? Session 7: Anomalies and Trading Strategy
? CoAnomaly: Beyond Investment Opportunity and Volatility
James Tengyu Guo (London School of Economics)

? Time Series Reversal in Trend Following Strategies
Jiadong Liu (Queen’s Univ. Belfast)
Fotis Papailias (King’s College London)

? Reference-Dependency of Short-Term Reversal
Jihoon Goh (KAIST)
Giho Jeong (KAIST)
Jangkoo Kang (KAIST)

? Which Volatility Drives the Anomaly? Cash Flow versus Discount Rate
Junyong Kim (Univ. of Wisconsin-Milwaukee)
Donghyun Kim (Univ. of Wisconsin-Milwaukee)
Valeriy Sibilkov (Univ. of Wisconsin-Milwaukee)

? Session 8: Structured Products
? Capital Market Consequences on CDS Mispricing
Hao Cheng (Singapore Management Univ.)

? Electricity Price Modelling with Stochastic Volatility and Jumps: An Empirical Investigation
Nikolay Gudkov (Univ. of New South Wales)
Katja Ignatieva (Univ. of New South Wales)

? Customer Suitability Risk in Structured Products: A Text-based Analysis of Japanese ADR Cases of FX Derivatives
Yuji Sakurai (Federal Reserve Bank of Richmond)

? Session 9: Investments
? Cluster Trading of Corporate Insiders
Chang-Mo Kang (Univ. of New South Wales)
Donghyun Kim (Univ. of Wisconsin-Milwaukee)
Qinghai Wang (Univ. of Central Florida)

? Co-opted Boards and Stock Price Crash Risk
Chaehyun Kim (UNIST)
Junyoup Lee (UNIST)
Sanggeum Woo (UNIST)

? Liquidity-Sensitive Trading and Corporate Bond Fund Fire Sales
Jaewon Choi (Univ. of Illinois Urbana-Champaign)
Sean Seunghun Shin (Aalto Univ. School of Business)

? When Do Regulatory Hurdles Work?
Nidhi Aggarwal (Indian Institute of Management Udaipur)
Venkatesh Panchapagesan (Indian Institute of Management Bangalore)
Susan Thomas (IGIDR)