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  • Title APAD 2019 Session 7 - 9
    Writer 관리자 Hit 1579 Date 2019.07.21
    Session 7 : Futures

    *Can commodity futures risk factors predict economic growth?

    --Jangkoo Kang (KAIST)
    Kyung Yoon Kwon, (Strathclyde Univ.)

    *Value-at-Risk of Equity Index and Index Futures Returns based on Empirical Tail Distribution

    --Jo Yu Wang (Nationl Formosa Univ.)

    *Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach

    --Hyun Jin Jang (UNIST)
    Kyoungsub Lee (Yeungnam Univ.)
    Kiseop Lee ( Purdue Univ.)

    Session 8 : Behavioral Finance: Empirical

    *Measuring (In)Attention to Mutual Fund Fees: Evidence from Experiments

    --Hugh H Kim (Univ. of South Carolina)
    Wenhao Yang (Univ. of South Carolina)

    *Investors’ Propensity to Sell and Return-Volatility Anomalies

    --Chin-Wen Hsin (Yuan Ze Univ.)

    *Hedge Fund Awards: The Impact on Investors and Managers

    --Hyung Kyu Choi (Hong Kong Polytechnic Univ.)
    Byoung Uk Kang (Hong Kong Polytechnic Univ.)
    Seongkyu Gilbert PARK (Hong Kong Polytechnic Univ.)

    Session 9 : Investment 3

    *Market Returns Dormant in Option Panels

    --Yoosoon Chang ( Indiana Univ.)
    Youngmin Choi (The City Univ. of New York)
    Soohun Kim (Georgia Institute of Technology)
    Joon Park (Indiana Univ.)

    *FX Premia Aronud The Clock

    --Ingomar Krohn (Copenhagen Business School)
    Philippe Mueller (The Univ. of Warwick)
    Paul Whelan (Copenhagen Business School)

    *Ambiguity and Corporate Bond Prices

    --Hwagyun Kim (Texas A&M Univ.)
    Ju Hyun Kim (Sungkyunkwan University)
    Heungju Park (Sungkyunkwan University)

    File 첨부파일 session7.zip(3381627 Byte)
    첨부파일 session8.zip(1798922 Byte)
    첨부파일 session9.zip(1875325 Byte)