PROGRAM (LIST)

Session1: Investment Chair: Youngsoo Choi(HanKuk Univ. of Foreigin Studies)

Tile Author Discussant
Asset Pricing with Consumption Frictions Download Kyoung Jin Choi
(Univ. of Calgary)
Junkee Jeon
(Kyung Hee Univ.)
Hyeng Keun Koo *
(Ajou Univ.)
Minsuk Kwak
(HanKuk Univ. of Foreigin Studies)
Stock-bond Correlations and International Stock Market Return Predictability Download Sungjune Pyun *
(National Univ. of Singapore)
Heungju Park
(Sungkyunkwan Univ.)
Firm Uncertainty and Household Spending Download Iván Alfaro (BI Norwegian Business School)
Hoonsuk Park* (Univ. of Melbourne)
Seryoong Ahn
(Pukyong National Univ.)
Market Uncertainty and Sentiment around USDA Announcements Download An N.Q Cao *
(Univ. of Bonn)
Michel A Robe
(Univ. of Illinois at Urbana-Champaign)
Hyun-Soo Choi
(KAIST)


Session2: Corporate Finance Chair: Jin Q Jeon(Dongguk Univ.)

Tile Author Discussant
Strategic Alliances, Shocks to Competition and Firm Performance Download Yeejin Jang *
(UNSW Business School)
Natalia Reisel
(Fordham Univ.)
Jin Q Jeon
(Dongguk Univ.)
Mandatory Disclosure, Internal Information Asymmetry, and Insider Trading: Evidence from FAS 131 Download Chang-Mo Kang *
(Hanyang Univ.)
Donghyun Kim
(Chung-Ang Univ.)
Youngdeok Lim
(UNSW Sydney)
Jieun Im
(Soongsil Univ.)
External Guarantees and Stock Price Crash Risk Download Kai Wu *
(Central Univ. of Finance and Economics)
Zejun Jin
(Central Univ. of Finance and Economics)
Maobin Xu
(Central Univ. of Finance and Economics)
Bonha Koo
(Dongguk Univ.)
The Value of Activism: A Hedge Fund Investor’s Perspective Download Felix Zhiyu Feng
(Univ. of Washington)
Chengdong Yin
(Purdue Univ.)
Caroline H. Zhu *
(Seattle Pacific Univ.)
Kyoung-min Kwon
(Hongik Univ.)


Session 3: Derivatives Securities Chair: Kook Hyun Chang(Konkuk Univ.)

Tile Author Discussant
Fat and Fatter Monthly Crash Risk and Investor Trading Download Qian Yang *
(Michigan State Univ.)
Donghyun Kim
(Chung-Ang Univ.)
Speculation or Hedging?— Options Trading Prior to FOMC Announcements Download George J. Jiang *
(Washington State Univ.)
Guanzhong Pan
(Yunnan Univ. of Finance and Economics)
Jongsub lee
(Seoul National Univ.)
Lottery and Bubble Stocks and the Cross-section of Option Implied Tail Risks Download Sobhesh Kumar Agarwalla
(Indian Institute of Management Ahmedabad)
Sumit Saurav *
(Indian Institute of Management Ahmedabad)
Jayanth R. Varma
(Indian Institute of Management Ahmedabad)
Da-Hea Kim
(Sungkyunkwan Univ.)
Canary in the Coal Mine: COVID-19 and Soybean Futures Market Liquidity Download 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)
Yongsik Kim
(HanKuk Univ. of Foreigin Studies)


Session 4: Fixed Income Securities Chair: Kwan Hui Lee(Seoul National Univ.)

Tile Author Discussant
Why Have Actively Managed Bond Funds Remained Popular? Download Jaewon Choi*
(Univ. of Illinois at Urbana-Champaign)
K. J. Martijn Cremers (Univ. of Notre Dame)
Timothy B. Riley (Univ. of Arkansas)
Hyun Soo Do
(Nanyang Technological Univ.)
Issuance and Valuation of Corporate Bonds with Quantitative Easing Download Stefano Pegoraro *
(Univ. of Notre Dame)
Mattia Montagna
(European Central Bank)
Dong Beom Choi
(Seoul National Univ.)
One Session Options: Playing the announcement lottery? Download Lee A Smales *
(Univ. of Western Australia)
Hogyu Jhang
(Chungnam National Univ.)


