Institute of Finance and Banking, SNU Business School

정기세미나

매년 봄학기와 가을학기에 정기 세미나가 매주 열리고 있습니다.

2023 Finance Workshop

일자발표자소속연구과제 발표제목
2023-03-20 David Frankel Melbourne Business School How to Sell Equity if You Must
2023-04-10 Ghon Rhee University of Hawaii Do Banks Learn from Financial Markets? Evidence from Loan Contract Design
2022-04-07 Yenan Wang U. of Amsterdam Do Electronic Markets Improve Execution If You Cannot Identify Yourself?
2022-05-08 정힘찬 Simon Fraser University Integration of Traditional and Telematics data for Efficient Insurance Claims Prediction
2023-05-15 조찬익 The Chinese University of Hong Kong Subjective Risk-Return Trade-off
2023-05-22 전주용 동국대학교 External Influence on Public Information in a Beauty Contest Environment
2023-06-01 김환기 Baylor Universityy The Role of Passive Ownership in the Era of Say-on-Pay
2023-06-12 도현수 한양대학교 Credit Risk and Lagged Credit Rating Revision
2023-09-04 Ben Charoenwong NUS Data Sharing in a Fintech Lending Ecosystem
2023-10-02 Yiming Qian University of Connecticut From Competitors to Partners: Banks’ Venture Investments in Fintech
2023-10-16 Zhan Shi PBC School of Finance Debt Market Illiquidity and Corporate Risk-Taking
2023-10-23 Michael Lee New York Fed Optimal Design of Tokenized Markets
2023-11-13 최동범 서울대학교 Are Collateral and Lender Screening Efforts Substitutes?
2023-11-13 Yi Huang Fudan University FinTech Credit and Entrepreneurial Growth
2023-11-27 김동현 중앙대학교 Global Flight-to-Quality and Asset Pricing: Evidence from Factor Returns
2023-12-04 오준호 한국외국어대학교 Uninformed Private Debt Market with Credit Derivatives

2022 Finance Workshop

일자발표자소속연구과제 발표제목
2022-03-24 Vikas Agawal Georgia State University Birth order and fund manager’s trading behavior: Role of sibling rivalry
2022-03-31 Mariana Khapko U. of Toronto Asymmetries and the Market for Put Options
2022-04-07 Yenan Wang U. of Amsterdam Do Electronic Markets Improve Execution If You Cannot Identify Yourself?
2022-04-14 김수헌 KAIST The Nature of Ownership and Stock Returns
2022-05-12 강영대 한국은행 Is Buffett Right? The Stock Market Valuation of the Most Visible Intangible
2022-05-19 Johan Walden U. of of California, Berkeley Fundamental Value Pricing and Bubbles for Nontraditional Assets
2022-05-26 Dasol Kim US Department of the Treasury Crash Narratives
2022-06-02 윤하용 Michigan State University Insurance Companies and the Propagation of Liquidity Shocks to the Real Economy
2022-06-09 강병욱 Hong Kong Polytechnic University Does Portfolio Disclosure Make Money Smarter?
