? Session 7: Asset Pricing: Predictability
? The Information Content of Option-Implied Tail Risk on the Future Returns of the Underlying Asset
Yaw-Huei Wang (National Taiwan Univ.)
Kuang-Chieh Yen (National Taiwan Univ.)

? A Comprehensive Look at the Return Predictability of Variance Risk Premia
Suk-Joon Byun (KAIST)
Bart Frijns (Auckland Univ. of Technology)
Tai-Yong Roh (Auckland Univ. of Technology)

? Finding a Better Momentum Strategy from the Stock and Commodity Futures Markets
Kyung Yoon Kwon (KAIST)

? Session 8: Options
? A Generalized Model for Black-Scholes Option Pricing and Investor Sentiment
Kwangwon Ahn (KAIST)
Chang Y. Ha (Peking Univ.)
Yue Sun (Peking Univ.)
Brian Yang (Peking Univ.)

? Option-Implied Tail Risk, Timing by Hedge Funds, and Performance
Min Ki Kim (KAIST)
Dong Jun Oh (Mirae Asset Global Investments)
Jung Soon Shin (Ewha Womans Univ.)
Tong Suk Kim (KAIST)

? Sum of all Black-Scholes-Merton Models: An Efficient Pricing Method for Spread, Basket, and Asian Options
Jaehyuk Choi (Peking Univ.)

? Session 9: Behavioral Finance
? Day Trading is Good to Your Wealth
Pei-Shih Weng (National Dong Hua Univ.)

? Investor Attention and Stock Market Under-reaction to Earnings Announcements: Evidence from the Options Market
Xuewu (Wesley) Wang (Univ. of Oklahoma)
Zhipeng Yan (New Jersey Institute of Technology)