Session 7 : Futures


*Can commodity futures risk factors predict economic growth?

--Jangkoo Kang (KAIST)
Kyung Yoon Kwon, (Strathclyde Univ.)


*Value-at-Risk of Equity Index and Index Futures Returns based on Empirical Tail Distribution

--Jo Yu Wang (Nationl Formosa Univ.)


*Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach

--Hyun Jin Jang (UNIST)
Kyoungsub Lee (Yeungnam Univ.)
Kiseop Lee ( Purdue Univ.)



Session 8 : Behavioral Finance: Empirical


*Measuring (In)Attention to Mutual Fund Fees: Evidence from Experiments

--Hugh H Kim (Univ. of South Carolina)
Wenhao Yang (Univ. of South Carolina)


*Investors’ Propensity to Sell and Return-Volatility Anomalies

--Chin-Wen Hsin (Yuan Ze Univ.)


*Hedge Fund Awards: The Impact on Investors and Managers

--Hyung Kyu Choi (Hong Kong Polytechnic Univ.)
Byoung Uk Kang (Hong Kong Polytechnic Univ.)
Seongkyu Gilbert PARK (Hong Kong Polytechnic Univ.)





Session 9 : Investment 3


*Market Returns Dormant in Option Panels

--Yoosoon Chang ( Indiana Univ.)
Youngmin Choi (The City Univ. of New York)
Soohun Kim (Georgia Institute of Technology)
Joon Park (Indiana Univ.)


*FX Premia Aronud The Clock

--Ingomar Krohn (Copenhagen Business School)
Philippe Mueller (The Univ. of Warwick)
Paul Whelan (Copenhagen Business School)


*Ambiguity and Corporate Bond Prices

--Hwagyun Kim (Texas A&M Univ.)
Ju Hyun Kim (Sungkyunkwan University)
Heungju Park (Sungkyunkwan University)