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Dive into the research topics where Che-Chun Lin is active.

Publication


Featured researches published by Che-Chun Lin.


The Journal of Index Investing | 2011

Indexing Institutional Funds

Larry J. Prather; Ting-Heng Chu; M. Imtiaz Mazumder; Che-Chun Lin

This article investigates alternative S&P 500 indexing strategies for institutional investors using S&P 500 institutional index mutual funds and the Standard and Poor’s Depository Receipts (SPDRs). This investigation is important because although SPDRs have lower advertised annual expenses, investors in SPDRs face bid–ask spreads and commissions. The authors present a model to illustrate how alternative index investments can be compared, compute average spreads using transaction-by-transaction data, compute risk-adjusted returns for the competing investments, and model the results under several scenarios.


Quarterly Journal of Business and Economics | 2005

An Extension of Security Price Reactions Around Product Recall Announcements

Ting-Heng Chu; Che-Chun Lin; Larry J. Prather


Journal of Housing Economics | 2005

Curtailment as a mortgage performance indicator

Che-Chun Lin; Tyler T. Yang


Journal of Real Estate Finance and Economics | 2011

Collateral Risk in Residential Mortgage Defaults

Tyler T. Yang; Che-Chun Lin; Man Cho


Journal of Housing Economics | 2005

Valuing US and Canadian mortgage servicing rights with default and prepayment

Richard J. Buttimer; Che-Chun Lin


International Real Estate Review | 2005

Mortgage Curtailment and Default

Che-Chun Lin; Ting-Heng Chu; Larry J. Prather; Perry Wang


Review of Quantitative Finance and Accounting | 2006

Valuation of Mortgage Servicing Rights with Foreclosure Delay and Forbearance Allowed

Che-Chun Lin; Ting-Heng Chu; Larry J. Prather


The American Real Estate and Urban Economics Association Annual Conference | 2008

Default Risk and Relative Values of "Exotic" Mortgage Products: A Multi-Factor Simulation Approach

Tyler T. Yang; Che-Chun Lin; Man Cho


The American Real Estate and Urban Economics Association Annual Conference,Asian Real Estate Society,Boston, USA,January 31 | 2006

Collateral Risk in Residential Mortgages

Tyler T. Yang; Che-Chun Lin; Man Cho


交大管理學報 | 2016

Simplifying the valuation of reverse annuity mortgages

Jow-Ran Chang; Jing-Tang Tsay; Che-Chun Lin

Collaboration


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Larry J. Prather

Southeastern Oklahoma State University

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Ting-Heng Chu

College of Business and Technology

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Man Cho

KDI School of Public Policy and Management

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Richard J. Buttimer

University of North Carolina at Charlotte

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