Handbook of Asian Finance

<p>ASIAN REITs</p> <ul> <li>The Evolution of Financial Analysts’ Forecasts for Asian REITs and Real Estate Companies. Alain Coën and Aurélie Desfleurs </li> <li>Home Bias in Asian REITs’ Portfolio Investment Strategy. Lucia Gibilaro and Gianluca Mattarocci </li> <li>Market Structure and Growth Potential of Singapore REITs. Francis Koh, Kok Fai Phoon, David Lee, Ee Seng Seah</li> <li>Another Look at Asian REITs Performance after the Global Financial Crisis. Alain Cöen, Patrick Lecomte </li> <li>Bootstrap Analysis for Asian REIT's Portfolios. Juliana Caicedo-Llano and Enareta Kurtbegu </li> <li>Varying Implicit Prices of Housing Attributes: Testing Tiebout Theory. Seong-Hoon Cho, Roland K. Roberts,Taeyoung Kim, Sae Woon Park, and Heeho Kim </li></ul> <p>TRADING </p> <ul> <li>High-Frequency Trading On Asian Exchanges. Michael Syn </li> <li>The Regulation of High-Frequency Trading: An Asian Perspective. Imad Moosa and Vikash Ramiah </li> <li>Does the Chart Pattern Work in Asian Markets? Weihong Huang and Wanying Wang </li> <li>Algorithm Trading in Asian Currency FX Market. Masayuki Susai and Yushi Yoshida </li> <li>A Relative Valuation Approach for Valuing Equity in Malaysia. Brian S. Sutedja, Noor Azuddin Yakob and Carl B. McGowan Jr. </li> <li>A Common Measure of Liquidity Costs for ETF and Futures on MSCI Singapore Free Index. Christopher Ting </li> <li>The Trading Behavior of iShares Listed in Hong Kong Stock Exchange. Gerasimos G. Rompotis </li> <li>Are Technical Trading Rules Still Profitable in the Asian-Equity Markets? Camillo Lento </li> <li>Nonparametric Multiple Change Point Analysis of the Response to Asian Markets to the Global Financial Crisis. David E. Allen, Petko S. Kalev, Michael J. McAleer and Abhay K. Singh</li> <li>News Sentiment and High-Frequency Volatility Dynamics in the Japanese Stock Market. Kin-Yip Ho, Yanlin Shi and Zhaoyong Zhang</li></ul> <p>FUND PERFORMANCE</p> <ul> <li>Evaluation of Mutual Fund Growth and Performance in Asia. Kym Brown, John Watson, John Vaz and Michael Skully</li> <li>The Puzzle of the Hedge Fund Alpha with an Application to Asian Funds. Raymond Theoret, Francois-Eric Racicot and Greg Gregoriou</li> <li>Performance Attribution for Chinese Investment Vehicles: An Application to Open-End Active Mutual Funds. Valerio Poti and Dengli Wang</li> <li>The Performance Persistence of Socially Responsible Investing Funds in Asia. Hooi Hooi Lean, Russell Smyth and Wei Rong Ang</li> <li>What Drives the Time-Varying Performance of Japanese Mutual Funds? Kin-yip Ho, Hanlin Shi and Zhaoyong Zhang</li> <li>Tournament Behaviour in Asian Managed Funds. Vikash Ramiah and Imad Moosa</li> <li>An Analysis of Asian Mutual Fund Performance. Gamini Premaratne and Jones Mensah</li> <li>Mean Variance Analysis of Asian Hedge Funds. Zhidong Bai, Yongchang Hui, Kok Fai Phoon and Wing-Keung Wong</li></ul>