2022-06-16 송동호 Johns Hopkins University The real channel for nominal bond-stock puzzles
2022-09-15 윤지희 UCL Design of Market-Clearing Technology
2022-09-22 최동범 서울대 Debt-equity Conflicts and Efficiency of Distressed Firms: Evidence from Banker-directors in Japan
2022-09-29 최승주 서울대 경제학과 Brokerage (with Sanjeev Goyal and Frederic Moisan
2022-10-20 Xuewen Liu HKUST A Model of Systemic Bank Runs
2022-10-27 이기영 포항공대 A (Paradoxical) Solution for Greenwashing Problems
2022-11-03 김혜민 한양대 Growing beyond firm boundaries through strategic alliances: Role of labor market frictions
2022-11-10 Shyam Venkatesan University of Western Ontario Outsourced Fund and Risk-taking: A Tale of Two Contracts
2022-11-24 최상엽 연세대학교 Household Indebtedness and the Macroeconomic Effects of Tax Changes
2022-12-01 손성빈 서강대학교 Interest rate risk, inflation, and cross-sectional stock returns
2022-12-08 김경국 KAIST Robust Risk Quantification via Shock Propagation in Financial Networks
2021 Finance Workshop
일자발표자소속연구과제 발표제목
2021-03-18 Hao Liang SMU Outsourcing Climate Change
2021-03-26 이기영 KDI Bailout Stigma
2021-04-08 최현수 KAIST Earnings News Diffusion Processes in Stock Markets
2021-04-15 이지윤 연세대 Do firms manage corporate social responsibility strategically?: Evidence from ESG ratings of Korean firms
2021-04-29 문석민 UBC Corporate Acquisitions and Investment: Evidence from Europe
2021-05-06 최동범 서울대 Are Socially Responsible Firms Really Responsible? Main Street Lending during the Great Recession
2021-05-13 Michael Lee New York Fed Monetizing Privacy with Central Bank Digital Currencies
2021-05-20 이정민 WUSTL Passive Investing and Price Efficiency
2021-05-27 김혜익 OSU Opening the Black Box in Private Equity: When Interests Conflict Between GPs and LPs
2021-06-03 이희범 고려대 A Climate Change Test Kit
2021-06-10 Zhenyu Gao CHUK Global Carbon Divestment and Firms' Actions
2021-09-16 최현수 KAIST Timing your trades matters: New Evidence from High Frequency Retail Broker Data
2021-09-30 황선우 고려대 Contingent Employment and Innovation
2021-10-07 이해강 U. of South Carolina The Financial Benefits of Health Engagement Programs to Life Insurers
2021-10-14 김현섭 FRB of Chicago Shareholder Power and the Decline of Labor
2021-10-28 김다혜 성균관대 Ex Ante Jackpot Probability and Expected Option Returns
2021-11-04 Po-Hsuan Hsu National Tsing Hua University Environmental Liabilities and Corporate Pollution: Evidence from the Apex Oil Ruling
2021-11-11 정혜원 U. of Melbourne Capital Structure under Imperfect Product Market Competition: Theory and Evidence
2021-11-18 Patrick Augustin McGill University The term structure of covered interest rate parity violations
2021-11-25 이은경 University of Toronto Which Firms Require More Governance? Evidence from Mutual Funds' Revealed Preferences
2021-12-09 강준구 Nanyang Technological University Does Firms’ Equity Financing Benefit Debtholders? Evidence from Private Placements of Equity
2020 Finance Workshop
일자발표자소속연구과제 발표제목
2020-05-14 이창주 KAIST Good for your Fiscal Health? The Effect of the Affordable Care Act on Healthcare Borrowing Costs
2020-05-21 이종섭 서울대 Filling the Void with Expertise and Incentives: Analyst Ratings of Initial Coin Offerings
2020-06-11 김회광 U of South Carolina Bank Management Sentiment and Liquidity Hoarding
2020-09-17 김세훈 U of Florida Sustainability Preferences Under Stress: Evidence from Mutual Fund Flows During COVID-19
2020-10-08 김재영 Tulane Where Have All the Public Companies Gone?
2020-10-16 한정석 Stockholm School of Economics Hysteresis in price efficiency and the economics of slow moving capita
2020-10-22 Yoshio Nozawa HKUST Fire-Sale Risk in the Leveraged Loan Market
2020-11-05 김수헌 KAIST Capital Allocation and the Market for Mutual Funds: Inspecting the Mechanism
2020-11-12 송동호 Johns Hopkins Fearing the Fed: How Wall Street Reads Main Street
2020-11-19 강창모 한양대 Flights to Quality and Momentum Crashes
2020-11-26 서상병 Wisconsin Is There a Macro-Announcement Premium?
2020-12-03 신동화 UNC Extrapolation and Complexity
2020-12-10 장예진 UNSW Exporting Pollution: Where Do Multinational Firms Emit CO2?
