정기세미나
매년 봄학기와 가을학기에 정기 세미나가 매주 열리고 있습니다.
2025 Finance Workshop
| 일자 | 발표자 | 소속 | 연구과제 발표제목 |
|---|---|---|---|
| 2025-03-10 | Utpal Bhattacharya | HKUST | The Echoes of Muted Political Speech in Financial Speech |
| 2025-03-17 | 최재원 | SNU | International Capital Flows and Sovereign Debt Rollover Risk |
| 2025-03-24 | 김우진 | SNU | Why Can’t the Market Add and Subtract? Evidence from Central Firms in Business Groups |
| 2025-03-31 | Xintong Zhan | Fudan University | The Salience of Climate Change and Green Patents Review: Evidence from Climatic Disasters |
| 2025-04-07 | 박예나 | SNU | Tax Incidence and Optimal Taxation with General Equilibrium Effects and Transition |
| 2025-04-14 | 신승훈 | KAIST | Recurring Demand and Turn-of-the-month Effects |
| 2025-04-21 | 정준혁 | SNU | Takeover Bid Rule for Korea – Striking a Balance between Value Creation and Shareholder Protection |
| 2025-05-12 | 김현철 | 연세대학교 | The Selection Effects of Part-Time Work: Experimental Evidence from a Large-Scale Recruitment Drive |
| 2025-05-19 | Matti Keloharju | Aalto University | Accounting research in the age of advanced AI |
| 2025-05-26 | Sangeun Ha | Copenhagen Business School | Beyond Knowledge Spillovers: How do Large Plant Opening Announcements Impact Emissions of Incumbent Plants? |
| 2025-05-28 | Karsten Mueller | National University of Singapore | Two Centuries of Systemic Bank Runs |
| 2025-06-02 | Jan Starmans | Stockholm School of Economics | Sustainable Investing and Market Governance |
| 2025-06-04 | Sangmin Oh | Columbia University | Green Price Pressure |
| 2025-09-08 | Yan Xiong | University of Hong Kong | Institutional Ownership Concentration and Informational Efficiency |
| 2025-9-15 | Wang Qi Shu | SNU | Media Pressure and Reputational Herding in ESG Performance Dynamics |
| 2025-09-22 | Hyun-Soo Choi | KAIST | Climate Policy Uncertainty and Corporate Environmental Lobbying Competition |
| 2025-09-29 | Hengguo Da | SWUFE | Crypto Risk in the Financial System |
| 2025-10-13 | Dean Ryu | Oxford University | The Pricing and Economic Impact of Legal Risk |
| 2025-10-27 | Kheeyoung Rhee | 성균관대학교 | (In-)Visible Risks of Blockchain-Based Financing for Capital Allocation Efficiency |
2024 Finance Workshop
| 일자 | 발표자 | 소속 | 연구과제 발표제목 |
|---|---|---|---|
| 2024-03-11 | 김정욱 | 서울대학교 | Income Inequality and Financial Crises |
| 2024-03-18 | 김형주 | Federal Reserve Board | A New Closed-Form Discrete-Time Option Pricing Model with Stochastic Volatility |
| 2024-03-25 | Janis Skrastins | Washington University | Savings and Credit Contracts: Dynamic Screening and Signaling |
| 2024-04-01 | Vikas Agarwal | Georgia State University | Anticipatory Trading against Distressed Mega Hedge Funds |
| 2024-04-08 | 이종섭 | 서울대학교 | Endogeneous Corporate Disclosure during COVID-19 Lockdown |
| 2024-04-22 | 최호용 | KAIST | Bad Slope, Good Slope |
| 2024-04-29 | 이상엽 | 연세대학교 | Haircut, Interest Rate, and Collateral Quality in the Repo Market: Evidence and Theory |
| 2024-05-13 | Alminas Zaldokas | Hong Kong University of Science and Technology | ESG shocks in Global Supply Chains |
| 2024-05-20 | 이지윤 | 연세대학교 | The Effects of Information Asymmetry on Shareholder Participation: Effective Monitoring or Disruption? |
| 2024-05-029 | Markus K.Brunnermeier | Princeton University | FinTech Lending, Banking, and Information Portability |
| 2024-06-03 | 김우진 | 서울대학교 | Supply Chain within Business Groups: Do Families Prefer Upstream or Downstream Firms? |
| 2024-09-09 | 류근관 | 서울대학교 | A Guide to Useful Econometrics |
| 2024-09-23 | Fahad Saleh | University of Florida | An Economic Model of a Decentralized Exchange with Concentrated Liquidity |
| 2024-10-07 | 강병욱 | Hong Kong Polytechnic University | Mutual Fund Tournaments for Distribution |
| 2024-10-14 | 김혜민 | Hanyang University | Dancing with Family Owners: Is Shareholder Activism Effective in Family Firms? |
| 2024-10-21 | 변성준 | 연세대학교 | The Dollar Variance Risk Premium |
| 2024-11-04 | 황선우 | 고려대학교 | Time to Innovate |
| 2024-11-07 | Jiri Knesl | Oxford University | Patent Intensity, Firm Dynamics, and the Pricing of Technological Innovators |
| 2024-11-11 | 오지열 | 성균관대학교 | Silent Swing: Do Open-End Funds Tilt Holdings Valuations in Response to Flows? |
| 2024-11-18 | Alejandro Lopez Lira | University of Florida | Complexity and Factor Models in Equilibrium |
| 2024-11-25 | 조둠밈 | 고려대학교 | Equity Valuation Without DCF |
| 2024-12-02 | 장현진 | UNIST | Simulation-based Analysis on Optimal High Frequency Market-making Trading Using a Deep Neural Network Method |
| 2024-12-12 | Kai Li | University of British Columbia | The Value of Social Media Anonymity: Evidence from the Stock Market |
2023 Finance Workshop
| 일자 | 발표자 | 소속 | 연구과제 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
| 일자 | 발표자 | 소속 | 연구과제 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
| 일자 | 발표자 | 소속 | 연구과제 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
| 일자 | 발표자 | 소속 | 연구과제 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
| 일자 | 발표자 | 소속 | 연구과제 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
| 일자 | 발표자 | 소속 | 연구과제 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
| 일자 | 발표자 | 소속 | 연구과제 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
| 일자 | 발표자 | 소속 | 연구과제 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
| 일자 | 발표자 | 소속 | 연구과제 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
| 일자 | 발표자 | 소속 | 연구과제 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 |
