Session 1 : Options 1

*The Impact of Net Buying Pressure on VIX Option Prices

--Yi-Wei Chuang (Univ.of Dayton)
Wei-Che Tsai (National Sun Yat-sen University)
Ming-Hung Wu (Beijing Normal Univ.)

*Leave-One-Out Least Square Monte Carlo Algorithm for Pricing American Options

-- Jeechul Woo (Univ.of Illinois Urbana-Champaign)
Chenru Liu (Stanford Univ.)
Jaehyuk Choi (Peking University HSBC Business School)

*Stock Return Autocorrelations and the Cross Section of Option Returns

--Yoontae Jeon (Ryerson Univ.)
Raymond Kan (Univ. of Toronto)
Gang Li ((Univ. of Toronto)


Session 2 : Market Microstructure 1

*General Managerial Skills, Tolerance for Failure, and Stock Price Crash Risk

--Daewoung Choi (Louisiana State Univ. Shreveport)
Thanh Ngo (East Carolina Univ.)
Ha-Chin Yi (Texas State Univ.)

*Central Counterparty Exposure in Stressed Markets

--Wenqian Huang (Bank for International Settlements)
Albert J. Menkveld (Vrije Univ. Amsterdam)
Shihao Yu, (Vrije Univ. Amsterdam)

*The Pricing of the Illiquidity Factor’s Conditional Risk with Time-varying Premium

--Joonki Noh (Case Western Reserve Univ.)
. Yakov Amihud (New York Univ.)


Session 3 : Investment 1


*Stock Prices, Changes in liquidity, and liquidity Premia

--Bong-Gyu Jang (POSTECH)
Bong-Soo Lee (Florida State Univ.)
Hyun-Tak Lee (National Univ. of Singapore, Korea Asset Management Corporation)

*Pricing equity and contingent convertibles with idiosyncratic risk

--Xiaolin Wang (Henan Univ.)
Zhaojun Yang (Southern Univ. of Science and Technology)


*Time-Varying Market Participation, Consumption Risk-Sharing, and Asset Dynamics

--Redouane Elkamhi (Univ. of Toronto)
Chanik Jo (Univ. of Toronto)