? Session 1: Financial Theory
? On Convex Functions on Duals of - Orlicz Spaces
Freddy Delbaen (Univ. of Zurich)
Keita Owari (Ritsumeikan Univ.)

? Estimation of Optimal Hedge Ratio: A Wild Bootstrap Approach
Phong Nguyen (La Trobe Univ.)
Jae H. Kim (La Trobe Univ.)
Darren Henry (La Trobe Univ.)

? On Continuity Correction for First-Passage Times in A Flexible Jump Diffusion Model with Application to Option Pricing
Cheng-Der Fuh (National Central Univ.)
Steven Kou (National Univ. of Singapore)
Sheng-Feng Luo (Chung Yuan Christian Univ.)
Hsin-Chieh Wong (National Central Univ.)

? The Choice of SEO Method and Its Consequences: Rights vs. Public Offers
Ju Hyun Kim (Sungkyunkwan Univ.)
Kyojik (Roy) Song (Sungkyunkwan Univ.)

? Session 2: CDS & Swaps
? Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS?Bond Basis
Jaewon Choi (Univ. of Illinois at Urbana-Champaign)
Or Shachar (Federal Reserve Bank of New York)
Seunghun Shin (KAIST)

? Determinants of Swap Spreads in China
Longzhen Fan (Fudan Univ.)
Re-Jin Guo (Univ. of Illinois at Chicago)
Xin Hou (Fudan Univ.)

? Mandatory XBRL Adoption and Credit Default Swap Spreads
Paul A. Griffin (Univ. of California-Davis)
Hyun A. Hong (Univ. of California-Riverside)
Jeong-Bon Kim (City Univ. of Hong Kong and Univ. of Waterloo)
Jee-Hae Lim (Univ. of Waterloo)

? Modeling Dependence and Contagion between East Asian Sovereign CDS Markets: A Mixture of Time-varying Copulas Approach
Yongwoong Lee (Hankuk Univ. of Foreign Studies)
Yongbok Cho (Korea Univ.)
Kisung Yang (Korea Univ.)

? Session 3: Investment
? Abnormal Crude Oil Price Movements Prior to FOMC Announcements
Hyeonung Jang (UNIST)
Byoung Ki Seo (UNIST)

? Dividends and REIT Investment
Hoon Cho (KAIST)
SangJin Park (KAIST)

? Information in (and not in) Treasury Options
Hoyong Choi (Erasmus Univ.)

? Liquidity Skewness Premium
Giho Jeong (KAIST)
Jangkoo Kang (KAIST)
Kyung Yoon Kwon (KAIST)