SEMINAR
Weekly Finance Seminar
2018
| Date | Presenter | Affiliation | Title | Location | Time |
|---|---|---|---|---|---|
| Mar 9 th | Doron E. Avramov | Chinese University of Hong Kong and Hebrew University of Jerusalem | The Predictability of Equity Returns from Past Returns: A New Moving Average-Based Perspective | LP 216 | 10:30 ~ 12:00 |
| Mar 26 th | Jun-Koo Kang | Nanyang Technological University | What is the impact of successful cyberattacks on target firms? | LP 210 | 17:30 ~ 19:00 |
| Mar 30 th | Robert M. Anderson | University of California, Berkeley | Automated Detection of Financial Risk Factors | LP 216 | 10:30 ~ 12:00 |
| Apr 6 th | Jay Cao | The Chinese University of Hong Kong | Investor Preference, Corporate Social Performance, and Stock Prices | LP 216 | 10:30 ~ 12:00 |
| Apr 13 th | Kyu Ho Kang | KU, Economics | Stochastic Volatility Dynamic Nelson-siegel Model with Time-Varying Factor Loadings and Correlated Factor Shocks | LP 216 | 10:30 ~ 12:00 |
| Apr 27 th | Ji-Woong Chung | KUBS | Heterogeneity and Persistence in Performance of Mutual Fund Managers | LP 216 | 10:30 ~ 12:00 |
| May 4 th | Seonhyeon Kim | KUBS | Information Asymmetry, Dividend Policy, and Firm Value | LP 216 | 10:30 ~ 12:00 |
| Jaeouk Kim | KUBS | Mutual Fund Family Portfolio Overlap and Family Performance | LP 216 | 10:30 ~ 12:00 | |
| May 11 th | Jinhyeok Ra | KUBS | Empirical Analysis of the Effects of Anti-Graft Law on Entertainment Expenses and Firm Performance | LP 216 | 10:30 ~ 12:00 |
| Hyun Ji Lee | KUBS | Why Hacker Hack? | LP 216 | 10:30 ~ 12:00 | |
| May 18 th | Huijung Choi | National Pension Research Institute | Stock Prices of Public Firms and Spillovers on Private Firms | LP 433 | 14:30 ~ 15:00 |
| Minsoo Kim | Soonchunhyang University | The Effect of Portal Search Intensity on Stock Price Crash | LP 433 | 15:00 ~ 15:30 | |
| Soonho Kim | Pukyong National University | Liquidity Co-Kurtosis Risks and the Cross-Section of Stock Returns | LP 433 | 15:30 ~ 16:00 | |
| Chansik Chung | Dong-A University | A Study on the Effects of Discretionary Accruals on Idiosyncratic Volatility | LP 433 | 16:15 ~ 16:45 | |
| Myunghyun Kim | Seoul University of Sience and Technology | Metro Housing Cycles - Spatially Dynamic Spillovers | LP 433 | 16:45 ~ 17:15 | |
| Huisup Byun | Hallym University | Product Market Competition and Corporate Takeover: Complement vs. Substitution | LP 433 | 17:15 ~ 17:45 | |
| May 25 th | Changmin Lee | Hanyang University | Who, Republican or Democrat CEOs, laughs last? Political cycles in the market for corporate directors | LP 216 | 10:30 ~ 12:00 |
| Jun 1 st | Hugh Kim | University of South Carolina | Pessimistic Fund Managers | LP 216 | 10:30 ~ 12:00 |
| Jun 8 th | Kee-Hong Bae | York U |
Restricting CEO Pay Backfires: Evidence from China |
LP 216 | 10:30 ~ 12:00 |
| Jun 15 th | Cheol Eun | Georgia Tech | Global Diversification with Local Stocks: A Road Less Traveled | LP 216 | 10:30 ~ 12:00 |
| Sep 7 th | Seyoung Park | Loughborough University | Liquidity Risk and the Labor Hiring Premium | LP 216 | 10:30 ~ 12:00 |
| Sep 14 th | Seyeul Park | Yonsei University | Do family firms care for their stakeholders? Evidence from the customer-supplier relationship | LP 216 | 10:30 ~ 12:00 |
| Sep 21 st | Kyoungwon Seo |
Seoul National University |
An empirical model of analysts' earnings forecasts | LP 216 | 10:30 ~ 12:00 |
| Sep 27th | Taehyun Kim | University of Notre Dame | Understanding the Credit Multiplier: The Working Capital Channel | LP 216 | 12:00 ~ 13:30 |
| Sep 28 th | Hyunsoo Doh | Nanyang Technological University | Market Barriers and Financial Contagion in Debt Markets | LP 216 | 10:30 ~ 12:00 |
| Oct 5 th | Kyong Shik Eom | UC Berkeley | Changes in the Regulatory and Technological Environments for Capital Markets in the U.S. and Europe: Lessons for Korea | LP 216 | 10:30 ~ 12:00 |
| Oct 12 th | Dongkyu Kim | KAIST Business School | Factor GARCH-Itˆo Models for High-frequency Data with Application to Large Volatility Matrix Prediction | LP 216 | 10:30 ~ 12:00 |
| Oct 19th | Kee-Youn Kang | Yonsei University | Optimal contract for asset trades: Collateralizing or selling? | LP 216 | 10:30 ~ 12:00 |
| Nov 9th | Yesol Huh | Federal Reserve Board | Impact of Secondary Market Trading Structure on the Primary Mortgage Market | LP 216 | 10:30 ~ 12:00 |
| Nov 16th | Jongsub Lee | Seoul National University | Credit default swaps around the world: Investment and financing effects | LP 216 | 10:30 ~ 12:00 |
| Nov 23rd | Hongki Sul | Chung-Ang University | What does the term structure of corporate CDS tell us? | LP 216 | 10:30 ~ 12:00 |
| Nov 30th | Donghwa Shin | Princeton University | Extrapolation and Complexity | LP 216 | 10:30 ~ 12:00 |
| Dec 7th | Byoung-Kyu Min | University of Sydney | What Drives the Dispersion Anomaly? | LP 216 | 10:30 ~ 12:00 |
| Dec 14th | Jaewon Choi |
University of Illinois at Urbana-Champaign |
Mutual Fund Flows and Fluctuations in Credit and Business Cycles | LP 216 | 10:30 ~ 12:00 |
| Dec 21st | Joonki Noh | Case Western Reserve University |
The Pricing of the Illiquidity Factor’s Systematic Risk & TIlliquidity and Stock Returns – II: Cross-section and Time-series Effects |
LP 216 | 10:30 ~ 12:00 |