International Conference on Applied Financial Economics

Shanghai, China

 

Program Notes and Index of Sessions

 

Summary of All Sessions

Click here for an index of all participants

#Date/TimeLocationTitlePapers
1July 2, 2016
9:00-10:00
2nd Floor Xue Hai(2楼学海厅) Keynote Address "Inefficient Markets" by Professor Jacob Goeree from UNSW0
2July 2, 2016
10:20-11:50
1st Floor Shang Shan(1楼上善厅) Asset Pricing4
3July 2, 2016
10:20-11:50
2nd Floor Da Xue(2楼大学厅) Capital Structure4
4July 2, 2016
10:20-11:50
1st Floor Xue Si(1楼学思厅) Financial Econometrics4
5July 2, 2016
10:20-11:50
1st Floor Hai Na(1楼海纳厅) Information and Trading4
6July 2, 2016
13:30-15:00
2nd Floor Xue Si(2楼学思厅) Chinese Session 14
7July 2, 2016
13:30-15:00
1st Floor Hai Na(1楼海纳厅) International Finance4
8July 2, 2016
13:30-15:00
1st Floor Si Yuan(1楼思源厅) Model Estimation 14
9July 2, 2016
13:30-15:00
1st Floor Shang Shan(1楼上善厅) Portfolio and Investment4
10July 2, 2016
13:30-15:00
2nd Floor Da Xue(2楼大学厅) Sovereign Risk and Value-at-Risk4
11July 2, 2016
15:15-16:45
1st Floor Hai Na(1楼海纳厅) Banking and Finance4
12July 2, 2016
15:15-16:45
2nd Floor Xue Si(2楼学思厅) Chinese Session 24
13July 2, 2016
15:15-16:45
2nd Floor Da Xue(2楼大学厅) Corporate Finance 14
14July 2, 2016
15:15-16:45
1st Floor Shang Shan(1楼上善厅) Financial & Economic Theories4
15July 2, 2016
15:15-16:45
1st Floor Si Yuan(1楼思源厅) Market Dynamics4
16July 3, 2016
9:00-10:00
2nd Floor Xue Hai(2楼学海厅) Keynote Address "Social Interactions and Asset Pricing" by Professor Xuezhong (Tony) He from UTS0
17July 3, 2016
10:15-11:45
1st Floor Hai Na(1楼海纳厅) Bonds and Futures4
18July 3, 2016
10:15-11:45
2nd Floor Xue Si(2楼学思厅) Corporate Finance 24
19July 3, 2016
10:15-11:45
2nd Floor Da Xue(2楼大学厅) Model Estimation 24
20July 3, 2016
10:15-11:45
1st Floor Shang Shan(1楼上善厅) Return Predictability4
21July 3, 2016
13:30-15:00
1st Floor Hai Na(1楼海纳厅) Chinese Session 33
22July 3, 2016
13:30-15:00
2nd Floor Xue Si(2楼学思厅) Corporate Governance and Valuation4
23July 3, 2016
13:30-15:00
2nd Floor Da Xue(2楼大学厅) Financial Derivatives4
24July 3, 2016
13:30-15:00
1st Floor Shang Shan(1楼上善厅) Financial Development and Economic Activity4
25July 3, 2016
15:15-16:45
1st Floor Hai Na(1楼海纳厅) Chinese Session 44
26July 3, 2016
15:15-16:45
1st Floor Shang Shan(1楼上善厅) Investor Sentiment4
27July 3, 2016
15:15-16:45
2nd Floor Xue Si(2楼学思厅) Model Estimation 34
28July 3, 2016
15:15-16:45
2nd Floor Da Xue(2楼大学厅) Public Policy and Finance4
 

28 sessions, 103 papers, and 0 presentations with no associated papers


 

International Conference on Applied Financial Economics

Detailed List of Sessions

 
Session 1: Keynote Address "Inefficient Markets" by Professor Jacob Goeree from UNSW
July 2, 2016 9:00 to 10:00
2nd Floor Xue Hai(2楼学海厅)
 
Session Chair: Lawrence He,
 
Session 2: Asset Pricing
July 2, 2016 10:20 to 11:50
1st Floor Shang Shan(1楼上善厅)
 