2020-12-17 허예솔 FRB Cheapest-to-Deliver Pricing and Endogenous MBS Heterogeneity
2019 Finance Workshop
일자발표자소속연구과제 발표제목
2019-03-11 최재원 UIUC Labor Leverage, Financial Leverage, and the Dissection of Expected Returns
2019-03-18 최형규 HK Polytech Univ Hedge Fund Awards: The Impact on Investors and Managers
2019-03-25 김지희 KAIST Bargaining Power Changes and CEO Pay Inequality
2019-04-01 김우진 서울대 Discouraging corporate savings
2019-04-08 이종섭 서울대 Credit default swaps around the world: Investment and financing effects
2019-04-15 Katherine Waldock Georgetown Univ Four Facts about Corporate Bankruptcy in the U.S.
2019-04-29 최동범 서울대 Does Increased Liability Always Reduce Bank Risk?
2019-05-06 Kewei Hou OSU q5
2019-05-13 이기영 KDI The Effects of Revolving Doors on Financial Regulators' Enforcement Decisions: Evidence from Korea
2019-05-20 강기윤 연세대 Cryptocurrency, Delivery lag, and double spending history
2019-05-27 박웅용 서울대 경제 The role of the government bonds as safe assets
2019-06-03 Einar Kjenstad Aarhus Univ China's accession to the WTO and U.S. corporate policy
2019-06-07 Harrison Hong Columbia Univ Riding the Credit Boom
2019-06-10 David Schoenherr Princeton Univ The Rise of a Network: The Spillover of Political Patronage and Cronyism to the Private Sector
2019-09-09 이재훈 DeepSearch 머신러닝과 빅데이터를 이용한? 금융 정보의 검색 및 분석 자동화
2019-09-16 김세완 이화여대 Herding has its own Threshold: New Evidence from US Equity Fund Market
2019-09-23 이관휘 서울대 U.S. monetary policy transmission and liquidity risk premia around the world
2019-10-01 Frank Warnock Darden The Distribution of Global Equity Investment
2019-10-07 김태현 UNIST Understanding the Credit Multiplier: The Working Capital Channel
2019-10-14 최현수 KAIST Clogged Intermediation: Were Home Buyers Crowded Out?
2019-10-28 오승준 Pecking Information Transparency in Drug Development:Evidence from Mandatory Disclosure of Clinical Trials
2019-11-04 김진일 고려대 Designing a Simple Loss Function for Central Banks:Does a Dual Mandate Make Sense?
2019-11-11 오종민 성균관대 Technological Similarity and the Market for Managerial Talent
2019-11-18 김태진 고려대 Leaks, disclosures and internal communication
2019-11-25 김용준 서울시립대 Capitalizing on Sustainability: Value of Going Green
2019-12-02 김현섭 Cornell Capital Composition and Productivity under Uncertainty:Evidence from the Shipping Industry
2018 Finance Workshop
일자발표자소속연구과제 발표제목
2018-03-05 이기열 KDI Bailout Stigma
2018-03-12 김우진 서울대 Control beyond Ownership: Subcontractors of Large Business Groups
2018-03-19 최재원 U. of Illinois Mutual Fund Flows and Fluctuations in Credit and Business Cycles  
2018-03-26 오동철 KAIST The Role of the Central Bank in Contagious Currency Crises
2018-04-02 오지열 한양대 The information value of corporate social responsibility 
2018-04-09 김누리 한양대 Blockchain and Corporate Finance
2018-04-16 Kewei Hou Ohio State U. The Economics of Value Investing  
2018-04-30 이창민 한양대 Who, Republican or Democrat CEOs, laughs last? Political cycles in the market for corporate directors
2018-05-14 Brian Henderson George Washington U. Bond Lending and Bond Returns 
2018-05-21 배기홍 York U. Do family firms care for their stakeholders? Evidence from the customer-supplier relationship 
2018-05-28 박세열 연세대 Restricting CEO Pay Backfires: Evidence from China 
2018-06-04 이준엽 UNIST The Efficiency of IPO Stocks 
2018-06-11 김배호 고려대 Stochastic Intensity Margin Modeling of Credit Default Swap Portfolios
2018-09-10 강기윤 연세대 Optimal contract for asset trades: Collateralizing or selling?  
