APAD Conference Archive
APAD 2021 Session 7 - 9
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Date2021.07.09
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*Session 7: Crypto Assets and Machine Learning


-Crypto Wash Trading
Lin William Cong (Cornell Univ.)
Xi Li * (Univ. of Newcastle)
Ke Tang (Tsinghua Univ.)
Yang Yang (Tsinghua Univ.)


-Information Uncertainty and Deep Learning
Suk-Joon Byun (KAIST)
Sangheum Cho* (KAIST)


-Testing the Local Martingale Theory of Bubbles using Cryptocurrencies
Soon Hyeok Choi* (Cornell Univ.)
Robert A. Jarrow (Cornell Univ.)



*Session 8: Investment: Strategy and Efficiency

-Option Price Implied Information and REIT Returns
Jie Cao (The Chinese Univ. of Hong Kong)
Bing Han (Univ. of Toronto)
Linjia Song * (The Chinese Univ. of Hong Kong)
Xintong Zhan (The Chinese Univ. of Hong Kong)


-Connectivity Costs and Price Efficiency: An Event Study
Alex Frino (Univ. of Wollongong)
Ognjen Kovacevic (Macquarie Univ.)
Vito Mollica * (Macquarie Univ.)
Robert Webb (Univ. of Virginia)


-Pairs Trading via Unsupervised Learning
Chulwoo Han * (Durham Univ.)
Zhaodong He (Durham Univ.)
Alenson Toh (Nanyang Technological Univ.)


*Session 9: Behavioral Finance


-Happiness and Innovation around the World
Yuna Heo (Rutgers Univ.)
Fangfang Hou (Xiamen Univ.)
Seongkyu "Gilbert" Park * (Hong Kong Polytechnic Univ.)


-Innovation Overload?
Byoung-Hyoun Hwang (Cornell Univ.)
Hugh Hoikwang Kim * (Univ. of South Carolina)
Kai Wu (Central Univ. of Finance and Economics)


-Overconfidence in Money Management: Balancing the Benefits and Costs
Jung Hoon Lee (Tulane Univ.)
Shyam Venkatesan * (Univ. of Western Ontario)
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