Session Chair: Marc Chan, University of Technology Sydney
 

Self-destroying Expectations in Financial Crisis
   presented by: Wai Mun Chia, Nanyang Technological University
   Discussant:   Yajun Xiao, University of Technology, Sydney
 

Portfolio Optimization and Asset Pricing with Heterogeneous and Constrained Investors
   presented by: Yajun Xiao, University of Technology, Sydney
   Discussant:   Xuan Zhou, Beijing Normal University
 

Generalized CAPM Model with Independent Identically Asymmetric Power Distributed (IIAPD) Errors
   presented by: Hao Li,
   Discussant:   Marc Chan, University of Technology Sydney
 

Risk Sharing, Market Imperfections, Asset Prices: Evidence from the Chinese Stock Market Liberalization
   presented by: Marc Chan, University of Technology Sydney
   Discussant:   Hao Li,
 
Session 3: Information and Trading
July 2, 2016 10:20 to 11:50
1st Floor Hai Na(1楼海纳厅)
 
Session Chair: Dehua Shen, Department of Economics, Universitat Jaume I, Castellón, Spain
 

Do analysts’ forecasts affect investors’ trading Evidence from China’s accounts data
   presented by: Ruwei Zhao,
   Discussant:   Dehua Shen, Department of Economics, Universitat Jaume I, Castellón, Spain
 

Wine indices in practice: nicely labeled but slightly corked
   presented by: Philippe Masset, Ecole hôtelière de Lausanne
   Discussant:   Ruzhao Gao,
 

Economic Policy Uncertainty and Investor Sentiment: Linear and Nonlinear Causality Analysis
   presented by: Ruzhao Gao,
   Discussant:   Philippe Masset, Ecole hôtelière de Lausanne
 

A Revisit of the Information-Volatility Relations with Internet Information
   presented by: Dehua Shen, Department of Economics, Universitat Jaume I, Castellón, Spain
   Discussant:   Ruwei Zhao,
 
Session 4: Capital Structure
July 2, 2016 10:20 to 11:50
2nd Floor Da Xue(2楼大学厅)
 
Session Chair: Weining Niu,
 

The impact of financial liberalization on capital structure adjustment in Pakistan: A doubly-censored modeling
   presented by: Tanveer Ahsan, Dongbei University of Finance and Econom
   Discussant:   Weining Niu,
 

How Does Corporate Social Responsibility Change Capital Structure?
   presented by: Feiying He, The college of Finance and statistics Hunan University, China
   Discussant:   Yong Mai, School of Business,ECUST
 

Regional variation in the capital structure adjustment speed of listed firms: Evidence from China
   presented by: Yong Mai, School of Business,ECUST
   Discussant:   Tanveer Ahsan, Dongbei University of Finance and Econom
 

Effect of Disagreement on Corporate Financing Policy and Investment Level
   presented by: Weining Niu,
   Discussant:   Feiying He, The college of Finance and statistics Hunan University, China
 
Session 5: Financial Econometrics
July 2, 2016 10:20 to 11:50
1st Floor Xue Si(1楼学思厅)
 
Session Chair: Yuting Gong,
 

Optimal effort under high-water mark contracts
   presented by: Li Zhao, Zhejiang University
   Discussant:   Yuting Gong,
 

Portfolio Optimization based on Higher Moment Coherent Risk Measures
   presented by: Yin hong Yao, Hua Zhong Normal University
   Discussant:   Wentao Gu,
 

A Return Direction Forecasting Model based on Time-varying Probability Density Function
   presented by: Wentao Gu,
   Discussant:   Li Zhao, Zhejiang University
 

A mixed data sampling model for the return-liquidity dependence in stock index futures markets
   presented by: Yuting Gong,
   Discussant:   Yin hong Yao, Hua Zhong Normal University
 
Session 6: Portfolio and Investment
July 2, 2016 13:30 to 15:00
1st Floor Shang Shan(1楼上善厅)
 
Session Chair: Hao Chang, Tianjin Polytechnic University
 

Central Bank Communication, Investor Sentiment, and Stock Market Stability
   presented by: Ou Sun, Beihang University
   Discussant:   xiao li, Tianjin University
 

The Impact of Information-based Familiarity on the Stock Market
   presented by: xiao li, Tianjin University
   Discussant:   Ou Sun, Beihang University
 

