Session 1:

Retrieving Aggregate Information from Option Volume
William T. Lin (Tamkang Univ.)
Shih-Chuan Tsai (National Taiwan Normal Univ.)
Zhenlong Zheng (Xiamen Univ.)
Shuai Qiao (Xiamen Univ.)

Equity Option Implied Probability of Default and Equity Recovery Rate
Bo Young Chang (Bank of Canada)
Greg Orosi (American Univ. of Sharjah)

Truncation Error Stabilization for Model-free Implied Moment Estimator
Geul Lee (Univ. of New South Wales)
Li Yang (Univ. of New South Wales)

Effect of Liquidity on the Implied Volatility Surface in Interest Options Markets
Kwanho Kim (Chungbuk National Univ.)

Session 2:

The Impact of Latency Sensitive Trading on High Frequency Arbitrage Opportunities
Alex Frino (Macquarie Univ.)
Vito Mollica (Macquarie Univ.)
Robert I. Webb (Univ. of Virginia)
Shunquan Zhang (Macquarie Univ.)

A Theroy of High Frequency Market Making in Fragmented Markets
Soomin Tomy Lee (Univ. of Toronto)

Overnight Strategy of Foreign Day-traders and Their Performance: An Empirical Study from the Korea Stock Exchange
Hye-hyun Park (Korea Uiv.)
Kyung Suh Park (Korea Uiv.)