2012년 5월 정 성 창 김 석 진 김 명 직 홍 정 훈 배 성...
TRANSCRIPT
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5 2012 5 25() 26() KB
. FP 4,
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2012 5
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: 2012 5 25() ~ 26() : KB ( )
2012 5 25() :
10 : 00 ~ 12 : 00
12 : 00 ~ 13 : 00
13 : 00 ~ 14 : 30 (6 ) (1 )
14 : 40 ~ 16 : 10 (7 ) (1 )
16 : 20 ~ 16 : 40 ( )
16 : 40 ~ 18 : 10
: : ( ) : ( ) : ( )
( )( )( )( )( )
18 : 20 ~ 20 : 30
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2012 5 26() :
07 : 00 ~ 08 : 00 09 : 00 ~ 10 : 30 (7 )10 : 40 ~ 12 : 10 (7 )12 : 20 ~ 13 : 20 /13 : 30 ~ KB
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Session (5 25() 13:00 ~ 14:30) 1 1 : ()
()
()()
:
()
()()
(IPO)
()
(Texas State Univ.)()
Bank Revolving Line and Vendor Financing
in Corporate Debt Market: Screening Model
and Empirical Evidence
2 1 : ()
()
()()
Fund Concentration and Its Determinants in
the Korean Active Fund Market
()
()()
(KAIST)
(KAIST)
()
(KAIST)
()
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3/ 1 : ()
()
()(POSTECH) A Systematic Diagnosis of Systemic Risk
()
(KAIST)
(KAIST)
(Univ. of Neuchtel)
() Time-Varying Expected Momentum Profits
4/ 2 : ()
() ()
()
()()
()
()
()
()(Vanna-Volga)
1 : ()
(KAIST)
(KAIST)(POSTECH)
Forecasting Carbon Futures Volatility:
The Predictive Power of GARCH Models
with Energy Volatilities
()
()() ELW LP
()
()()
Sovereign Credit Risk, Macroeconomic Variables
and Change of Market Conditions
()
()()
Asymmetric Information Flow between Industry
Sectors in Korean Stock Market using Symbolic
Transfer Entropy
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5 : ( )
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6 FP 1 : ( )
Kristy L. Archuleta(Kansas State Univ.)
( )Financial Therapy: A New Area of Research,Practice, & Collaboration
John E. Grable(Univ. of Georgia)
Sonya L. Britt(Kansas State Univ.)
( )Financial News and Client Stress:Understanding the Association from a FinancialPlanning Perspective
Session (5 25 ( ) 14:40 ~ 16:10) 7 2 : ( )
( ) ( ) IPO
Pornsit Jiraporn(Pennsylvania State Univ.)
(Northern Kentucky Univ./
)
( )Analyst Following, Board Classification, andManagerial Entrenchment
( ) ( ) ( )
( )
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8 3 : ()
()
()()
()
()()
Different Motives and Different Market Reactions
to Convertible Bonds and Bonds with Warrants
Issuance in Korea
Martin J. Dierker(KAIST)
(Nanyang Technological Univ.)
(KAIST)
(KAIST)
()Do Firms Adjust Their Capital Structures to
Control Their Risks?
9 2 : ()
()
()
()
()
:
()
()()
Informed Trading before Positive vs. Negative
Earnings Surprises
() ()
10 3 : ()
()
()
()
()A Dark Side of International Diversification:
Implications for Inefficient Portfolio Holders
()
()()
Analysis of Bond Fund: Macro Factor-Model
Approach
(KAIST)
(Univ. of Wisconsin)() Super-size Banks: Efficiency or Moral Hazard
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11 4 : (KAIST)
(KAIST)
(KAIST)()
The Role of High Frequency Traders in
Electronic Limit Order Markets
Michael Brennan
(Univ. of California)
(SUNY at Buffalo)
Avanidhar Subrahmanyam
(Univ. of California)
() An Analysis of the Amihud Illiquidity Premium
() ()Discount-Rate Uncertainty, Holding Period, and
the Cross-Section of Stock Returns
12 5 : ()
(KAIST)
(KAIST)
()
()Liquidity Risk and Expected Stock Returns in
Korea: A New Approach
(Univ. of Memphis)
(Univ. of Memphis)()
Investor Disagreement on Corporate Spin-Offs
News: Confluence of Trading Volume and
Abnormal Return
()
()
()
(KAIST)Statistical Properties of Order Books in the
KOSPI200 Futures Market
13/ 3 : ()
()
()(KAIST)
KOSPI200 CBOE SKEW
INDEX VIX S&P500 -
:
()
()
(Univ. of Illinois at
Urbana)
CDS
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2 : ()
(KAIST)
(KAIST)
()
Adverse Stock Return Shocks and Capital
Structure
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()()
()
()() Bank Competition and Liquidity Creation
Session (5 26() 09:00 ~ 10:30) 14 4 : ()
(Temple Univ.)