Dynamic interactions between real aggregate investment, its determinants and volatility measures: evidences from Iran
   presented by: Roohollah Zare, Young Researchers and Elite Club, Beyza Branch, Islamic Azad University, Beyza, Iran
   Discussant:   Hao Chang, Tianjin Polytechnic University
 

Optimal portfolios and consumption rules with HARA utility under the CIR model
   presented by: Hao Chang, Tianjin Polytechnic University
   Discussant:   Roohollah Zare, Young Researchers and Elite Club, Beyza Branch, Islamic Azad University, Beyza, Iran
 
Session 7: International Finance
July 2, 2016 13:30 to 15:00
1st Floor Hai Na(1楼海纳厅)
 
Session Chair: Dingming Liu, Xiamen University
 

Are Dynamics of FDI Inflows and Outflows the Same?: Evidence from Emerging and Developing Economies
   presented by: Xiao Lei Tang,
   Discussant:   Dingming Liu, Xiamen University
 

Relationship between Implied Volatility Index and its Underlying Market Index ——Comparison between Chinese and American Market
   presented by: CHENGLI ZHENG, HUAZHONG NORMAL UNIVERSITY
   Discussant:   Yong Mai, School of Business,ECUST
 

Currency Co-movement and Network Correlation Structure of Foreign Exchange Market
   presented by: Yong Mai, School of Business,ECUST
   Discussant:   CHENGLI ZHENG, HUAZHONG NORMAL UNIVERSITY
 

Fiscal Shocks and the Real Exchange Rate: Evidence From China
   presented by: Dingming Liu, Xiamen University
   Discussant:   Xiao Lei Tang,
 
Session 8: Sovereign Risk and Value-at-Risk
July 2, 2016 13:30 to 15:00
2nd Floor Da Xue(2楼大学厅)
 
Session Chair: Fei Su, University of Technology Sydney
 

Spot-future Market Interaction and Price Co-movement: an Agent-based Modelling Method
   presented by: Xuan Zhou, Beijing Normal University
   Discussant:   HAO qingmin, Tianjin university
 

Systemic risk in dynamic economic systems
   presented by: HAO qingmin, Tianjin university
   Discussant:   Xuan Zhou, Beijing Normal University
 

Modelling China’s Credit System with Complex Network Theory for Systematic Credit Risk Control
   presented by: Xuan Lu, Discover Financial Services
   Discussant:   Fei Su, University of Technology Sydney
 

Calculating Value-at-Risk for High-Dimensional Time Series using a Nonlinear Stochastic Mapping Model
   presented by: Fei Su, University of Technology Sydney
   Discussant:   Xuan Lu, Discover Financial Services
 
Session 9: Chinese Session 1
July 2, 2016 13:30 to 15:00
2nd Floor Xue Si(2楼学思厅)
 
Session Chair: Wang Lixia,
 

群众的眼睛果真雪亮吗?——来自百度指数的新证据
   presented by: 毛 杰, 复旦大学
   Discussant:   Yan Wu, Jiangxi University of Finance and Economics
 

股市周期转换视角下公募基金风险调整行为与投资业绩研究
[slides]
   presented by: Yan Wu, Jiangxi University of Finance and Economics
   Discussant:   毛 杰, 复旦大学
 

中国国际航运运价期货对现货波动影响的实证研究 ——来自上海航运交易所2009~2015年的经验证据
   presented by: chu xch,
   Discussant:   Wang Lixia,
 

Research on the theory of residual income pricing model adjusted by double risk factors
[slides]
   presented by: Wang Lixia,
   Discussant:   chu xch,
 
Session 10: Model Estimation 1
July 2, 2016 13:30 to 15:00
1st Floor Si Yuan(1楼思源厅)
 
Session Chair: Ruipeng Liu, Deakin University.
 

The Beta Heuristic From a Time/Frequency Perspective: A Wavelet Analysis of the Market Risk of the 10 S&P Sectors
   presented by: Joan Nix, Queens College
   Discussant:   Yahua Xu, Auckland Univeristy of Technology
 

Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence
   presented by: Yahua Xu, Auckland Univeristy of Technology
   Discussant:   Joan Nix, Queens College
 

Pattern-Clustering Analysis of High-frequency Stock Market Data Form Distribution
   presented by: Yu Chen, Beijing Normal University
   Discussant:   Ruipeng Liu, Deakin University.
 

