Session Chairs and Discussants can download papers for the SYMPOSIUM from this page.
If you wish your paper to be considered for publication in the EFM journal, convey your interest to your Session Chair.
For your presentations at the SYMPOSIUM please note that all rooms are equipped with computers. Power Point (USB or CD) and Overhead Projector (transparencies) presentation options are available.
To better serve the needs of authors presenting papers at the SYMPOSIUM, discussants are kindly required to hand out to the authors and the session chair 1-2 pages handwritten comments with their constructive comments.
Participants |
Paper |
Anupam Dutta
Email: adutta@uwasa.fi
Investigating the Association between Oil VIX and Equity VIX: Evidence from China
|
|
B
|
Bae Kee-Hong, Kang Jisok
Email: khbae@rogers.com
Does the Stock Market Benefit the Economy?
|
|
C
|
Chan Stephanie, Wijnbergen Sweder van
Email: s.chan@uva.nl
CoCo Design, Risk-Shifting Incentives, and Financial Fragility
|
|
Chang Yuk Ying, Anderson Hamish, Shi Song
Email: Y.Chang@massey.ac.nz
China and International Housing Price Growth
|
|
Chen I-Ju, Hsu Po-Hsuan, Officer Micah S., Wang Yanzhi
Email: ijchen@saturn.yzu.edu.tw
The Oscar goes... Takeovers and Innovation Envy
|
|
Chen Jian, Liu Yangshu, Wu Chunchi, Zhong Zhaodong
Email: jchenl@xmu.edu.cn
Option Implied Volatility-Volume Indictor and Predictability of Stock Returns
|
|
D
|
Diercks Anthony M.
Email: Anthony.M.Diercks@frb.gov
The Equity Premium, Long-Run Risk, and Optimal Monetary Policy
|
|
Ding Mingfa, Suardi Sandy
Email: mingfa83@163.com
Tradable Blocks, Liquidity and Threat of Exit: The China Experience
|
|
E
|
Ee Mong Shan, Chao Chi-Chur, Zhang Jing
Email: mong.e@deakin.edu.au
Shadow Banking and Economic Development in Developing Countries
|
|
F
|
Feng Hongrui, Jia Yuecheng
Email: hongrui.feng@okstate.edu
Are CEOs Incentivized to Shelter Good Information?
|
|
Francois Derrien, Wu Xiaohui, Zeng Qi, Zhang Yan
Email: derrien@hec.fr
The Unintended Consequences of Government Regulations in Emerging Financial Markets: Evidence from the Chinese IPO market
|
|
G
|
Gao Haoyu, Wang Junbo, Yang Xiaoguang, Zhao Lin
Email: gaohaoyu@amss.ac.cn
Who Borrow More from Deep Pocket Bank? Theory and Evidence from China
|
|
Gao Ming
Email: gao@pku.edu.cn
Formal and Informal Finance: Underlying Channels and Welfare Effects
|
|
Gao Ning, Kolokolova Olga, Mattes Achim
Email: ning.gao@manchester.ac.uk
Does Shorttermism Shape up Mergers? Hedge Funds’ Role in M&As
|
|
H
|
Han Liang, Tian Lin
Email: liang.han@henley.ac.uk
How Local is Local? Evidence from Bank Competition and Corporate Innovation in U.S
|
|
Hong Xiangjun
Email: hongxj.15@sem.tsinghua.edu.cn
Turn away Bad Deals or Passive Execute -- Financial Intermediary's Role in Chinese Corporate Takeover
|
|
Hsieh Peilin, Chen Ren-Raw, Huang Jeffrey
Email: peilin.h@gmail.com
Information Contents of Risk Neutral Densities at the FX Market
|
|
Hsu Po-Hsuan, Lee Hsiao-Hui, Zhou Tong
Email: paulhsu@hku.hk
Falling into Traps? Patent Thickets, Patent Commercialization, and Stock Returns
|
|
I
|
Ivashkovskaya I.V., Skvortsova I.V.,
Email: ivashkovskaya@yandex.ru
Is Corporate Diversification a Viable Strategy in Falling or Rising Economies? The Case of Chinese and Russian Firms
|
|
J
|
Jia Yuecheng, Feng Hongrui
Email: yuecheng.jia@okstate.edu
The Positive Externalities of CEO Delta
|
|
Jia Yuecheng, Yan Shu
Email: yuecheng.jia@okstate.edu
What Does Skewness of Firm Fundamentals Tell Us about Firm Growth, Profitability, and Stock Return
|
|
Jing Harvey (Haiwei)
Email: harveyjing@icloud.com
Financial Strength and Monitoring Capital: Evidence from Firm-Bank Matching
|
|
K
|
Kecskes Ambrus, Nguyen Phuong-anh
Email: ambrusk@gmail.com
Do Technology Spillovers Affect Corporate Financial Policies?
