Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

 
 
Session Overview
Date: Sunday, 15/Dec/2024
8:00am
-
5:00pm
Registration
Location: 1st floor, International Hall, SKKU
8:30am
-
9:25am
Debt in Asset Pricing and Corporate Finance - 1
Location: 9B312 (3rd basement floor, International Hall)
Chair: Yoshio Nozawa, University of Toronto
Discussant: Arkodipta Sarkar, National University of Singapore
 

Maturity Overhang: Evidence from M&A

Zhiyao Chen1, Dirk Hackbarth3, Jarrad Harford2, Yuxin Luo3

1: City University of Hong Kong, Hong Kong S.A.R. (China); 2: University of Washington, Foster Business School; 3: Boston University

Fixed Income - 1
Location: 9B321 (3rd basement floor, International Hall)
Chair: Paul Whelan, Chinese University Hong Kong
Discussant: Haonan Zhou, HKU Business School
 

Money Market Funds and the Pricing of Near-Money Assets

Sebastian Doerr1, Egemen Eren1, Semyon Malamud2

1: BIS, Switzerland; 2: EPFL

Institutional & Retail Trading - 1
Location: 9B320 (3rd basement floor, International Hall)
Chair: Yu-Jane Liu, Peking University
Discussant: Ji Shen, Peking University
 

News and (Retail) Trading After Hours

Arie Gozluklu1, Bei Cui2, Ozkan Haykir3

1: University of Warwick, United Kingdom; 2: Monash University; 3: Nigde Omer Halisdemir University

New Developments in Green Finance
Location: 9B301 (3rd basement floor, International Hall)
Chair: Hong Zhang, Singapore Management University
Discussant: Dasol Kim, Office of Financial Research
 

Corporate Green Bonds: Market Response and Corporate Response

Sanjai Bhagat1, Aaron Yoon2

1: University of Colorado Boulder, United States of America; 2: Northwestern University, United States of America

9:40am
-
10:35am
Debt in Asset Pricing and Corporate Finance - 2
Location: 9B312 (3rd basement floor, International Hall)
Chair: Yoshio Nozawa, University of Toronto
Discussant: Botao Wu, Chinese University of Hong Kong
 

Excess Co-movement in Default Risk

Jan Ericsson1, Kristoffer Glover4, Alexandre Jeanneret3, Lucie Lu2

1: McGill University; 2: University of Melbourne, Australia; 3: University of New South Wales; 4: University of Technology Sydney

Fixed Income - 2
Location: 9B321 (3rd basement floor, International Hall)
Chair: Paul Whelan, Chinese University Hong Kong
Discussant: Ingomar Krohn, Bank of Canada
 

The Pre-FOMC Drift and the Secular Decline in Long-Term Interest Rates

Qing Peng1, Jun Pan2

1: Shanghai Advanced Institute of Finance at Shanghai Jiao Tong University; 2: Shanghai Advanced Institute of Finance at Shanghai Jiao Tong University

Institutional & Retail Trading - 2
Location: 9B320 (3rd basement floor, International Hall)
Chair: Yu-Jane Liu, Peking University
Discussant: Pengfei Sui, Chinese University of Hong Kong, Shenzhen
 

Transparency and Fragility: Evidence from Wealth Management Products Sell-off

Yabin Wang1, Zhang Wu2

1: Norwegian University of Science and Technology, Norway; 2: Hong Kong Monetary Authority, Hong Kong SAR

New Developments in Green Finance
Location: 9B301 (3rd basement floor, International Hall)
Chair: Hong Zhang, Singapore Management University
Discussant: Yan Xiong, Hong Kong University of Science and Technology
 

Allocative Efficiency of Green Finance Instruments

Kai Li1, Yicheng Wang1, Chenjie Xu2

1: Peking University HSBC Business School; 2: Finance Department, Shanghai University of Finance and Economics

10:50am
-
11:45am
Debt in Asset Pricing and Corporate Finance - 3
Location: 9B312 (3rd basement floor, International Hall)
Chair: Yoshio Nozawa, University of Toronto
Discussant: Yancheng Qiu, The University of Sydney
 

Poison Bonds

Shuo Xia1,2, Rex Wang Renjie3,4

1: Halle Institute for Economic Research, Germany; 2: Leipzig University; 3: VU Amsterdam; 4: Tinbergen Institute

Fixed Income - 3
Location: 9B321 (3rd basement floor, International Hall)
Chair: Paul Whelan, Chinese University Hong Kong
Discussant: Chanik Jo, CUHK Business School, The Chinese University of Hong Kong
 

The demand for government debt

Dora Xia, Andreas Schrimpf, Eren Egemen

Bank for International Settlements, China, People's Republic of

Institutional & Retail Trading - 3
Location: 9B320 (3rd basement floor, International Hall)
Chair: Yu-Jane Liu, Peking University
Discussant: Ji Chai Lin, National Central University
 

Timing is Money: Limit Order Cancellation and Investment Performance

Wei-Yu Kuo1, Tse-Chun Lin2, Jing Zhao3

1: National Chengchi University; 2: The University of Hong Kong; 3: Hong Kong Polytechnic University, Hong Kong S.A.R. (China)

New Developments in Green Finance
Location: 9B301 (3rd basement floor, International Hall)
Chair: Hong Zhang, Singapore Management University
Discussant: Weikai Li, Singapore Management University
 

Financing the Global Shift to Electric Mobility

Bo Bian1, Jan Bena1, Huan Tang2

1: University of British Columbia, Canada; 2: The Wharton School

11:55am
-
12:45pm
Lunch
Location: 5th floor, 600th Anniversary Hall, SKKU
12:55pm
-
1:50pm
Keynote III: Lin William Cong
Location: 1st floor, International Hall, SKKU
"Building Goal-Oriented AI Models for Finance"
2:00pm
-
2:55pm
Bond Funds - 1
Location: 9B312 (3rd basement floor, International Hall)
Chair: Anh Le, Penn State
Discussant: Sunjin Park, Hongik University
 