2018-09-17 장지원 아주대 Probability of Price Crashes, Rational Speculative Bubbles,and the Cross-Section of Stock Returns
2018-10-08 이종용 강원대 Time Aggregation and Asset Pricing with Stochastic Differential Utility
2018-10-22 김동규 카이스트 Factor GARCH-Ito Models for High-frequency Data with Application to Large Volatility Matrix Prediction
2018-10-29 조연식 키스채권평가 The Effect of Financial Databases on Financial Markets: Evidence from South Korea  
2018-11-05 조규성 한림대 Asset Prices and Investors’ Behavior with Sequential Information Acquisition
2018-11-12 서경원 서울대 An Empirical Model of Analysts’ Earnings Forecasts 
2018-11-19 어준경 연세대 Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers
2018-11-26 정지웅 고려대 Heterogeneity and Persistence in Performance of Mutual Fund Managers  
2018-12-03 Jonathan Clarke Georgia Tech The Speed of Information and the Sell-Side Research Industry
2017 Finance Workshop
일자발표자소속연구과제 발표제목
2017-03-09 Wolfgang Hardle Humboldt University in Berlin Textual Sentiment, Option Information and Stock Return Predictability
2017-03-13 이기영 KDI Optimal Stress Tests and Diversification
2017-03-20 나현승 고려대 Are Institutional Investors with Multiple Blockholdings Effective Monitors?
2017-03-27 이정환 한양대 Labor Intensive Firms and Debt Maturity Structure
2017-04-03 김남종 금융연구원 Gross Flows of Foreign Direct Investment
2017-04-24 양철원 단국대 Do Tax Havens Threaten Financial Stability? :Evidence from an Emerging Stock Market
2017-05-08 김건호 한양대 Forward Premium Anomaly: New Insight through Time-varying-parameter Approach
2017-05-15 김수헌 Georgia Tech Global Diversi cation with Local Stocks:A Road Less Traveled
2017-05-22 김정욱 서울대 Order Type Selection of Informed Investors around Earning Announcements
2017-05-29 Brian Henderson George Washington Shorting Fees, Private Information, and Equity Mispricing
2017-06-05 Kee H. Chung SUNY Buffalo Market Volatility and Stock Returns:The Role of Liquidity Providers
2017-06-12 오지열 한양대 Leading the Way? External Lead Managers and Institutional Equity Fund Performance in Korea
2017-09-25 안병제 Nanyang Technological University Asset Allocation and Pension Liabilities in the Presence of a Downside Constraint
2017-09-18 김영한 성균관대 The Voice of Risk: Wall Street CEOs Vocal Masculinity and Financial Crisis in 2008
2017-10-23 최병선 서울대(경제학과) Infinitely Many Solutions to the Black-Scholes Partial Differential Equation for a European Option; Finance Point of View
2017-10-16 송인정 한국외대 Internal Capital Markets and Loss Reserve Error Volatility
2017-11-13 Arman Eshraghi University of Edinburgh Transparency and Investment Decisions:Evidence from the Disposition Effect
2017-11-20 오승준 Peking University HSBC Business School Geographic Concentration of Venture Capital Investors, Corporate Monitoring, and Firm Performance
2017-11-27 어준경 연세대 The Full Story of Runs
2017-12-04 배경훈 한양대 Large Trade Anticipation
2017-12-11 조둠밈 London School of Economics and Political Science urning Alphas into Betas

2016 Finance Workshop
일자발표자소속연구과제 발표제목
2016-03-07 Hassan Naqvi 성균관대학교 On Reaching for Yield and the Coexistence of Bubbles and Negative Bubble
2016-03-14 이인무 KAIST Stock Options and Corporate Actions: Convertible Arbitrage, Share Repurchases and Options
2016-03-21 김영한 성균관대학교 The Face of Risk: CEOs’ Masculinity and Firm Risk
2016-03-28 서정원 성균관대학교 Financial Development and Asset Structure: A Cross-Country Studyt
2016-04-04 김우진 서울대학교 Who's Leaving Money on the Table? Evidence from IPOs within Business Groups
2016-04-11 이관휘 서울대학교 Executive Options and Stock Liquidity
2016-04-15 Kewei Hou The Ohio State University Systemic Default and Return Predictability in the Stock and Bond Markets
2016-04-18 이재훈 연세대학교 Dynamic Capital Structure Model with Investments
2016-04-25 김다혜 KAIST Informed trading in the options market and stock return predictability
