535 :200052

021-52307040
535 Fahua Zhen Road Shanghai, 200052, PRC
http://www.acem.sjtu.edu.cn

2014
2014 China Finance Review International Conference

2014 7 26-27

China Finance Review International

Emerald

China Finance Review International

China Finance Review International

China Finance Review International

 535 :200052
021-52307040
535 Fahua Zhen Road Shanghai, 200052, PRC
http://www.acem.sjtu.edu.cn

China Finance Review International

China Finance Review International

China Finance Review International

China Finance Review International

China Finance Review International

China Finance Review International

China Finance Review International

China Finance Review International

China Finance Review International

China Finance Review International

 535 :200052
021-52307040
535 Fahua Zhen Road Shanghai, 200052, PRC
http://www.acem.sjtu.edu.cn

China Finance Review International

6 Cabell's DictionaryProQuestEBSCO
SummonRePEcEconlit ABDC (Australian Business Deans Council) 2013
UK ABS (Association of Business Schools) ERA (Australians
Research Council)

:
:

12
23
China Finance Review
International

Emerald 3,000 / Emerald

2,000 /

Emerald CFRI
www.emeraldinsight.com/cfri.htm

 535 :200052
021-52307040
535 Fahua Zhen Road Shanghai, 200052, PRC
http://www.acem.sjtu.edu.cn

2014
2014-7-26

12:0013:45

13:4514:00

2014

Emerald
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns

Emerald

Mutual Fund Window Dressing: Prevalence, Flow Reaction, and Limited

Attention

Assistant Professor of Finance, Iowa State University

Jump Propagation and Dynamic Derivative Investment

14:0015:30

Jin-Chuan Duan
Liquidity and Default ()

 535 :200052
021-52307040
535 Fahua Zhen Road Shanghai, 200052, PRC
http://www.acem.sjtu.edu.cn

15:3017:00

17:3019:00

2014-7-27

08:3012:15

,
(NBER),
(Dynamic Corporate Finance)

Associate Dean (Research) Chair of Finance Stelux Professor in Finance

Director, Center of Financial Innovation and Risk Management, The University of
Hong Kong

A
Corporate Finance

Cross Border Mergers and Acquisitions: Ongoing Trend and Research

Agenda

1. Perception vs. Reality: A comparative study of financial reporting quality at the Chinese

209

and US firms

Assistant Professor of Accounting, Goodman School of Business,

Brock University

2. The Role of Lending Banks in CEO Forced Turnover----Evidence From Chinese Listed
Firms

/
10:30-10:45

 535 :200052
021-52307040
535 Fahua Zhen Road Shanghai, 200052, PRC
http://www.acem.sjtu.edu.cn

3. Privatization and innovation: Evidence from a quasi-natural experiment in China

Vigdis Boasson

Associate Professor of Finance, Central Michigan

University, USA
4. Firm Value and Spatial knowledge Flow Evidence from Patent Citations
Dr. Vigdis Boasson and Dr. Emil Boasson, Central Michigan University,
USA

5. The employees self-interest and the underwriter reputation effects

6. U --

A Long Run Risks Model with Rare Disaster

A Theory of Technical Trading Using Moving Averages

Asset Pricing

203

1. Why do the post earnings announcement drifts last for so long? An explanation based
on the investors' beliefs

2. Investor Protection and Value Impact of Stock Liquidity

10:30-10:45

 535 :200052
021-52307040
535 Fahua Zhen Road Shanghai, 200052, PRC
http://www.acem.sjtu.edu.cn

3. Smart Money or Dumb Money? A Study on the Selection Ability of Mutual Fund
B

Investors in China

Asset Pricing

4. How are Proceeds from Seasoned Equity Offerings Used?

203

5. Testing the CAPM Theory Based on a New Model for Fama-French Porfolios Returns

12:1513:15

13:1515:15

Jin-Chuan Duan

CDS-equivalent Physical Par Spread and Empirical Pricing of CDS

Financial Engineering

209

1. Optimal Probabilistic Market Timing using Bull Bear Cycle Statistics

2. Forward-looking Loan Loss Provisions Theory and Its Applications

3. Jump Propagation and Dynamic Derivative Investment

 535 :200052
021-52307040
535 Fahua Zhen Road Shanghai, 200052, PRC
http://www.acem.sjtu.edu.cn

International Finance and

1. Formal Finance, Informal Finance and Inequality in Income Distribution: The Case of

Banking

Rural China

MBA

2. PSTR

203

3. Credit Market Segmentation and Tax Inequality

15:1515:30

15:3017:30

MBA

Experience of Regret and Subsequent Trading Behavior

1. Mutual Fund Window Dressing: Prevalence, Flow Reaction, and Limited Attention
Behavioral Finance

209

2. Investor Sentiment Aligned A Powerful Predictor of Stock Returns

3. From Sentiment to Feedback: Exploring the Sources of Excess Comovement in China

 535 :200052
021-52307040
535 Fahua Zhen Road Shanghai, 200052, PRC
http://www.acem.sjtu.edu.cn

Incorporating Time-varying Event Risks into a Multi-period VaR

1. Communication and Return Comovement Evidence from Chinese Stock Forums and
Quantitative finance

203

Market

2.

3. 2005-2012