Session 3:

Estimating Order Imbalance Using Low Frequency Data
JinGi Ha (Singapore Management Univ.)
Jianfeng Hu (Singapore Management Univ.)
Jinwoo Kim (Pusan National Univ.)

Price Discovery of Index Futures Across Markets
Xiaping Cao (Sun Yat-Sen Univ.)
Xiaoming Wang (Shanghai Univ.)
Nelson K. L. Yap (Singapore Management Univ.)
Sili Zhou (Singapore Management Univ.)

Does Options Trading Convey Information on Futures Prices?
William T. Lin (Tamkang Univ.)
Shih-Chuan Tsai (National Taiwan Normal Univ.)
Zhenlong Zheng (Xiamen Univ.)
Shuai Qiao (Xiamen Univ.)

Determinants of Price Discovery in Three Indian Markets
Kapil Sharma (Gokhale Institute of Politics and Economics)
Anshul Jain (MDI Gurgaon)
P. C. Biswal (MDI Gurgaon)

Session 4:

Determinants of Price Discovery in Three Indian Markets
Kapil Sharma (Gokhale Institute of Politics and Economics)
Anshul Jain (MDI Gurgaon)
P. C. Biswal (MDI Gurgaon)

Momentum in the international commodity futures markets
Jangkoo Kang (KAIST)
Kyung Yoon Kwon (KAIST)

VPIN, Jump Dynamics, Inventory Announcements in Energy Futures Markets
Johan Bjursell (Credit Suisse)
George H. K. Wang (George Mason Univ.)
Hui Zheng (Univ. of Sydney)

Do Foreign Institutional Traders Have Private Information for the Market Index?
The Aspect of Market Microstructure
Wei-Che Tsai (National Sun Yat-sen Univ.)
Pei-Shih Weng (National Dong Hwa Univ.)