去年发了条帖子，说的是厦大金融全国第一，超越北清复交。很多人貌似不认同在下的观点，也不认同厦大金融的实力。好吧，我想衡量一个学校金融实力的最好方法就是看看该校的培养出来的博士有多少能耐。我只想说厦大有林海，光这一点就可以秒杀北清复交了。林海可是在JFE上发过paper的土鳖啊！！！全国有几个土鳖金融PhD可以做到？？？你会说清华经管的杨之曙教授，在JF上发过paper。好吧，杨教授是很厉害，但首先，杨教授本科是哈工大学工科的，林海老师本科学国际贸易的，两个人的数学底子是不一样的，林海老师凭借本科经济学的底子达到了这样的高度真是不可思议，而且他是专门研究Asset Pricing的哦！其次，杨教授发JF的时候已经40出头，而林海老师才30出头，二人之间的年龄差距立马显现。因此，如果大家有谁想要真正做金融的学术研究的话，2012年快来考厦大金融的研究生吧~跟着金融工程大牛郑振龙教授走，你将走在金融研究的最前沿~~~
最后附上林海老师在新西兰奥塔哥大学的CV~

Dr Hai Lin

Senior Lecturer
BA, MA, PhD (Xiamen University)

Tel 64 3 479 9066
Room CO 5.10
Email hai.lin@otago.ac.nz
Office hours: TBC
Prior to joining the Department in 2010 as a Senior lecturer, Dr Hai Lin was a Professor of Finance at Xiamen University. Dr Lin visited Cornell University in 2006 and Singapore Management University in 2006-2007. Dr Lin has published research papers in a number of journals, including the Journal of Banking and Finance, Journal of Financial Markets and the Journal of Financial Intermediation.
Teaching

• TBC
  

Research interests

• Fixed income securities
• Market microstructure
• Derivatives
• Asset pricing
• Risk management
  

                                       
               
                Publications                Book ChapterLin, H., & Wu, C. (2010). Term structure of default-free and defaultable securities: Theory and empirical evidence. In C.-F. Lee, A. C. Lee & J. Lee (Eds.), Handbook of Quantitative Finance and Risk Management (pp. 979-1005). New York: Springer. doi: 10.1007/978-0-387-77117-5_5-63
Journal Article - RefereedLin, H., Liu, S., & Wu, C. (2011). Dissecting corporate bond and CDS spreads. Journal of Fixed Income, 20(3), 7-39. doi: 10.3905/jfi.2011.20.3.007
Lin, H., Wang, J., & Wu, C. (2011). Liquidity risk and expected corporate bond returns. Journal of Financial Economics, 99, 628-650. doi: 10.1016/j.jfineco.2010.10.004
Hong, Y., Lin, H., & Wang, S. (2010). Modeling the dynamics of Chinese spot interest rates. Journal of Banking & Finance, 34, 1047-1061. doi: 10.1016/j.jbankfin.2009.11.002
He, Y., Lin, H., Wang, J., & Wu, C. (2009). Price discovery in the round-the-clock U.S. Treasury market. Journal of Financial Intermediation, 18, 464-490. doi: 10.1016/j.jfi.2009.01.001
He, Y., Lin, H., Wu, C., & Dufrene, U. B. (2009). The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks. Journal of Financial Markets, 12, 54-86. doi: 10.1016/j.finmar.2008.04.004