2016-05-02 최형석 이화여자대학교 Efficiency of Well-Diversified Portfolios: Evidence from Data Envelopment Analysis
2016-05-09 Darwin Choi HKUST Evaluating Regulators: The Efficacy of Discretionary Short Sale Rules
2016-05-16 김배호 고려대학교 A Smiling Bear in the Equity Options Market and the Cross-section of Stock Returns
2016-05-30 오지열 한양대학교 In the eye of the beholder: Employee satisfaction and the post-M&A stock performance
2016-06-07 Frank Warnock Darden Business School,
University of Virginia
The Two Components of International Capital Flows
2016-06-13 오동철 KAIST Credit Ratings and Corporate Cash Holdings: Evidence from Korea’s Corporate Reform after the 1997 Asian Financial Crisis
2016-07-06 George Pennacchi The College of Business at the University of Illinois Urbana-Champaign Special Lecture on Banking and Financial Institutions
2016-09-05 고우화 KAIST The impact of uncertainty shocks on the cross-section of returns
2016-09-19 양동령 서울대학교 Outside Directors' Selective Attendance at Board Meetings : A Korean Evidence
2016-09-26 김창기 고려대학교 The Zero Lower Bound and Economic Determinants of the Volatility Surface in the Interest Cap Markets
2016-10-10 권일웅 서울대학교 Corporate Governance and the Efficiency of Government R&D Grants
2016-10-17 김경국 KAIST Static Hedging and Pricing with Integral Equations under the JDCEV Model 
2016-10-24 이관휘 서울대학교 Inattention and delayed reaction of stock returns to liquidity shock: Global evidence
2016-11-07 Yu Yuan SAIF, Shanghai Advanced Institute of Finance Mispricing Factors
2016-11-14 이우종 서울대학교 Preference for Appearance over Substance and Corporate Investment
2016-11-21 양철원 단국대학교 The world price of tail risk
2016-11-28 김형석 KAIST Burns and Mitchell Meet Pigou: I. Business Cycle Asymmetries and Economic Welfare
2016-12-05 최현수 Singapore Management University The Effect of Monetary Policy on Bank Wholesale Funding
2016-12-12 강형구 한양대학교 What designs investment bankers? Economic and psychological risk attitudes of investment bankers and socialization
2015 Finance Workshop
일자발표자소속연구과제 발표제목
2015-03-02 박정철 Auburn University The Role of Corporate Political Strategies in M&As
2015-03-09 김형석 KAIST Labor Search and Asset Returns
2015-03-16 박연우 중앙대학교 Consumption-based capital asset pricing model with a housing market and a repo rental market
2015-03-23 이교임 서울대학교 Asymmetric Relations in the Amihud Illiquidity Premiums in the Korean Stock Market
2015-03-30 양철원 단국대학교 Profitability of Trades from Tax Havens: Stock Picking Ability or Insider Information?
2015-04-06 박래수 숙명여대 국내은행들의 수익성결정요인분석: 중개기능을 중심으로
2015-04-13 김대진 울산과기대 Liquidity risk and Exchange-traded-fund returns, variances, and tracking errors
2015-04-17 Kewei Hou Ohio State University A Comparison of New Factor Models
2015-04-27 최정화 서울대학교 Individuals as Noise Traders : Evidences from Korean Stock Listings
2015-05-04 신재용 서울대학교 The Effects of Politically Connected Outside Directors on Firm Performance: Evidence from Korean Chaebol Firms
2015-05-11 오동철 KAIST A Large Creditor in Contagious Liquidity Crises
2015-05-18 임현중 Peking University HSBC Business School Determinants of Investment Spike Financing
2015-09-07 장호규 Georgia Institute of Technology Value or Growth? Pricing of Idiosyncratic Cash-Flow Risk with Heterogeneous Beliefs
2015-09-14 홍재화 서울대학교 Labor-Market Uncertainty and Portfolio Choice Puzzles
2015-09-21 Bernard Black Northwestern University Which Aspects of Corporate Governance Matter in Emerging Markets: Evidence from Brazil, India, Korea, and Turkey
2015-10-05 김류미 서울대학교 Contrarian Profit of Firm-Specific Return
2015-10-19 김영한 성균관대학교 Bankers on the board and CEO Incentives
2015-10-26 김정욱 서울대학교 Return Predictability of Demand and Supply Curves of Common Stocks: Liquidity Shocks or Private Information?
