APAD 자료실
APAD 2021 Session 1 - 3
작성자 관리자
등록일2021.07.09
조회수1170
*Session1: Investment


-Asset Pricing with Consumption Frictions
Kyoung Jin Choi (Univ. of Calgary)
Junkee Jeon (Kyung Hee Univ.)
Hyeng Keun Koo * (Ajou Univ.)


-Stock-bond Correlations and International Stock Market Return Predictability
Sungjune Pyun *(National Univ. of Singapore)


-Firm Uncertainty and Household Spending
Ivan Alfaro (BI Norwegian Business School)
Hoonsuk Park* (Univ. of Melbourne)


-Market Uncertainty and Sentiment around USDA Announcements
An N.Q Cao *(Univ. of Bonn)
Michel A Robe (Univ. of Illinois at Urbana-Champaign)


*Session2: Corporate Finance


-Strategic Alliances, Shocks to Competition and Firm Performance
Yeejin Jang *(UNSW Business School)
Natalia Reisel(Fordham Univ.)


-Mandatory Disclosure, Internal Information Asymmetry, and Insider Trading: Evidence from FAS 131
Chang-Mo Kang *(Hanyang Univ.)
Donghyun Kim (Chung-Ang Univ.)
Youngdeok Lim (UNSW Sydney)


-External Guarantees and Stock Price Crash Risk
Kai Wu * (Central Univ. of Finance and Economics)
Zejun Jin (Central Univ. of Finance and Economics)
Maobin Xu (Central Univ. of Finance and Economics)


-The Value of Activism: A Hedge Fund Investor’s Perspective
Felix Zhiyu Feng (Univ. of Washington)
Chengdong Yin (Purdue Univ.)
Caroline H. Zhu * (Seattle Pacific Univ.)



*Session 3: Derivatives Securities


-Fat and Fatter Monthly Crash Risk and Investor Trading
Qian Yang * (Michigan State Univ.)


-Speculation or Hedging?? Options Trading Prior to FOMC Announcements
George J. Jiang * (Washington State Univ.)
Guanzhong Pan (Yunnan Univ. of Finance and Economics)


-Lottery and Bubble Stocks and the Cross-section of Option Implied Tail Risks
Sobhesh Kumar Agarwalla (Indian Institute of Management Ahmedabad)
Sumit Saurav * (Indian Institute of Management Ahmedabad)
Jayanth R. Varma (Indian Institute of Management Ahmedabad)


-Canary in the Coal Mine: COVID-19 and Soybean Futures Market Liquidity
Kun Peng * (Univ. of Illinois at Urbana-Champaign)
Zhepeng Hu (China Agricultural Univ.)
Michel A. Robe (Univ. of Illinois at Urbana-Champaign)
Michael K. Adjemian (Univ. of Georgia)
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