(Temple Univ.)()
Reputation and Real Earnings Management in
Business Groups
Stephen P. Ferris
(Univ. of Missouri)
()
(KAIST)
David T. Yi(Xavier Univ.)
()Gold, Silver, Bronze or Tin? The Short and Long
Term Effects of Mega Sporting Events
() ()
15 5 : ()
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()
()
()
()
()()
Cash Holdings, Corporate Governance, and
Acquirer Returns
(York Univ.)
(Rutgers Univ.)
Yang Ni
(Shanghai Jiao Tong Univ.)
()Firm-Specific Variation and the Informational
Efficiency of Prices
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16 6 : () : (Univ. of Regina)
Jonathan M. Karpoff
(Univ. of Washington)
(Seton Hall Univ.)
Ronald W. Masulis
(Univ. of New South Wales)
(Rutgers Univ.)
Lockup Agreements in Seasoned Equity Offerings:
Evidence of Optimal Contracting
William C. Johnson
(Univ. of New Hampshire)
(Nanyang Technological Univ.)
Ronald W. Masulis
(Univ. of New South Wales)
()
(Seton Hall Univ.)
Supply-Chain Spillover Effects and the Inter-
dependence of Firm Financing Decisions
()
()
(Temple Univ.)
17/ 4 : ()
()
()
()
(KAIST)
(Univ. of Illinois at Urbana) ()
()
()
()
()
()
()
()How To Prepare For Retirement? Optimal Saving,
Labor Supply, and Investment Strategy
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18 6 : (Baylor Univ.)
April M. Knill
(Florida State Univ.)
(Florida State Univ.)
()Information Asymmetry and the Timing of Capital
Issuance: An International Examination
()
(SUNY at Buffalo)
Who Beats the Market?: Studies on Asymmetric
Move, Size, and Fear
(KAIST)
(DePaul Univ.)
(KAIST)
()Investor Continuing Overreaction and the
Cross-Section of Stock Returns
19/ 5 : ()
()
()()
Homotopy Analysis Method for Option Pricing
under Stochastic Volatility
()
()
()
()
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()
()
()Knowledge Asymmetry and Issuer Behavior:
The case of retail structured equity product
20 : ()
()
()()
A Historical Perspective on Finance: Creative
Destruction Versus Destructive Creation
()
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Session (5 26() 10:40 ~ 12:10) 21 7 : ()
()()
(Univ. of Wisconsin)
:
() ()Determinants of Leverage for Manufacturing Firms Listed in the KOSDAQ Stock Market
() ()
()
22 8 : ()
()()
(Florida State Univ.)
()()
()
23 7 : ()
()()
()
()()
(Univ. of Memphis)
()()
() :
24 8 : ()
() ()
()()
()KOSPI200
()()
(KAIST)
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25 9 : ( )
(George Washington Univ.)
()
()
() Ambiguity, Overconfidence, and Excess Arbitrage
( )
( )() CAPM
( )
( )()
Investor Sentiment from Internet Message Postings
and Predictability of Stock Returns
26 / 6 : ( )
( ) ( )Investigating Nonlinearities in US Oil Markets
using Threshold Cointegration
( ) ( ) ARJI GARCH
( ) ( ) How is Overnight Information Working?
27 FP 2 : ( )
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