|
|
Koh Woo Hwa
Email: whkoh@kaist.ac.kr
The Impact of Uncertainty Shocks on the Cross-Section of Returns
|
|
L
|
Liu Yan, Abraham Arpad, Carceles-Poveda Eva, Marimon Ramon
Email: ulysses1906@163.com
On the optimal design of a Financial Stability Fund
|
|
Li Xiao, Shen Dehua, Zhang Wei
Email: lx713@tju.edu.cn
Familiarity Shocks and Stock Market Reactions: Information Advantages or Psychological Bias
|
|
Li Xiping, Tripe David, Malone Chris
Email: x.li3@massey.ac.nz
Measuring Bank Risk: An Exploration of Z-score
|
|
Li Zhao, Castiglionesi Fabio, Ma Kebin
Email: li.zhao@upf.edu
Bank Information Sharing and Liquidity Risk
|
|
Loncan Tiago, Hillier David
Email: tiago.rodrigues-loncan@strath.ac.uk
Stock Market Integration, Cost of Equity Capital and Corporate Investment
|
|
M
|
Marisetty Vijaya Bhaskar, Dao Hong Nhung
Email: vijayabhaskar.marisetty@rmit.edu.au
Institutional Quality, Investment Efficiency and the Choice of Public--Private Partnerships
|
|
Mi Jinhong Jackson, Lo Kai Lisa
Email: jhmi@shmtu.edu.cn
Does Re-Intermediation Benefit Borrowers and Investors? Evidence from China? Evidence from China’s P2P Market
|
|
N
|
Nozawa Yoshio
Email: yoshio.nozawa@frb.gov
Is There Froth in the Corporate Bond Market?
|
|
P
|
Park Hyuna
Email: hyuna.park38@brooklyn.cuny.edu
Intangible Assets and the Book-to-Market Effect
|
|
Peng Yuchao, Yang Junhong, Guariglia Alessandra
Email: yuchao.peng@ruc.edu.cn
Inventory Investment and the choice of Financing in China: Does City-level Financial Development Play a Role?
|
|
Phan Dinh Hoang Bach, Narayan Paresh Kumar, Narayan Seema
Email: dinh.phan@deakin.edu.au
Do Worker Layoffs Influence Corporate Investment? New Global Evidencenm
|
|
R
|
Ren Yu, Qiu Yue, Xie Tian
Email: reny@xmu.edu.cn
Evaluating Asset Pricing Factors
|
|
S
|
Shen Chung-Hua, Shi Jun-Guo
Email: chshen01@ntu.edu.tw
Is Finance a Veil: The Lead-and-lag Relation Between Financial Cycles and Business Cycles--The Case of China
|
|
T
|
Taffler Richard J., Bellotti Xijuan
Email: Richard.Taffler@wbs.ac.uk
Asset Pricing Bubbles and Investor Emotions: An Empirical Analysis of the 2014-2016 Chinese Stock Market Bubble
|
|
W
|
Wei Daren
Email: d.wei12@imperial.ac.uk
Macroprudential Policy, Difference in Beliefs and Growth: What is the Role of Risk Premia?
|
|
Wei Lijia, Li Shaoyu, Wu Huanxi
Email: ljwei.whu@gmail.com
Stock Market and the Baltic Dry Index: Volatilities and Correlations in China’s Business Cycle
|
|
Wu Zhenhua, Li Zhichuan
Email: zhwu.us@gmail.com
Market Reputation, Information Sharing: A Theory of Boardroom Collusion
|
|
X
|
Xie Tian, Ren Yu
Email: xietian001@hotmail.com
Controlling Global Effects in Asset Pricing
|
|
Xin Fu, Zhang Jie
Email: newmanov@163.com
How Does Banking Competition Stimulate Local Innovation? The Evidence from the Entry of Small Banks in China
|
|
Xu Menghan
Email: xumh@xmu.edu.cn
Search Frictions in Crowdfunding Markets
|
|
Xue Bai, Li Pingli, Zhang Zhuang
Email: b.xue@soton.ac.uk
Impact of Multi-dimensional Environmental Performance on Firm Performance and Risk
|
|
Y
|
Yao Jiaquan, Chen Jian, Jiang Fuwei, Xue Shuyu
Email: YAOJ0002@e.ntu.edu.sg
The World Price of Skewness Risk
|
|
Yen Kuang-Chieh, Wang Yaw-Huei
Email: quetiony@gmail.com
The Information Content of Option-implied Tail Risk on the Future Returns of the Underlying Asset
|
|
Yildirim Yildiray, Emmerling Thomas J., Jarrow Robert A.
Email: Yildiray.Yildirim@baruch.cuny.edu
Portfolio Balance Effects and the Federal Reserve's Large-Scale Asset Purchases
|
|
Yin Libo, Su Zhi, Fang Tong
Email: yinlibowsxbb@126.com
Does NVIX Matter for Volatility
|
|
Z
|
Zhang Kuo, Chang Xin, Chen Yangyang, Wang Sarah Qian, Zhang Wenrui
Email: kuozhang.wise@gmail.com
Does Financial Innovation Affect Technological Innovation? Evidence from Credit Default Swaps Trading
|
|
Zhao Hongbiao, Hsieh Peilin, Guo Yuqiang
Email: hongbiao.z@gmail.com
Contagion Behavior of High-frequency Trading in Future and Option Markets
|
|
Zhou Si, Chen Jean J., Xie Li
Email: S.Zhou@soton.ac.uk
If Busy, Team Up! When Multitasking Fund Manager Meets Team
|
|
Zhu Mengnan, Yan Shuai, Ding Bingqian
Email: zmnan@xmu.edu.cn
Macroeconomic News and the RMB Exchange Rate
|
|