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∝장소: 금융투자교육원(여의도) ∝일시: 2012년 9월 14일(금)
◈ SessionⅠ~Ⅴ (13:55~15:10)
▶▶Session1: Corporate Finance Chair: Konan Chan (National Chengchi Univ.)
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논문 제목
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발표자
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토론자
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Does Improved Corporate Governance Induce Foreign Investors, Resulting in Better Corporate Performance? The Case of Korea
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Sun-Wung Hwang
(Chung-Ang Univ.)
Yu Rim Jung
(Chung-Ang Univ.)
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Yun-Yi Wang
(Feng Chia Univ.)
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Market Reaction, Revised Proceeds, and the Classification of Seasoned Equity Offerings
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Konan Chan
(National Chengchi Univ.)
Nandkumar Nayar
(Lehigh Univ.)
Ajal K. Singh(Lehigh Univ.)
Wen Yu(univ.of St. Thomas)
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Jeongsun Yun
(Kookmin Univ.)
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A J-Shaped Cross-Sectional Relation Between Dividends and Firm Value
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Soojung Kim
(Kyung Hee Cyber Univ.)
Jungwon Suh(Sungkyungkwan Univ.)
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Konan Chan
(National Chengchi Univ.)
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▶▶Session2: Investment Chair: Chae Yeol Yang (Chonnam National Univ.)
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논문 제목
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발표자
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토론자
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Trading Responses to Analyst Reports by Investor Types: Korean Evidence
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Kyung Soon Kim(Hankuk Univ. of Foreign Studies)
Yun Woo Park
(Chung-Ang Univ.)
Jin Woo Park(Hankuk Univ. of Foreign Studies)
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Sheng-Yung Yang
(National Chung-Hsing Univ.)
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Mutual Funds Herding under Financial Crises: Evidence from Taiwan Stock Markets
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Yu-Fen Chen(Da-Yeh Univ.)
Sheng-Yung Yang(National Chung-Hsing Univ.)
Fu-Lai Lin(Da-Yeh UNiv.)
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Hyungsuk Choi
(Ewha Womans Univ.)
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▶▶Session3: Corporate Finance Chair: Chang-Soo Kim (Yonsei Univ.)
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논문 제목
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발표자
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토론자
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Do Institutional Investors Monitor Management? Evidence from the Association between Institutional Ownership and Capital Structure
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Chune Young Chung
(Kookmin Univ.)
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Keng-Yu Ho
(National Taiwan Univ.)
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IPO Underwriting ans Subsequent Lending
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Hsuan-Chi Chen
(Univ. of New Mexico)
Li-Ping Chen(Yuan Ze Univ.)
Keng-Yu Ho
(national Taiwan Univ.)
Pei-Shih Weng
(National Central Univ.)
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Joonghyuk Kim
(Korea Univ.)
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Congruence within the Top Management: How "Old Boy Network" Affects Executive Appointment and Performance
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Daemin Ahn(Korea Univ.)
Woojin Kim
(Seoul National Univ.)
Eun Jung Lee
(Hanyang Univ.)
Kyung Suh Park
(Korea Univ.)
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Kuan-Cheng Ko
(National Chi Nan Univ.)
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▶▶Session4: Investment Chair: Dongcheol Kim (Korea UNiv.)
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논문 제목
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발표자
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토론자
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The Effectiveness of Position Limits: Evidence from the Foreign Exchange Futures Markets
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Ya-Kai Chang
(National Chengchi Univ.)
Yu-Lun Chen
(Chung Yuan Christian Univ.)
Robin K. Chou
(National Chengchi Univ.)
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Jin-Wan Cho
(Korea Univ.)
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Market Segmentation, Price Disparity and Transmission of Pricing Information: Evidence from Class A and H Shares of Chinese Dual-Listed Companies
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Kyung-Won Kim
(Kyonggi Univ.)
Yong Hyeon Kim
(Hanyang Cyber Univ.)
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Shinn-Juh Lin
(National Chengchi Univ.)
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Market Effciency, Stability and Short-Sale Constraints: Evidence from Taiwan
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Jin-Huei Yeh
(National Central Univ.)
Lien-Chuan Chen
(National Central Univ.)
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Cheol-Won Yang
(Dankook Univ)
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▶▶Session5: Financial Derivatives Chair: Shing-Yang Hu (national Taiwan Univ.)
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논문 제목
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발표자
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토론자
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Volatility Information in the Trading Activity of Stocks, Options and Volatility Options
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Yaw-Huei Wang
(National Taiwan Univ.)
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Sung-Joong Yoon(Kongguk Univ.)
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A Unified Model: Arbitrage-free Term Structure Movements of Flow Risks
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Thomas S. Y. Ho
(Thomas Ho Co., Ltd.)
Sang Bin Lee
(Hanyang Univ.)
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Min-Teh Yu
(National Chao Tung Univ.)
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Pricing Range Accrual Notes in an Affine Term Structure Model with Stochastic Mean, Stochastic Volatility and Jumps
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Shaoyu Li(Xiamen Univ.)
Henry H. Huang
(National Central Univ.)
Li-Chuan Tsai(Xiamen Univ.)
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Kihoon Hong
(Korea Capital Market Institute)
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◈ SessionⅥ~Ⅹ (15:25~16:40)
▶▶Session6: Corporate Finance Chair: Kyung Suh Park (Korea Univ.)
