特別講演会 / 2013年07月03日
IRF・早稲田大学ファイナンス研究センター・NFA共催コンファレンスプログラム
| 9:00～9:20 |
Conference Registration |
| 9:20～9:30 |
Opening |
9:30～10:50
■Session Ⅰ＜Chair：Sheridan Titman, University of Texas at Austin＞
| 9:30～10:10 |
"Currency Carry Trades and Funding Risk" Sara Ferreira Filipe, Luxembourg School of Finance Matti Suominen, Aalto University Discussant: Masahiro Watanabe, University of Alberta |
| 10:10～10:50 |
"Japan is not Different: Evidence on Conditional Momentum" Matthias Hanauer, Technische Universität München Discussant: Kuo-Chiang (John) Wei, HKUST |
Coffee Break
11:10～12:30
■Session Ⅱ＜Chair：Takao Kobayashi, Aoyama-Gakuin University＞
| 11:10～11:50 |
"Does the Japanese Consolidated Taxation System Help Encourage High-Risk Investment?" Masanori Orihara, Japanese Ministry of Finance Hideshi Itoh, Hitotsubashi University Discussant: Akiko Watanabe, University of Alberta |
| 11:50～12:30 |
"Another Determinant of Household Leverage: Evidence from Japan’s Mortgage Loan Data" Mamoru Nagano, Seikei University Dong-Ho Yeom, Hosei University Discussant: Jay Hartzell, University of Texas at Austin |
Lunch
14:00～15:20
■Session Ⅲ＜Chair: Kuo-Chiang (John) Wei, HKUST＞
| 14:00～14:40 |
"What Determines CDS Prices? Evidence from the Estimation of Protection Demand and Supply" Daisuke Miyakawa, Development Bank of Japan Shuji Watanabe, Nihon University Discussant: Hong Yan, University of South Carolina |
| 14:40～15:20 |
"Long-run effects of minimum trading unit reductions on stock prices" Naoto Isaka, Sophia University Discussant: Matthias Hanauer, Technische Universität München |
Coffee Break
15:40～17:00
■Session Ⅳ＜Chair: Jay Hartzell, University of Texas at Austin＞
| 15:40～16:20 |
"The Streaming News Effect on Investor Behavior surrounding Analyst Stock Revision Announcement" Takahiro Azuma, Japan Science and Technology Agency Katsuhiko Okada, Kwansei Gakuin University Institute of Business and Accounting Yukinobu Hamuro, Kwansei Gakuin University Institute of Business and Accounting Discussant: Sara Ferreira Filipe, Luxembourg School of Finance |
| 16:20～17:00 |
"Volatility Anomaly” in the Japanese Equity Market and the Behavior of Foreign Institutional and Domestic Individual Investors" Seiichiro Iwasawa, The NUCB Graduate School Tomonori Uchiyama, Quantitative Research Department, Nomura Securities Co., Ltd. Discussant: Chu Zhang, HKUST |
| 17:00～ |
Closing Remarks |
