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  • APAD 자료실

  • 제목 Session 7 - 9
    작성자 관리자 조회수 1757 작성일 2016.10.20
    Session 7:

    What Designs Investment Bankers? Economic and Psychological Risk Attitudes of Investment Bankers and Socialization
    Jung Seok Woo (Hanyang Univ.)
    Hyoung-Goo Kang (Hanyang Univ.)

    Anchoring and Probability Weighting in Option Prices
    R. Jared DeLisle (Utah State Univ.)
    Dean Diavatopoulos (Seattle Univ.)
    Andy Fodor (Ohio Univ.)
    Kevin Krieger (Univ. of West Florida)

    Sugar with your Coffee? Fundamentals, Financials, and Softs Price Uncertainty
    Genevre Covindassamy (American Univ.)
    Michel A. Robe (American Univ.)
    Jonathan Wallen (Stanford Univ.)

    Session 8:

    The Effect of Rollover Risk on Default Risk: Evidence from Bank Financing
    Chih-Wei Wang (National Sun Yat-sen Univ.)
    Juan Ignacio Peña (Universidad Carlos Ⅲ de Madrid)
    Wan-Chien Chiu (Univ. of Glasgow)

    Do Institutional Investors Show the Disposition Effect?: Evidence from South Korea’s Bond Market
    Jung Seok Woo (Hanyang Univ.)
    Ju Hyun Kim (Sungkyunkwan Univ.)
    Hyoung-Goo Kang (Hanyang Univ.)

    Decomposing and Pricing of Corporate Bond Yields and Disentangling a Flight-to-Quality from a Flight-to-Liquidity
    Sekyung Oh (Konkuk Univ.)
    Kinam Park (Korea Asset Pricing)

    Session 9:

    Options Order Flow, Volatility Demand and Variance Risk Premium
    Prasenjit Chakrabarti (Indian Institute of Management Indore)
    K Kiran Kumar (Indian Institute of Management Indore)

    Volatility Spreads and Innovation Grants Announcement Returns
    Zih-Ying Lin (National Central Univ.)
    Guan-Ying Huang (National Central Univ.)
    Pei-Fang Hsieh (National Tsing Hua Univ.)

    Interdependence Between the Implied Volatility Indices of Developed and Emerging Markets: A New Markov-switching Approach
    Wonho Song (Chung-Ang Univ.)
    Doojin Ryu (Sungkyunkwan Univ.)
    첨부파일 첨부파일 Session7.zip(2690382 Byte)
    첨부파일 Session8.zip(3433770 Byte)
    첨부파일 Session9.zip(1314875 Byte)