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  • Title APAD 2020 Session 1 - 3
    Writer 관리자 Hit 949 Date 2020.07.17
    ***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)







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