廈門大學(xué)王亞南經(jīng)濟(jì)研究院金融學(xué)老師：林海 正文

教授
廈門大學(xué)金融學(xué)博士
電話：
電子郵件：hai.lin@otago.ac.nz
辦公室：
個(gè)人主頁：http://www.victoria.ac.nz/sef/about/staff/hai-lin

?個(gè)人簡(jiǎn)介
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

?研究成果
Journal Articles
'Liquidity risk and momentum spillover from stocks and bonds' (with Junbo Wang and Chunchi Wu), The Journal of Fixed Income, 23, 1 (2013), pp. 5-42.
‘Are corporate bond returns predictable?’ (with Y.M Hong and C. Wu), Journal of Banking and Finance, 36 (2012), pp. 2216-2232.
'The roles of speculation and fundamentals in commodity markets: The case of U.S. natural gas futures market' (with M. Ji and Z. Zheng), Review of Futures Markets,19 (2011), pp. 217-247.
'Liquidity risk and expected corporate bond returns’ (with J. Wang and C. Wu), Journal of Financial Economics, 99 (2011), pp. 628-650.
'Dissecting corporate bond and CDS spread' (with S. Liu and C. Wu), Journal of Fixed Income, 20 (2010), pp. 7-39 (lead article). Abstract appears in The Finance Professionals’ Post, January 13, 2011, and CFA Digest, 41, 2 (May 2011); 2011 Peter L. Bernstein Award for best paper in an Institutional Investor journal.
‘Modeling the dynamics of Chinese spot interest rates’ (with Y. Hong and S. Wang), Journal of Banking and Finance, 34 (2010), pp. 1047-1061.
'Price discovery and trading after hours in the U.S. treasury market’ (with Y. He, J. Wang and C. Wu), Journal of Financial Intermediation,18 (2009), pp. 464-490.
‘The 2000 presidential election and the information cost of sensitive Vs. non-sensitive S&P 500 Stocks’ (with Y. He, C. Wu and U. Dufrene), Journal of Financial Markets, 12 (2009), pp. 54-86.
Book Chapters
‘On-/off-the-run yield spread puzzle: Evidence from the Chinese treasury market’ (with R. Chen and Q. Yuan), Handbook of Financial Econometrics and Statistics(edited by C.F. Lee), Springer Publisher, forthcoming.
Term structure of default-free and defaultable securities: Theory and empirical evidence’ (with C. Wu),Handbook of Quantitative Finance and Risk Manag
 

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