Generalized Method of Moment Estimation of Multivariate Multifractal Models
   presented by: Ruipeng Liu, Deakin University.
   Discussant:   Yu Chen, Beijing Normal University
 
Session 11: Banking and Finance
July 2, 2016 15:15 to 16:45
1st Floor Hai Na(1楼海纳厅)
 
Session Chair: Boyao Li, BNU
 

Structural Disposal and Cyclical Adjustment: Non-performing Loans, Structural Transition, and Regulatory Reform in Japan, 1997–2011
   presented by: Masaki Nakabayashi, The University of Tokyo
   Discussant:   Boyao Li, BNU
 

Dualism Structure, Information choice and lending behaviour in China’s Rural Credit Market
   presented by: 天芸 周, 中山大学国际商学院
   Discussant:   Masaki Nakabayashi, The University of Tokyo
 

Why Collateral is Needed: ex ante Signaling or ex post Risk Control? ——The Evidence from China’s Loan Market
   presented by: Sheng Fang, Huazhong University of Science and Technology
   Discussant:   天芸 周, 中山大学国际商学院
 

The macroeconomic impact of the Basel III liquidity coverage ratio on macroeconomic stability
   presented by: Boyao Li, BNU
   Discussant:   Sheng Fang, Huazhong University of Science and Technology
 
Session 12: Financial & Economic Theories
July 2, 2016 15:15 to 16:45
1st Floor Shang Shan(1楼上善厅)
 
Session Chair: Maoguo Wu, Shanghai University
 

Could Reciprocity Shade Guilt?
   presented by: Mengxing Wei, University of Leicester
   Discussant:   Maoguo Wu, Shanghai University
 

Inter – Regional Effect of Public Debt: A Small DSGE Model of France, Germany and Italy
   presented by: Adeel Kadri, university of Karachi
   Discussant:   luqman muhammad,
 

Cost Allocation for the Problem of Pollution Reduction. A Dynamic Cooperative Game Approach
   presented by: luqman muhammad,
   Discussant:   Adeel Kadri, university of Karachi
 

Choosing Promotion Rules: Tournaments versus Standards
   presented by: Maoguo Wu, Shanghai University
   Discussant:   Mengxing Wei, University of Leicester
 
Session 13: Corporate Finance 1
July 2, 2016 15:15 to 16:45
2nd Floor Da Xue(2楼大学厅)
 
Session Chair: Lei Wang, Jiangnan University
 

Determinants of the Allocation of Controlling Rights between Entrepreneur and Investor in Venture Capital-backed Startups
   presented by: Lei Wang, Jiangnan University
   Discussant:   fei hu, Beihang University
 

Research of China’s IPO premium phenomenon under Registration system
   presented by: Xinyue Zhang,
   Discussant:   Lei Wang, Jiangnan University
 

The Effect of Public Subsidies on Firm R&D Expenditure: Crowding-In or Crowding-Out?
   presented by: fei hu, Beihang University
   Discussant:   Lei Wang, Jiangnan University
 

Public Capital Expenditure and Technology Innovation in Strategic Emerging Industries: Reciprocal Relation Test Based on Chinese Listed Companies
   presented by: Lei Wang, Jiangnan University
   Discussant:   Xinyue Zhang,
 
Session 14: Chinese Session 2
July 2, 2016 15:15 to 16:45
2nd Floor Xue Si(2楼学思厅)
 
Session Chair: lining gan,
 

实际有效汇率波动对制造业企业绩效的影响研究——基于沪深两市958家制造业上市公司的数据
   presented by: Wei Zhang,
   Discussant:   lining gan,
 

互联网金融理财产品收益率的影响因素
   presented by: Lin Wensheng, Shanghai University
   Discussant:   Haiying Pan, Hohai University
 

企业生命周期、并购能力与并购绩效
   presented by: Haiying Pan, Hohai University
   Discussant:   Lin Wensheng, Shanghai University
 

cash flow and dynamic capital structure
   presented by: lining gan,
   Discussant:   Wei Zhang,
 
