复旦学派：陆铭一代的诞生！海归成堆的院校都是浮云~

厦大培养的林海老师可以秒杀一大片。。而且人家从来都是那么低调


Hai LIN
Department of Finance and Quantitative Analysis
University of Otago,
Po Box 56, Dunedin 9054, New Zealand
Email: hai.lin@otago.ac.nz
EDUCATION
Ph.D.  2003  (Finance) Xiamen University
M.A.   2001 (Finance) Xiamen University
B.A. 1998 (International Trade) Xiamen University
ACADEMIC POSITIONS:
Senior Lecturer, 2010-  Department of Finance and Quantitative Analysis
University of Otago
Professor,  2009- 2010 Department of Finance and WISE, Xiamen University
Associate Professor , 2007-2009    Department of Finance and WISE, Xiamen University
Assistant Professor, 2004-2007     Department of Finance and WISE, Xiamen University
Visiting Scholar, 2006.01-2006.06  Department of Economics, Cornell University
Visiting Research Fellow, 2006.07-2007.02 Lee Kong Chian School of Business, Singapore Management University
AWARDS / HONORS
Best Paper award at Chinese Management Association meeting, 2006.
Best Paper award at Chinese Finance Association meeting, 2004
Best instructor of  2008 KENT-WISE MSFE (Master of Science in Financial Engineering ) Program
RESEARCH Areas
Fixed-Income Securities, Asset Pricing, Market Microstructure
Publications
He, Y., H. Lin, C. Wu and U. Dufrene, 2009, The 2000 Presidential Election and the Information Cost of Sensitive Vs. Non-Sensitive S&P 500 Stocks? Journal of Financial Markets 12, 54-86.
Lin, H. and C. Wu, 2010, Term Structure of Default-free and Defaultable Securities: Theory and Empirical Evidence Handbook of Quantitative Finance and Risk Management (edited by C.F. Lee and A. C. Lee), Springer Publisher, 979-1005.
He, Y., H. Lin, J. Wang and C. Wu, 2009, Price Discovery and Trading After Hours in the U.S. Treasury Market  Journal of Financial Intermediation 18, 464-490.
Hong, Y., H. Lin and S. Wang, 2010, Modeling the Dynamics of Chinese Spot Interest Rates  Journal of Banking and Finance 34, 1047-1061.
Lin, H., J. Wang and C. Wu, 2010, Liquidity Risk and Expected Corporate Bond Returns? Journal of Financial Economics, Forthcoming.
Lin, H., S. Liu and C. Wu, 2010, Dissecting Corporate Bond and CDS Spread  Journal of Fixed Income, Forthcoming.
Working Paper
Dawson, P., H. Lin and Y. Liu, 2010, Stochastic Survival Rates and Derivative Pricing
Hong, Y., H. Lin and C. Wu, 2006, The Predictability of Corporate Bond Market Returns
Hong, Y. and H. Lin, 2006, New Tests of Asset Pricing Models in China
Projects Under Process
Smooth structure changes in high frequency financial time series.
Pricing of fixed income securities with correlated factors.
Information spillover during subprime loan crisis.
Spread components of municipal bonds.
CONFERENCE PRESENTATION
Liquidity and the Pricing of Municipal Bonds? Presented at the 2010 China International Conference in Finance (CICF2010).
Liquidity and the Expected Corporate Bond Returns? Presented at the 2009 FMA Asian Conference,  the 2009 China International Conference in Finance (CICF2009),  the Second WISE-SKKU-BOK Financial Markets Workshop,Otago University and Fudan University.
Determinants of Corporate Bond and CDS Spreads?  Presented at the 2009 China International Conference in Finance (CICF2009) and the 2009 International Symposium on Risk Management and Derivatives.
Price Discovery and Trading After Hours in the U.S. Treasury Market? Presented at the 2008 China International Conference in Finance (CICF2008) and 2008 International Symposium on Recent Developments of Time Series Econometrics (RDTSE).
Asymmetric Information and Price Discovery in the Round-the-Clock U.S. Treasury Market? Presented at the 2007 Advanced Symposium of Econometrics.
The Predictability of Corporate Bond Market Returns? Presented at the 2006 SMU-WISE Joint Symposium.
New Tests of Asset Pricing Models in China? Presented at 2005 Chinese Economics Association Conference.
Dynamic Behavior of Interest Rates in China? Presented at the 2004 China International Conference in Finance (CICF2004).
Nonparametric Specification Tests of Discrete Spot Interest Rate Models in China? Presented at 2004 Chinese Finance Association Conference.
TEACHING
Teaching Interests: Financial Engineering, Fixed Income Securities, Stochastic Process of Financial Derivatives, Introduction to Mathematical Finance
Courses Taught:
Stochastic Process of Derivatives and  Financial Engineering (English Teaching)
Financial Mathematics  (English Teaching)
Financial Engineering
Fixed Income Securities (English Teaching)
REFEREES SERVICE
Journal of Banking and Finance, Journal of Business and Economics Statistics, Journal of Econometrics, Review of Quantitative Finance and Accounting, Review of Futures Markets, Quantitative Finance, Journal of Convergence and Information Technology

Lin, H., J. Wang and C. Wu, 2010, Liquidity Risk and Expected Corporate Bond Returns? Journal of Financial Economics, Forthcoming.

本土的博士能发JFE，确实让陆等人情何以堪那，可以秒杀一大片了，而且还是远不如复旦的厦大。。。

每天不是看东风吹，就是看西风吹，哈哈

都是好学校

听过陆明老师的讲座，觉得很有水平的

其实看了那么多的研究经济的论文，真正能用到实际中的基本上没有

久仰了啊！！

楼主码人名，码学校名的水平还是很高的，是不是觉得这样说起来很酷？？

看看了啊，我也见过陆铭一次。