Session Chair: Jong Yeon Choi (Hanyang Univ.)

1. Pricing and Hedging Crude Oil Futures Options with Term Structure Models

I-Doun Kuo (Tunghai Univ.)
Yi-Hsuan Chen (Chung-Hua Univ.)

2. Do Foreign Short-Sellers Predict Stock Returns?
Evidence from Daily Short-Selling in Korean Stock Market

Kuan-Hui Lee
(Seoul National Univ. Business School)
Shu-Feng Wang
(Seoul National Univ. Business School)

3. Does Futures Speculation Destabilize Commodity Markets?

Abby Kim
(U.S. Securities and Exchange
Commission (SEC))Min-Teh Yu
(National Chiao Tung Univ.)

4. JLS Method for Endogenous Bubbles: Financial Derivative Price Analysis in Short Time Horizons

Paul Moon Sub Choi
(Ewha Womans Univ.)
Seth H. Huang
(Soochow Univ.)