Session 15: Market Dynamics
July 2, 2016 15:15 to 16:45
1st Floor Si Yuan(1楼思源厅)
 
Session Chair: Zhe Ma, Zhongnan University of Economics and Law
 

Do Speculative Bubbles Migrate in the Chinese Stock Market?
   presented by: Zhe Fei, Renmin University of China
   Discussant:   Zhe Ma, Zhongnan University of Economics and Law
 

Joint research on money and credit in euro area: evidence with panel data
   presented by: Jingyang Liu, Utrecht University
   Discussant:   Lou Chaoming, Ningbo University
 

Portfolio Investment between China and US: Will They Erode the Financial Security?
   presented by: Lou Chaoming, Ningbo University
   Discussant:   Jingyang Liu, Utrecht University
 

Determinants of Short-Term Sovereign Credit Risk: Markov Regime Switching Approach
   presented by: Zhe Ma, Zhongnan University of Economics and Law
   Discussant:   Zhe Fei, Renmin University of China
 
Session 16: Keynote Address "Social Interactions and Asset Pricing" by Professor Xuezhong (Tony) He from UTS
July 3, 2016 9:00 to 10:00
2nd Floor Xue Hai(2楼学海厅)
 
Session Chair: Lawrence He,
 
Session 17: Return Predictability
July 3, 2016 10:15 to 11:45
1st Floor Shang Shan(1楼上善厅)
 
Session Chair: Lu Peng, Citic Securities
 

A developed four-factor model based on the Schwartz model system
   presented by: Zhe Zong, University of Glasgow
   Discussant:   Lu Peng, Citic Securities
 

Business cycle transition and stock market return
   presented by: Mingming Liu, Tongji University
   Discussant:   Nguyet Nguyen, Youngstown State University
 

Stock Price Prediction using Hidden Markov Model
   presented by: Nguyet Nguyen, Youngstown State University
   Discussant:   Mingming Liu, Tongji University
 

US economic policy uncertainty and co-movements between Chinese and US stock markets
   presented by: Lu Peng, Citic Securities
   Discussant:   Zhe Zong, University of Glasgow
 
Session 18: Bonds and Futures
July 3, 2016 10:15 to 11:45
1st Floor Hai Na(1楼海纳厅)
 
Session Chair: Ying Chen,
 

Volume-Synchronized Probability of Informed Trading (VPIN) and Price Movements of Index Futures: Empirical Analysis Based on Price Movements between May and July, 2015 in Chinese Index Futures Market
   presented by: Yan Yan, Huazhong University of Science and Technology
   Discussant:   Ying Chen,
 

Convertible Bonds Valuation based on Multiple Options A Study from Chinese Market
   presented by: Zhaohui LIANG,
   Discussant:   Zuowei You, Beihang University
 

Discrete hedging approach for pricing warrant bonds in a mixed fractional Brownian environment with Vasicek interest rate model
   presented by: Zuowei You, Beihang University
   Discussant:   Zhaohui LIANG,
 

Research on a simplified variable analysis of credit rating in Chinese small enterprises based on a support vector machine
   presented by: Ying Chen,
   Discussant:   Yan Yan, Huazhong University of Science and Technology
 
Session 19: Model Estimation 2
July 3, 2016 10:15 to 11:45
2nd Floor Da Xue(2楼大学厅)
 
Session Chair: Yue-Gang Chen, Shanghai University
 

Estimating Quadratic Variation Using a Generalized It^o Isometry
   presented by: Xisheng Yu, Southwestern University of Finance and Economics
   Discussant:   Marie-Helene Felt, Carleton University, Bank of Canada
 

Modeling Volatility Linkages between Shanghai and Hong Kong Stock Markets before and after the Connect Program
   presented by: Lin Wensheng, Shanghai University
   Discussant:   Yue-Gang Chen, Shanghai University
 

A look inside the box: Combining aggregate and marginal distributions to identify joint distributions.
   presented by: Marie-Helene Felt, Carleton University, Bank of Canada
   Discussant:   Xisheng Yu, Southwestern University of Finance and Economics
 

The Spatial Distribution Characteristics of Enterprises in “Extensive Shanghai Hongqiao Economic and Technological Development Zone”
   presented by: Yue-Gang Chen, Shanghai University
   Discussant:   Lin Wensheng, Shanghai University
 