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논문 제목
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발표자
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토론자
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Acquire to Kill: Evidnece from "Real" Corporate Raiders
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Hee Sub Byun(Korea Univ.)
Woojin Kim
(Seoul National Univ.)
Eun Jung Lee
(Hanyang Univ.)
Kyung Suh Park
(Korea Univ.)
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Jin-Huei Yeh
(National Central Univ.)
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The Information Content of R&D Reductions
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Yanzhi Wang
(National Taiwan Univ.)
Konan Chan
(National Chengchi Univ.)
Yueh-Hsiang Lin(National Taipei College of Business)
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Jin San Kim
(Kyungpook National Univ.)
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Corporate Governance and Payout Policy: Evidence from Korean Business Groups
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Lee-Seok Hwang
(Seoul National Univ.)
Hakkon Kim(KAIST)
Kwangwoo Park(KAIST)
Raesoo Park
(Sookmyung Women's Univ.)
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Yanzhi Wang
(National Taiwan Univ.)
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▶▶Session7: Investment Chair: Robin K. Chou (National Chengchi Univ.)
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논문 제목
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발표자
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토론자
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The Liquidity and Volatility Impacts of Day Trading by Individuals in the Taiwan Index Futures Market
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Robin K. Chou
(National Chengchi Univ.)
George H.K. Wang
(George Mason Univ.)
Yun-Yi Wang
(Feng Chia Univ.)
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Hyoung-jin Park
(Seoul Women's Univ.)
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Flight-to Quality and Correlation between Currency and Stock Returns
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Jin-Wan Cho(korea Univ.)
Joung Hwa Choi
(Seoul National Univ.)
Taeyong Kim(Mormingstar Associates Korea)
Woojin Kim
(Seoul National Univ.)
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Robin K. Chou
(National Chengchi Univ.)
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Does the Value Spread Predict International Stock Returns?
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Yu-Ru Huang
(National Chi Nan Univ.)
Kuan-Cheng Ko
(National Chi Nan Univ.)
Hsiang-Tai Lee
(National Chi Nan Univ.)
Shinn-Juh Lin
(national Chengchi Univ.)
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Kyung-Won Kim
(Kyonggi Univ.)
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▶▶Session8: Corporate Finance Chair: Min-Teh Yu (national Chiao Tung Univ.)
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논문 제목
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발표자
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토론자
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How Does the Financial Policy Affect Enterprise Value Having Different Growth Opportunity? An Empirical Study on Growth Opportunities, Financial Policy, and Enterprise Value of Korean Listed Companies
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Doowon Ryu
(Chung-Ang Univ.)
Doojin Ryu
(Chung-Ang Univ.)
Jinyong Yang
(Hanyang Univ.)
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Hung-Kun Chen
(Tamkang Univ.)
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Stock Market Valuation of R&D Expenditure and Corporate Governance
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Hung-Kun Chen
(Tamkang Univ.)
Li-Hong Hong
(Yuan Ze Univ.)
Yanzhi Wang
(National Taiwan Univ.)
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Jin Q. Jeon
(Dongguk Univ.)
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Valuation of Insurers' Contingent Capital with Counterparty Risk and Price Endogeneity
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Jin-Ping Lee
(Feng Chia Univ.)
Chien-Ling Lo
(National Taiwan Univ.)
Min-Teh Yu
(National Chiao Tung Univ.)
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Seungdoo Choi
(Dong-eui Univ.)
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▶▶Session9: Investment Chair: Keng-Yu Ho (national Taiwan Univ)
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논문 제목
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발표자
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토론자
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Investor Sentiment from Internet Message Postings and Predicatability of Stock Returns
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Dongcheol Kim(Korea Univ.)
Soon-Ho Kim(Korea Univ.)
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Shing-Yang Hu
(National Taiwan Univ.)
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Credit Rating Anomaly in Taiwan Stock Market
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Kuan-Cheng Ko
(National Chi Nan Univ.)
Shinn-Juh Lin
(National Chengchi Univ.)
Hsiang-Hui Chu
(National Chi Nan Univ.)
Hsiao-Wei Ho
(National Central Univ.)
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Jungwon Suh
(Sungkyunkwan Univ.)
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Attention effect on the ex date: Evidence from Taiwan
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Shing-Yang Hu
(National Taiwan Univ.)
Yun-Lan Tseng
(National Ping Tung Institute of Commerce)
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Bum Kim
(Soongsil Univ.)
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▶▶Session10: Mixed Topics Chair: Sun-Wung Hwang (Chung-Ang Univ.)
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논문 제목
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발표자
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토론자
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Too Many To Fail: The Effect of Regulatory Forbearance on Market Discipline
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Wook Sohn(KDI School)
Hyosoon Choi(Korea Deposit Insurance Corp.)
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henry H. Huang
(National Central Univ.)
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Do Implied Put and Call Sneers Contain Different Information?
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Youngsoo Choi(Hankuk Univ. of Foreign Studies)
Steven J. Jordan
(Econometric Solutions)
Wonchang Lee
(Hi Investment & Securities Co., Ltd.)
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Yaw-Huei Wang
(National Taiwan Univ.)
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Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?
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Hee-Joon Ahn(Sungkyunkwan Univ.)
Jun Cai(Univ. of Hong Kong)
Cheol-Won Yang
(Dankook Univ.)
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Yun-Yi Wang
(Feng Chia Univ.)
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