林海是我的老师。他虽然发的论文较少,但是篇篇都很有质量。比起刘继春老师可能还稍微差一点,海哥目前还没有一篇第一作者和独立发文。但是,我们同学都很看好他。
废话不多讲,贴出林海的论文以作参考:
He, Yan, Hai Lin, Chunchi Wu, and Uric B. Dufrene, 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.
He, Yan, Hai Lin, Junbo Wang, and Chunchi Wu, 2009, Price discovery in the round-the-clock u.S. Treasury market, Journal of Financial Intermediation 18, 464-490.
Hong, Yongmiao, Hai Lin, and Shouyang Wang, Modeling the dynamics of chinese spot interest rates, Journal of Banking & Finance In Press, Accepted Manuscript.