Session 20: Corporate Finance 2
July 3, 2016 10:15 to 11:45
2nd Floor Xue Si(2楼学思厅)
 
Session Chair: Hailiang Zou, Shanghai University
 

Supplier Immobility, Operating Leverage, and Cost of Equity
   presented by: Jin Wang, Wilfrid Laurier University
   Discussant:   Hailiang Zou, Shanghai University
 

Shareholder’s Perspective on Debt Collateral
   presented by: Jin-Ray Lu, National Dong Hwa University
   Discussant:   Ellie Qie Yin, University of Florida
 

The Speed of Adjustment to the Target Market Value Leverage is Slower Than You Think
   presented by: Ellie Qie Yin, University of Florida
   Discussant:   Jin Wang, Wilfrid Laurier University
 

Do environmental violations affect corporate loan financing? Evidence from China
   presented by: Hailiang Zou, Shanghai University
   Discussant:   Jin-Ray Lu, National Dong Hwa University
 
Session 21: Financial Development and Economic Activity
July 3, 2016 13:30 to 15:00
1st Floor Shang Shan(1楼上善厅)
 
Session Chair: Xiaomeng Ren, Zhejiang University
 

Re-examination of Financial Sector Development and Economic Development causality in the USA
   presented by: Seyedrohollah Ahmadi, university of international business and economics
   Discussant:   Xiaomeng Ren, Zhejiang University
 

Stock Market Development and Economic Growth: Empirical Evidence from China
   presented by: Lei Pan, Monash University
   Discussant:   LIJIE YU, Dalian University of Technology
 

Capital inflows and house prices: Aggregate and regional evidence from China
   presented by: LIJIE YU, Dalian University of Technology
   Discussant:   Lei Pan, Monash University
 

Institution, Finance and Economic Growth An evidence from multinational panel data of Islamic finance
   presented by: Xiaomeng Ren, Zhejiang University
   Discussant:   Seyedrohollah Ahmadi, university of international business and economics
 
Session 22: Corporate Governance and Valuation
July 3, 2016 13:30 to 15:00
2nd Floor Xue Si(2楼学思厅)
 
Session Chair: Zhimin(Jimmy) Yu, University of Calgary
 

Incentive or Entrenchment? Modeling CEO's Compensation Structure and Earnings Management Behaviour
   presented by: Lan Sun, University of New England
   Discussant:   Zhimin(Jimmy) Yu, University of Calgary
 

What determines financial access in the absence of legal institutions: evidence from China
   presented by: TONG FU, Jiangxi University of Finance and Economics
   Discussant:   ChienChi Chu, Shantou University
 

Firms’ value deviation and IDTRS—Evidence from Taiwan
   presented by: ChienChi Chu, Shantou University
   Discussant:   TONG FU, Jiangxi University of Finance and Economics
 

Executive compensation and compensation risk
   presented by: Zhimin(Jimmy) Yu, University of Calgary
   Discussant:   Lan Sun, University of New England
 
Session 23: Financial Derivatives
July 3, 2016 13:30 to 15:00
2nd Floor Da Xue(2楼大学厅)
 
Session Chair: Jun Song, Fudan University
 

FINANCIAL CONTAGION AND VOLATILITY SPILLOVER: AN EXPLORATION INTO INDIAN COMMODITY DERIVATIVE MARKET
   presented by: Rudra Roy, Jadavpur University, Kolkata
   Discussant:   Jun Song, Fudan University
 

The Implied Spot Price and Convenience Yield From WTI Crude Oil Options
   presented by: Zhe Zong, University of Glasgow
   Discussant:   Ruijun Bu, The University of Liverpool
 

Nonparametrically Transformed Diffusion Models for S&P 500 Implied Volatility Index
   presented by: Ruijun Bu, The University of Liverpool
   Discussant:   Zhe Zong, University of Glasgow
 

Can Commodity Futures Margin Requirements Control risks effectively? Evidence from China.
   presented by: Jun Song, Fudan University
   Discussant:   Rudra Roy, Jadavpur University, Kolkata
 
Session 24: Chinese Session 3
July 3, 2016 13:30 to 15:00
1st Floor Hai Na(1楼海纳厅)
 
