Vol. 48, pp. 98-109, International review of financial analysis, Amsterdam, The Netherlands, C1

journal

A comparative analysis of accounting-based valuation models

K-C Ho, S-C Lee, C-T Lin, M-T Yu

(2016), pp. 1-15, Journal of accounting, auditing & finance, London, Eng., C1

journal
2015

The pricing of deposit insurance in the presence of systematic risk

S-C Lee, C-T Lin, M-S Tsai

(2015), Vol. 51, pp. 1-11, Journal of banking and finance, Amsterdam, Netherlands, C1

journal

Information ratings and capital structure

L-H Pan, C-T Lin, S-C Lee, K-C Ho

(2015), Vol. 31, pp. 17-32, Journal of corporate finance, Amsterdam, The Netherlands, C1

journal

Herding behaviour in the Australian loan market and its impact on bank loan quality

V Tran, H Nguyen, C Lin

(2015), Vol. In press, pp. 1-28, Accounting and finance, Milton, Qld., C1

journal
2014

Higher moments and beta asymmetry : evidence from Australia

M Doan, C Lin, M Chng

(2014), Vol. 54, pp. 779-807, Accounting and finance, Melbourne, Vic., C1

journal

Bank Fundamentals, Executive Compensation and Public Perception of Banks in Australia

Ameeta Jain, John Guo, Chien-Ting Lin

(2014), Vol. 33, pp. 220-232, Economic Papers: A journal of applied economics and policy, C1

journal

Implementing countercyclical capital buffer schemes for Australian banks

C Lin, P Huang, S Lee

(2014), pp. 12-18, JASSA, Melbourne, Vic., C1

journal

Basel risk weights, asset correlations, and book-to-market equity: evidence from Asian countries

C Lin, S Lee, J Chen, B Chiu

(2014), pp. 6-11, JASSA, Sydney, NSW, C1

journal
2013

Corporate governance, growth opportunities, and the choices of cross-listings: The case of Chinese ADRs

L Pan, C Lin, P Yang

(2013), Vol. 24, pp. 221-234, Pacific Basin Finance Journal, C1

journal

A fractional cointegration approach to testing the Ohlson accounting based valuation model

S Lee, C Lin, M Yu

(2013), Vol. 41, pp. 535-547, Review of Quantitative Finance and Accounting, C1

journal

Book-to-market equity, asset correlations and the basel capital requirement

S Lee, C Lin, M Yu

(2013), Vol. 40, pp. 991-1008, Journal of Business Finance and Accounting, C1

journal
2012

Business cycles and the impact of macroeconomic surprises on interest rate swap spreads: Australian evidence

V Fang, A Sohel Azad, J A. Batten, C Lin

(2012), Vol. 94, pp. 379-398, Contemporary Studies in Economic and Financial Analysis, B1

chapter

On the robustness of higher-moment factors in explaining average expected returns: Evidence from Australia

M Doan, C Lin

(2012), Vol. 26, pp. 67-78, Research in International Business and Finance, C1

journal

Book-to-market equity, operating risk, and asset correlations: Implications for Basel capital requirement

S Lee, C Lin

(2012), Vol. 22, pp. 973-989, Journal of International Financial Markets, Institutions and Money, C1

journal

Implied volatility smiles, option mispricing and net buying pressure: Evidence around the global financial crisis

J Larkin, A Brooksby, C Lin, R Zurbruegg

(2012), Vol. 52, pp. 47-69, Accounting and Finance, C1

journal

ADR characteristics and corporate governance in the Greater China region

L Pan, C Lin, K Chen

(2012), Vol. 2, pp. 43-52, Review of Development Finance, C1

journal

Do financial reforms improve the performance of financial holding companies? The case of Taiwan

M Kao, C Lin, L Xu

(2012), Vol. 12, pp. 491-509, International Review of Finance, C1

journal
2011

An Ohlson valuation framework for valuing corporate governance : the case of Taiwan

S Lee, C Lin, P Chang

(2011), Vol. 19, pp. 420-434, Pacific-Basin finance journal, Amsterdam, Netherlands, C1

journal

The asymmetric behavior and procyclical impact of asset correlations

S Lee, C Lin, C Yang

(2011), Vol. 35, pp. 2559-2568, Journal of banking and finance, Amsterdam , The Netherlands, C1-1

journal
2010

Firm characteristics and information risk

C Liao, C Lin, L Xu

(2010), pp. 41-47, JASSA, C1-1

journal

Managing news coverage around initial public offerings

C Ho, C Huang, C Lin, G Lin

(2010), Vol. 39, pp. 187-225, Financial management, London, England, C1-1

journal

An accounting-based valuation approach to valuing corporate governance in Taiwan

S Lee, C Lin

(2010), Vol. 6, pp. 47-60, Journal of contemporary accounting and economics, Amsterdam, The Netherlands, C1-1

journal

Pricing assets with higher moments: Evidence from the Australian and us stock markets

P Doan, C Lin, R Zurbruegg

(2010), Vol. 20, pp. 51-67, Journal of International Financial Markets, Institutions and Money, C1-1

journal
2008

Macroeconomic news, business cycles and Australian financial markets

V Fang, C Lin, K Parboo

(2008), Vol. 15, pp. 185-207, Asian Pacific Financial Markets, New York, N. Y., C1-1

journal

A fuzzy approach to water pricing: the case of Shanghai

W Mao, C Lin, C Ho, C Wang

(2008), Vol. 15, pp. 717-722, Applied economics letters, Abingdon, London, C1-1

journal
2007

An examination of Australian gold mining firms' exposure over the collapse of gold price in the late 1990s

V Fang, C Lin, W Poon

(2007), Vol. 15, pp. 37-49, International Journal of Accounting & Information Management, C1-1

journal

Can Chinese banks compete after accession to WTO?

L Xu, C-T Lin

(2007), Vol. 18, pp. 883-903, Journal of Asian economics, Amsterdam, The Netherlands, C1-1

journal
2006

Volatility transmissions between stock and bond markets : evidence from Japan and the U.S.

V Fang, Y Lim, C Lin

(2006), Vol. 12, pp. 120-128, International journal of information technology, Singapore, Singapore, C1-1

journal
2005

Macroeconomic announcements, volatility, and interrelationships: an examination of the UK interest rate and equity markets

B Jones, C Lin, A Masih

(2005), Vol. 14, pp. 356-375, International review of financial analysis, Amsterdam, The Netherlands, C1-1

journal

Funded Projects at Deakin

Industry and Other Funding

Asset Correlations in Basel Capital Requirement: Does one size fit all?

Prof Chien-Ting Lin

  • 2012: $9,800

The pricing of deposit insurance under systematic risk

Prof Chien-Ting Lin

  • 2014: $4,363
  • 2013: $6,545

CEO Remuneration and Firm Performance: Does Information Asymmetry Explain the Gap?

Dr Hong Ang, Prof Peter Carey, Prof Chien-Ting Lin

  • 2013: $5,225

Supervisions

Principal Supervisor
2017

Vuong Thao Tran

Thesis entitled: Three Essays on Liquidity Creation

Doctor of Philosophy, Department of Finance

2016

Zhisong Chen

Thesis entitled: Anchoring Countercyclical Capital Buffer in Basel III

Doctor of Philosophy, Department of Finance