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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

Program

9:00〜9:20 Conference Registration
9:20〜9:30 Opening remarks on behalf of the Nippon Finance
Association and the International Review of Finance
SESSION I
Session 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 Universitat Munchen

Discussant: Kuo-Chiang (John) Wei, HKUST
10:50〜11:10 Coffee Break
Session II
Session 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
12:30〜14:00 Lunch
Session III
Session 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 Universitat Munchen
15:20〜15:40 Coffee Break
Session IV
Session 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