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  • Title APAD 2021 Session 1 - 3
    Writer 관리자 Hit 545 Date 2021.07.09


    *Session1: Investment


    -Asset Pricing with Consumption Frictions
    Kyoung Jin Choi (Univ. of Calgary)
    Junkee Jeon (Kyung Hee Univ.)
    Hyeng Keun Koo * (Ajou Univ.)


    -Stock-bond Correlations and International Stock Market Return Predictability
    Sungjune Pyun *(National Univ. of Singapore)


    -Firm Uncertainty and Household Spending
    Iván Alfaro (BI Norwegian Business School)
    Hoonsuk Park* (Univ. of Melbourne)


    -Market Uncertainty and Sentiment around USDA Announcements
    An N.Q Cao *(Univ. of Bonn)
    Michel A Robe (Univ. of Illinois at Urbana-Champaign)


    *Session2: Corporate Finance


    -Strategic Alliances, Shocks to Competition and Firm Performance
    Yeejin Jang *(UNSW Business School)
    Natalia Reisel(Fordham Univ.)


    -Mandatory Disclosure, Internal Information Asymmetry, and Insider Trading: Evidence from FAS 131
    Chang-Mo Kang *(Hanyang Univ.)
    Donghyun Kim (Chung-Ang Univ.)
    Youngdeok Lim (UNSW Sydney)


    -External Guarantees and Stock Price Crash Risk
    Kai Wu * (Central Univ. of Finance and Economics)
    Zejun Jin (Central Univ. of Finance and Economics)
    Maobin Xu (Central Univ. of Finance and Economics)


    -The Value of Activism: A Hedge Fund Investor’s Perspective
    Felix Zhiyu Feng (Univ. of Washington)
    Chengdong Yin (Purdue Univ.)
    Caroline H. Zhu * (Seattle Pacific Univ.)



    *Session 3: Derivatives Securities


    -Fat and Fatter Monthly Crash Risk and Investor Trading
    Qian Yang * (Michigan State Univ.)


    -Speculation or Hedging?— Options Trading Prior to FOMC Announcements
    George J. Jiang * (Washington State Univ.)
    Guanzhong Pan (Yunnan Univ. of Finance and Economics)


    -Lottery and Bubble Stocks and the Cross-section of Option Implied Tail Risks
    Sobhesh Kumar Agarwalla (Indian Institute of Management Ahmedabad)
    Sumit Saurav * (Indian Institute of Management Ahmedabad)
    Jayanth R. Varma (Indian Institute of Management Ahmedabad)


    -Canary in the Coal Mine: COVID-19 and Soybean Futures Market Liquidity
    Kun Peng * (Univ. of Illinois at Urbana-Champaign)
    Zhepeng Hu (China Agricultural Univ.)
    Michel A. Robe (Univ. of Illinois at Urbana-Champaign)
    Michael K. Adjemian (Univ. of Georgia)




    File 첨부파일 Session1.zip(3966830 Byte)
    첨부파일 Session2.zip(2449563 Byte)
    첨부파일 Session3.zip(4369177 Byte)

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