Session Chair: Maoguo Wu, Shanghai University
 

金融服务的可得性与收入不平等的实证分析
   presented by: chu hui,
   Discussant:   Maoguo Wu, Shanghai University
 

提升城镇化的政策优化:地租优惠还是公共品供给?
   presented by: Zou Xiaoqin,
   Discussant:   chu hui,
 

农村信用合作社信用卡评分模型的构建及实证研究
   presented by: Maoguo Wu, Shanghai University
   Discussant:   Zou Xiaoqin,
 
Session 25: Investor Sentiment
July 3, 2016 15:15 to 16:45
1st Floor Shang Shan(1楼上善厅)
 
Session Chair: Ruzhao Gao,
 

Investor sentiment and stock returns: Evidence from provincial TV audience rating in China
   presented by: yuzhao zhang,
   Discussant:   Ruzhao Gao,
 

Investor attention and predictability of foreign exchange rates
   presented by: Yang Xu, Beihang University
   Discussant:   yuzhao zhang,
 

The Role of Punctuation in P2P Lending: Evidence from China
[slides]
   presented by: chen xiao, Jinan University
   Discussant:   Yang Xu, Beihang University
 

Stock market correlations and the business sentiments: Evidence from the US and Germany
   presented by: Ruzhao Gao,
   Discussant:   chen xiao, Jinan University
 
Session 26: Chinese Session 4
July 3, 2016 15:15 to 16:45
1st Floor Hai Na(1楼海纳厅)
 
Session Chair: Wang Lixia,
 

Team Heterogeneity, Corporate Ownership and Technology Innovation in High-tech Enterprise: Team Leader’s Overconfidence as a Moderated Mediator
   presented by: Junsheng Lu,
   Discussant:   Wang Lixia,
 

How Much does an Investor Regret due to Imprecise Demand Forecast in Financial Investment Problems?
   presented by: Guanghua Han,
   Discussant:   haifang xiong, 东北财经大学
 

Firms Return Dispersion, State Changes and Market Volatility
   presented by: haifang xiong, 东北财经大学
   Discussant:   Junsheng Lu,
 

RESEARCH ON THE THEORY OF MULTISTAGE RESIDUAL INCOME PRICING MODEL
   presented by: Wang Lixia,
   Discussant:   Guanghua Han,
 
Session 27: Public Policy and Finance
July 3, 2016 15:15 to 16:45
2nd Floor Da Xue(2楼大学厅)
 
Session Chair: Ying Chen,
 

Effectiveness of Minimum Quality Standards Regulation in China Considering the Behavior of Government and Firms
   presented by: Xujin Pu, Jiangnan University
   Discussant:   Chikafumi Nakamura, Chuo University
 

Impacts of US Quantitative Easing on East Asian Currencies
   presented by: Chikafumi Nakamura, Chuo University
   Discussant:   Xujin Pu, Jiangnan University
 

Environmental efficiency evaluation of China’s industrial system considering the learning effects
   presented by: Anyu Yu, Tongji University
   Discussant:   Ying Chen,
 

Research on the degree of globalization of the platform economy city in the network environment -- Take Shanghai as an example
   presented by: Ying Chen,
   Discussant:   Anyu Yu, Tongji University
 
Session 28: Model Estimation 3
July 3, 2016 15:15 to 16:45
2nd Floor Xue Si(2楼学思厅)
 
Session Chair: Guangling Liu, University of Stellenbosch
 

PROBABILITY OF SHORT-TERM DEFLATION EPISODES AND THEIR EXPECTED DURATION: THE CASE OF CHINA
   presented by: YINKAI WU,
   Discussant:   KIAN TEK JASON LEE, SUNWAY UNIVERSITY
 

Extreme Risk Spillover Effect in China’s Banking and Real Estate
[slides]
   presented by: chun hu,
   Discussant:   Lin Wensheng, Shanghai University
 

A Dynamic Estimation of Informal Governance Institutions and Value of Diversification: Evidence from Malaysian Companies
   presented by: KIAN TEK JASON LEE, SUNWAY UNIVERSITY
   Discussant:   Guangling Liu, University of Stellenbosch
 

Credit Market Heterogeneity, Financial Shocks, and the Real Business Cycle
   presented by: Guangling Liu, University of Stellenbosch
   Discussant:   YINKAI WU,
 