Session 5: Credit Risk and Insurance Chair: Sol Kim(HanKuk Univ. of Foreigin Studies)

Tile Author Discussant
Warrants in the Financial Management Decisions of Innovative Firms Download Hyuna Park*
(Brooklyn College of the City Univ. of New York)
Gyung Hee Park
(Hannam Univ.)
The Sources of Risk in Credit Portfolio Download Yongwoong Lee
(Hankuk Univ. of Foreign Studies)
Kisung Yang
(Soongsil Univ.)
Yongbok Cho *
(Korea Univ.)
Kwangil Bae
(Chonnam National Univ.)
Municipal Bond Insurance and the U.S. Drinking Water Crisis Download Ashwini Agrawal
((London School of Economics & Political Science)
Daniel Kim *
(BI Norwegian Business School)
Jimin Hong
(Soongsil Univ.)


Session 6: Empirical Asset Pricing Chair: Daejin Kim(UNIST)

Tile Author Discussant
Executives' Blaming External Factors and Market Reactions: Evidence from Earnings Conference Calls Download Joonki Noh *
(Case Western Reserve Univ.)
Dexin Zhou
(Baruch College, City Univ. of New York)
Jaesun Yun
(Dongguk Univ.)
Correlations, Value Factor Returns, and Growth Options Download Lorenzo Schonleber *
(Collegio Carlo Alberto)
Changjun Lee
(HanKuk Univ. of Foreigin Studies)
Does Portfolio Disclosure Make Money Smarter? Download Byoung Uk Kang *
(Hong Kong Polytechnic Univ.)
Andrew J. Sinclair
(Univ. of Hong Kong)
Stig J. Xeno
(Hong Kong Polytechnic Univ.)
Yongjun Kim
(Univ. of Seoul)


Session 7: Crypto Assets and Machine Learning Chair: Bong-Gyu Jang(POSTECH)

Tile Author Discussant
Crypto Wash Trading Download Lin William Cong
(Cornell Univ.)
Xi Li *
(Univ. of Newcastle)
Ke Tang
(Tsinghua Univ.)
Yang Yang
(Tsinghua Univ.)
Dongyoup Lee
(Kookmin Univ.)
Information Uncertainty and Deep Learning Download Suk-Joon Byun (KAIST)
Sangheum Cho* (KAIST)
Heebum Lee
(Korea Univ.)
Testing the Local Martingale Theory of Bubbles using Cryptocurrencies Download Soon Hyeok Choi* (Cornell Univ.)
Robert A. Jarrow (Cornell Univ.)
Hope Hyeun Han
(UNIST)


Session 8: Investment: Strategy and Efficiency Chair: Tong Suk Kim(KAIST)

Tile Author Discussant
Option Price Implied Information and REIT Returns Download 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)
Sang Ik Suk
(Univ. of Ulsan)
Connectivity Costs and Price Efficiency: An Event Study Download Alex Frino
(Univ. of Wollongong)
Ognjen Kovacevic
(Macquarie Univ.)
Vito Mollica *
(Macquarie Univ.)
Robert Webb
(Univ. of Virginia)
Yonghyun Kwon
(Changwon National Univ.)
Pairs Trading via Unsupervised Learning Download Chulwoo Han *
(Durham Univ.)
Zhaodong He
(Durham Univ.)
Alenson Toh
(Nanyang Technological Univ.)
Jae Wook Song
(Hanyang Univ.)


Session 9: Behavioral Finance Chair: Noolee Kim(Hanyang Univ.)

Tile Author Discussant
Happiness and Innovation around the World Download Yuna Heo
(Rutgers Univ.)
Fangfang Hou
(Xiamen Univ.)
Seongkyu "Gilbert" Park *
(Hong Kong Polytechnic Univ.)
Sunwoo Hwang
(Korea Univ.)
Innovation Overload? Download Byoung-Hyoun Hwang
(Cornell Univ.)
Hugh Hoikwang Kim *
(Univ. of South Carolina)
Kai Wu
(Central Univ. of Finance and Economics)
June-Youp Lee
(UNIST)
Overconfidence in Money Management: Balancing the Benefits and Costs Download Jung Hoon Lee
(Tulane Univ.)
Shyam Venkatesan *
(Univ. of Western Ontario)
Min-Jik Kim
(KOREATECH)

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