2015-11-02 김진용 KASIT Reassessment of Diversification Effects in U.S. Bank Holding Companies: A Quantile Regression Approach
2015-11-09 손범진 고려대학교 Do Empirical Pricing Factors Proxy for Innovations to State Variables in the ICAPM? A Direct Time-Series Test
2015-11-16 최승주 서울대학교 Financial Contagion in Networks: An Experiment
2015-11-23 정지웅 고려대학교  
2015-11-30 서경원 KAIST Robust Confidence Regions for Incomplete Models
2015-12-04 예승민 University of Houston Time-Varying Information Quality and Asset Prices
2014 Finance Workshop
일자발표자소속연구과제 발표제목
2014-03-17 최영수 HUFS Does Buy-and-Hold Pay Off in Structured Products? An Analysis of Account-Level Transactions
2014-03-24 김배호 KUBS Systematic Cyclicality of Systemic Bubbles:Evidence from the U.S. Commercial Banking System
2014-03-31 전용호 인천대 Maxing out globally: MAX-premium, uncertainty avoidance, and the cross-section of expected return
2014-04-07 오동철 KAIST Do Credit Rating Concerns Lead to Better Corporate Governance? Evidence from Korea
2014-04-14 이창준 HUFS State-Dependent Variations in Expected Illiquidity Premium
2014-04-28 여은정 Chung-Ang Univ Does Past Success Really Make People Overconfident? Evidence from Learning Behavior of Financial Analysts
2014-05-01 Kewei Hou Ohio State Univ Comovement of Corporate Bonds and Equities
2014-05-12 김우찬 KUBS Revisiting Executive Compensation in Family-Controlled Firms-Family Premium in Large Business Conglomerates
2014-05-19 Martin Dierker KAIST Interacting Limit Order Demand and Supply Curves
2014-05-22 Harrison Hong Princeton Univ When Everyone Misses on the Same Side: Robust Measures of Earnings Surprises and Stock Returns
2014-05-26 조은영 SNU Stock selection ability of mutual funds (Bong-Chan Kho and Enu-Young Cho)à취소
2014-06-02 박선영 KAIST Bank Endogenous Creation of Opacity during the Recent Financial Crisis
2014-06-09 채 준 SNU Ambiguity and Expected Stock Returns
2014-09-15 백복현 교수 SNU Local Twitter Activity and Stock Returns
2014-09-22 정혜진 교수 KAIST Capital structure and corporate reaction to negative stock return shocks
2014-09-29 류근관 교수 서울대학교 지난 30년간 우리나라 주식시장에서 재벌 기업과 비재벌 기업의 성과 비교
2014-10-06 김정심 박사과정 서울대학교 Market Discipline by Wholesale Financiers Revisited
2014-10-10 Yexiao Xu The University of Texas at Dallas Beta Reversal and Expected Returns
2014-10-13 조은영 박사과정 SNU How do political connections increase firm performance?
2014-10-20 Shinichi Kamiya NTU Actuarial Independence and Managerial Discretion
2014-10-27 이동원 SNU Flow Value of Unemployment, Stock Returns, and Unemployment Volatility
2014-11-03 김회광 성균관대 Time is Money: Rational Life Cycle Inertia and the Delegation of Investment Management
2014-11-07 강완모 KAIST Design of Risk Weights
2014-11-17 김영한 NTU Investor trading behavior around the time of geopolitical risk events: evidence from South Korea
2014-11-24 강민욱 NTU Inflation-indexed Bonds and Nominal Bonds: Financial Innovation and Precautionary Motives
2014-12-01 최홍석 공군사관학교 Learning under Ambiguity, Portfolio Choice, and Asset Prices
2014-12-02 강준구 NTU-고대 Family Business and Firm Value: Evidence from Stakeholder Relations with Employees
TOP