28 sessions, 103 papers, and 0 presentations with no associated papers
 
Index of Participants

Legend: C=chair, P=Presenter, D=Discussant
#ParticipantRoles in Conference
1Ahmadi, SeyedrohollahD21, P21
2Ahsan, TanveerD4, P4
3周, 天芸D11, P11
4Bu, RuijunD23, P23
5Chan, MarcC2, D2, P2
6Chang, HaoC6, D6, P6
7Chaoming, LouD15, P15
8Chen, YuD10, P10
9Chen, YingC18, D18, P18, C27, D27, P27
10Chen, Yue-GangC19, D19, P19
11Chia, Wai MunP2
12Chu, ChienChiD22, P22
13Fang, ShengD11, P11
14Fei, ZheD15, P15
15Felt, Marie-HeleneD19, P19
16FU, TONGD22, P22
17gan, liningC14, D14, P14
18Gao, RuzhaoD3, P3, C25, D25, P25
19Gong, YutingC5, D5, P5
20Gu, WentaoD5, P5
21Han, GuanghuaD26, P26
22He, LawrenceC1, C16
23He, FeiyingD4, P4
24hu, feiD13, P13
25hu, chunP28
26hui, chuD24, P24
27Kadri, AdeelD12, P12
28LEE, KIAN TEK JASONP28, D28
29Li, HaoD2, P2
30Li, BoyaoC11, D11, P11
31li, xiaoD6, P6
32LIANG, ZhaohuiD18, P18
33Liu, JingyangD15, P15
34Liu, MingmingD17, P17
35Liu, RuipengC10, D10, P10
36Liu, GuanglingP28, D28, C28
37Liu, DingmingC7, D7, P7
38Lixia, WangC9, D9, P9, C26, D26, P26
39Lu, JunshengD26, P26
40Lu, XuanD8, P8
41Lu, Jin-RayD20, P20
42Ma, ZheC15, D15, P15
43Mai, YongD4, P4, D7, P7
44Masset, PhilippeD3, P3
45muhammad, luqmanD12, P12
46Nakabayashi, MasakiD11, P11
47Nakamura, ChikafumiD27, P27
48Nguyen, NguyetD17, P17
49Niu, WeiningC4, D4, P4
50Nix, JoanD10, P10
51Pan, HaiyingD14, P14
52Pan, LeiD21, P21
53Peng, LuC17, D17, P17
54Pu, XujinD27, P27
55qingmin, HAOD8, P8
56Ren, XiaomengC21, D21, P21
57Roy, RudraD23, P23
58Shen, DehuaC3, D3, P3
59Song, JunC23, D23, P23
60Su, FeiC8, D8, P8
61Sun, LanD22, P22
62Sun, OuD6, P6
63Tang, Xiao LeiD7, P7
64Wang, JinD20, P20
65Wang, LeiC13, D13, D13, P13, P13
66Wei, MengxingD12, P12
67Wensheng, LinD14, P14, D19, P19, D28
68Wu, MaoguoC12, D12, P12, C24, D24, P24
69Wu, YanD9, P9
70WU, YINKAIP28, D28
71xch, chuD9, P9
72Xiao, YajunD2, P2
73xiao, chenD25, P25
74Xiaoqin, ZouD24, P24
75xiong, haifangD26, P26
76Xu, YahuaD10, P10
77Xu, YangD25, P25
78Yan, YanD18, P18
79Yao, Yin hongD5, P5
80Yin, Ellie QieD20, P20
81You, ZuoweiD18, P18
82Yu, XishengD19, P19
83YU, LIJIED21, P21
84Yu, Zhimin(Jimmy)C22, D22, P22
85Yu, AnyuD27, P27
86Zare, RoohollahD6, P6
87Zhang, XinyueD13, P13
88Zhang, WeiD14, P14
89zhang, yuzhaoD25, P25
90Zhao, LiD5, P5
91Zhao, RuweiD3, P3
92ZHENG, CHENGLID7, P7
93Zhou, XuanD2, D8, P8
94Zong, ZheD17, P17, D23, P23
95Zou, HailiangC20, D20, P20
96杰, 毛D9, P9

 

This program was last updated on 2016-06-29 23:23:19 EDT