***Session 1: Asset Pricing: Theoretica
*Capital Allocation and the Market for Mutual Funds: Inspecting the Mechanism
Jules H. van Binsbergen (Univ. of Pennsylvania; NBER)
Jeong Ho (John) Kim (Emory Univ.)
Soohun Kim* (Georgia Institute of Technology)
*Idiosyncratic Volatility and the Intertemporal Capital Asset Pricing Model
Gang Li* (Univ. of Toronto)
*The More Illiquid, The More Expensive: A Search-Based Explanation of the Illiquidity Premium
Jaewon Choi* (Univ. of Illinois at Urbana-Champaign)
Jungsuk Han (Stockholm School of Economic)
Sean Shin (Aalto Univ.)
Ji Hee Yoon (Univ. College London)
***Session 2: Future
*Multiscale Spillovers, Connectedness, and Portfolio Management among Commodity Futures Markets: Linkages among Precious and Industrial Metals, Energy, Agriculture, and Livestock
Walid Mensi (Sultan Qaboos Univ.)
Xuan Vinh Vo (Univ. of Economics Ho Chi Minh City)
Sang Hoon Kang* (Pusan National Univ.)
*Average Futures: Anti-manipulation Effects, Types, and Volatility
Kwang il Bae (Chonnam National Univ.)
Jin Yoo* (Hanyang Univ.)
*Is Hedging with Financial Derivatives Effective During Financial Crises?
Sung C. Bae* (Bowling Green State Univ.)
Taek Ho Kwon (Chungnam National Univ.)
***Session 3: Asset Pricing: Empirical
*Imprecise and Informative: Lessons from Market Reactions to Imprecise Disclosure
J. Anthony Cookson (Univ. of Colorado at Boulder)
S. Katie Moon (Univ. of Colorado at Boulder)
Joonki Noh* (Case Western Reserve Univ.)
*In Search of a Factor Model for Optionable Stocks
Turan Bali (Georgetown Univ.)
Scott Murray* (Georgia State Univ.)
*Why do Funds Make More When They Trade More?
Jaden Jonghyuk Kim (International Monetary Fund)
Jung Hoon Lee* (Tulane Univ.)
Shyam Venkatesan (Univ. of Western Ontario)
|
