SFS Cavalcade Asia-Pacific 2024
Department of FinTech, SKK Business School at
Sungkyunkwan University in Seoul, South Korea
December 13-15, 2024
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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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? 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? 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 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? 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 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 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 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 |
Contact and Legal Notice · Contact Address: Privacy Statement · Conference: SFS Cavalcade Asia-Pacific 2024 |
Conference Software: ConfTool Pro 2.6.153 © 2001–2025 by Dr. H. Weinreich, Hamburg, Germany |