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  • Title APAD 2020 Session 4 - 6
    Writer 관리자 Hit 953 Date 2020.07.17
    ***Session 4:Market Microstructure


    *Illiquidity and Stock Returns – II: Cross-section and Time-series Effects

    Yakov Amihud (New York Univ.)
    Joonki Noh* (Case Western Reserve Univ.)


    *Do Put Warrants Unwind Short-Sale Restrictions? Further Evidence from the Taiwan Stock Exchange

    Yi-Wei Chuang* (Feng Chia Univ.)
    Wei-Che Tsai (National Sun Yat-sen Univ.)
    Pei-Shih Weng (National Dong Hwa Univ.)


    *Call Auction Design and Closing Price Manipulation: Evidence from the Hong Kong Stock Exchange

    Seongkyu Gilbert Park* (Hong Kong Polytechnic Univ.)
    Wing Suen (Univ. of Hong Kong)
    Kam-Ming Wan (Hanken School of Economics)


    ***Session 5: Options

    *Traders’ Rule and the Long-term Options

    Sol Kim (Hankuk Univ. of Foreign Studies)
    In Jung Song* (Hankuk Univ. of Foreign Studies)


    *Estimation of Stochastic Volatility and Option Prices

    Suk Joon Byun (KAIST)
    Jung-Soon Hyun (KAIST)
    Woon Jun Sung* (KAIST)


    *Semivariance and Semiskew Risk Premiums in Currency Markets

    José Da Fonseca* (Auckland Univ. of Technology)
    Edem Dawui (World Bank)


    *** Session 6: Corporate Finance

    *Technological Fit and the Market for Managerial Talent

    Fred Bereskin (Univ. of Missouri) Seong
    K. Byun (Virginia Commonwealth Univ.)
    Jong-Min Oh* (SungKyunKwan Univ.)


    *Derivatives Use and the Value of Cash Holdings: Evidence from U.S. Oil and Gas Industry

    Sanghak Choi (UNIST)
    Hyeonung Jang (UNIST)
    Daejin Kim* (UNIST)
    Byoung Ki Seo (UNIST)


    *Who Lends Before Banking Crises? Evidence from the International Syndicated Loan Market

    Mariassunta Giannetti (Stockholm School of Economics)
    Yeejin Jang* (Univ. of New South Wales)










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