Hidden Duration: Interest Rate Derivatives in Fixed Income Funds

Jaewon Choi1, Minsoo Kim2, Oliver Randall2

1: Seoul National University; 2: University of Melbourne, Australia

Corp Finance II - 1
Location: 9B321 (3rd basement floor, International Hall)
Chair: Alberto Manconi, Bocconi University
Discussant: Dong Beom Choi, Seoul National University Business School
 

Limitation of Firm Fixed Effects Models and the Missing R&D-Patent Relation: New Methods and Evidence

Hui-Ching Chuang1, Po-Hsuan Hsu2, Chung-Ming Kuan3, Jui-Chung Yang3

1: National Taipei University, Taiwan; 2: National Tsing Hua University,Taiwan; 3: National Taiwan University, Taiwan

Cross-Section Stocks - 1
Location: 9B320 (3rd basement floor, International Hall)
Chair: Dong Lou, The Hong Kong University of Science and Technology
Discussant: Pengfei Sui, Chinese University of Hong Kong, Shenzhen
 

Salience and Short-term Momentum and Reversals

Yili Chen1, Huaixin Wang2, Jianfeng Yu2

1: Peking University; 2: Tsinghua University

Information and Markets
Location: 9B301 (3rd basement floor, International Hall)
Chair: Liyan Yang, University of Toronto
Discussant: Jincheng Tong, University of Toronto
 

The Impact of ICT Human Capital on Remote Work and Asset Prices

Jack Favilukis1, Jing Gao2, Xiaoji Lin2, Ali Sharifkhani3, Xiaofei Zhao4

1: University of British Columbia, Canada; 2: University of Minnesota, United States of America; 3: Northeastern University, United States of America; 4: Georgetown University, United States of America

3:10pm
-
4:05pm
Bond Funds - 2
Location: 9B312 (3rd basement floor, International Hall)
Chair: Anh Le, Penn State
Discussant: Han Xiao, Chinese University of Hong Kong, Shenzhen
 

Dissecting the Fed Information Effect: Perspectives from Macro-Active Bond Funds

Claire Yurong Hong1, Jun Pan1,2, Shiwen Tian3

1: Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University; 2: CAFR; 3: Central University of Finance and Economics

Corp Finance II - 2
Location: 9B321 (3rd basement floor, International Hall)
Chair: Alberto Manconi, Bocconi University
Discussant: Junho Park, Myongji University
 

Inferring Financial Flexibility: Do Actions Speak Louder than Words?

Sudipto Dasgupta1, Erica X.N. Li2, Siyuan Wu3

1: The Chinese University of Hong Kong, ABFER, CEPR, ECGI; 2: Cheung Kong Graduate School of Business; 3: The Chinese University of Hong Kong

Cross-Section Stocks - 2
Location: 9B320 (3rd basement floor, International Hall)
Chair: Dong Lou, The Hong Kong University of Science and Technology
Discussant: Jiaxing Tian, Chinese University of Hong Kong, Shenzhen
 

Does Peer-Reviewed Research Help Predict Stock Returns?

Andrew Chen1, Alejandro Lopez-Lira2, Tom Zimmermann3

1: Federal Reserve Board; 2: University of Florida; 3: University of Cologne

Information and Markets
Location: 9B301 (3rd basement floor, International Hall)
Chair: Liyan Yang, University of Toronto
Discussant: Yan Xiong, Hong Kong University of Science and Technology
 

Leaks, disclosures and internal communication

Snehal Banerjee1, Peicong Hu2, Taejin Kim3

1: UC San Diego; 2: The University of Hong Kong; 3: Korea University

4:20pm
-
5:15pm
Bond Funds - 3
Location: 9B312 (3rd basement floor, International Hall)
Chair: Anh Le, Penn State
Discussant: Jingzhi Huang, Smeal College of Business
 

Silent Swing: Do Bond Mutual Funds Tilt the Valuations of Their Holdings in Response to Flows?

Jaewon Choi1, Mathias Kronlund2, Ji Yeol Jimmy Oh3

1: Seoul National University; 2: University of Illinois Urbana-Champaign; 3: Sungkyunkwan University

Corp Finance II - 3
Location: 9B321 (3rd basement floor, International Hall)
Chair: Alberto Manconi, Bocconi University
Discussant: Xintong Zhan, Fudan University
 

Production Networks, Capital Structure and Contagion

Carlos Nunez1, Ajay Subramanian2

1: California State University, Northridge; 2: Georgia State University

Cross-Section Stocks - 3
Location: 9B320 (3rd basement floor, International Hall)
Chair: Dong Lou, The Hong Kong University of Science and Technology
Discussant: Wenxi Jiang, The Chinese University of Hong Kong
 

Same-Weekday Momentum

Zhi Da1, Xiao Zhang2

1: University of Notre Dame, United States of America; 2: University of Maryland, United States of America

Information and Markets
Location: 9B301 (3rd basement floor, International Hall)
Chair: Liyan Yang, University of Toronto
Discussant: Xingtan Zhang, Cheung Kong Graduate School of Business
 

Screen More, Sell Later: Screening and Dynamic Signaling in the Mortgage Market

Manuel Adelino1, Bin Wei2, Feng Zhao3

1: Fuqua School of Business, Duke University; NBER; CEPR; 2: Research Department, Federal Reserve Bank of Atlanta; 3: University of Texas at Dallas, United States of America


 
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