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  • Title APAD 2021 Session 7 - 9
    Writer 관리자 Hit 780 Date 2021.07.09

    *Session 7: Crypto Assets and Machine Learning

    -Crypto Wash Trading
    Lin William Cong (Cornell Univ.)
    Xi Li * (Univ. of Newcastle)
    Ke Tang (Tsinghua Univ.)
    Yang Yang (Tsinghua Univ.)

    -Information Uncertainty and Deep Learning
    Suk-Joon Byun (KAIST)
    Sangheum Cho* (KAIST)

    -Testing the Local Martingale Theory of Bubbles using Cryptocurrencies
    Soon Hyeok Choi* (Cornell Univ.)
    Robert A. Jarrow (Cornell Univ.)

    *Session 8: Investment: Strategy and Efficiency

    -Option Price Implied Information and REIT Returns
    Jie Cao (The Chinese Univ. of Hong Kong)
    Bing Han (Univ. of Toronto)
    Linjia Song * (The Chinese Univ. of Hong Kong)
    Xintong Zhan (The Chinese Univ. of Hong Kong)

    -Connectivity Costs and Price Efficiency: An Event Study
    Alex Frino (Univ. of Wollongong)
    Ognjen Kovacevic (Macquarie Univ.)
    Vito Mollica * (Macquarie Univ.)
    Robert Webb (Univ. of Virginia)

    -Pairs Trading via Unsupervised Learning
    Chulwoo Han * (Durham Univ.)
    Zhaodong He (Durham Univ.)
    Alenson Toh (Nanyang Technological Univ.)

    *Session 9: Behavioral Finance

    -Happiness and Innovation around the World
    Yuna Heo (Rutgers Univ.)
    Fangfang Hou (Xiamen Univ.)
    Seongkyu "Gilbert" Park * (Hong Kong Polytechnic Univ.)

    -Innovation Overload?
    Byoung-Hyoun Hwang (Cornell Univ.)
    Hugh Hoikwang Kim * (Univ. of South Carolina)
    Kai Wu (Central Univ. of Finance and Economics)

    -Overconfidence in Money Management: Balancing the Benefits and Costs
    Jung Hoon Lee (Tulane Univ.)
    Shyam Venkatesan * (Univ. of Western Ontario)

    File 첨부파일 Session7.zip(5932803 Byte)
    첨부파일 Session8.zip(2242617 Byte)
    첨부파일 Session9.zip(2334696 Byte)