Session Chair: Soo Young Song (Chung-Ang Univ.)

1. The Effects of Earnings/Sales Forecasts Disclosure on IPO Underpricing

Min Jung Kim
(Kyungpook National Univ.)
Xuan Gong
(Kyungpook National Univ.)
Jin San Kim
(Kyungpook National Univ.)

2. Idiosyncratic Volatility Risk Premium

Byungjin Kang (Soongsil Univ.)
Jangkoo Kang (KAIST)
Hyoung-jin Park
(Seoul Women’s Univ.)

3. Does Buy-and-Hold Pay off in Structured Products? An Analysis of Account-Level Transactions

Youngsoo Choi
(Hankuk Univ. of Foreign Studies)
Woojin Kim (Seoul National Univ.)
Eunji Kwon
(Hankuk Univ. of Foreign Studies)

4. Order Imbalance and Return Predictability: Evidence from Korean Index Futures

Hyoung-Goo Kang (Hanyang Univ.)
Soo-Hyun Kim (Soongsil Univ.)
Kyuseok Lee (KAIST)