Handbook of Asian Finance : REITs, Trading, and Fund Performance, Volume 2

Participants in Asian financial markets have witnessed the unprecedented growth and sophistication of their investments since the 1997 crisis. __The__ __Handbook of Asian Finance: Financial Markets and Wealth Management__ analyzes the forces behind these growth rates. Insights into banking, fund performance, and the effects of trading technologies for practitioners to tax evasion, market manipulation, and corporate governance issues are all here, presented by expert scholars. Offering broader and deeper coverage than other handbooks, the __Handbook of Asian Finance:__ __Financial Markets and Wealth Management__ explains what is going on in Asia today. * Presents the only micro- and market-related analysis of pan-Asian finance available today * Explores the implications implicit in the expansion of sovereign funds and the growth of the hedge fund and real estate fund management industries * Investigates the innovations in technology that have ushered in faster capital flow and larger trading volumes Content: Handbook of Asian Finance, Page i Handbook of Asian Finance, Page iii Copyright, Page iv Editor Bios, Pages xiii-xiv Contributor Bios, Pages xv-xxvii Acknowledgments, Page xxix Introductory Chapter - Asia Finance: The Emergence of Asia Economy and New Development in Finance, Pages xxxi-xxxviii, David Lee Kuo Chuen, Greg N. Gregoriou Chapter 1 - The Evolution of Financial Analysts’ Forecasts for Asian REITs and Real Estate Companies, Pages 3-38, Alain Coën, Aurélie Desfleurs Chapter 2 - Home Bias in Asian REIT Portfolio Investment Strategies, Pages 39-51, Lucia Gibilaro, Gianluca Mattarocci Chapter 3 - Market Structure and Growth Potential of Singapore REITs, Pages 53-67, Francis Koh, David Lee Kuo Chuen, Kok Fai Phoon, Ee Seng Seah Chapter 4 - Another Look at Asian REITs Performance after the Global Financial Crisis, Pages 69-94, Alain Coën, Patrick Lecomte Chapter 5 - Bootstrap Analysis for Asian REIT’s Portfolios, Pages 95-116, Juliana Caicedo-Llano, Enareta Kurtbegu Chapter 6 - Varying Implicit Prices of Housing Attributes: Testing Tiebout Theory, Pages 117-129, Seong-Hoon Cho, Roland K. Roberts, Taeyoung Kim, Sae Woon Park, Heeho Kim Chapter 7 - High-Frequency Trading on Asian Exchanges, Pages 133-151, Michael Syn Chapter 8 - The Regulation of High-Frequency Trading: An Asian Perspective, Pages 153-170, Imad Moosa, Vikash Ramiah Chapter 9 - Does the Chart Pattern Work in Asian Markets?, Pages 171-184, Weihong Huang, Wanying Wang Chapter 10 - Algorithm Trading in Asian Currency FX Markets, Pages 185-205, Masayuki Susai, Yushi Yoshida Chapter 11 - Relative Valuation Approach for Valuing Equity in Malaysia, Pages 207-223, Brian S. Sutedja, Noor Azuddin Yakob, Carl B. McGowan Jr. Chapter 12 - A Common Measure of Liquidity Costs for Futures and Stock Exchanges, Pages 225-241, Christopher Ting Chapter 13 - The Trading Behavior of iShares Listed on the Honk Kong Stock Exchange, Pages 243-254, Gerasimos G. Rompotis Chapter 14 - The Effectiveness of Technical Trading Models in Asian Equity Markets around the Financial Crisis, Pages 255-265, Camillo Lento Chapter 15 - Nonparametric Multiple Change-Point Analysis of the Responses of Asian Markets to the Global Financial Crisis, Pages 267-284, David E. Allen, Petko S. Kalev, Michael J. McAleer, Abhay K. Singh Chapter 16 - News Sentiment and High-Frequency Volatility Dynamics in the Japanese Stock Market, Pages 285-308, Kin-Yip Ho, Yanlin Shi, Zhaoyong Zhang Chapter 17 - Evaluation of Mutual Fund Growth and Performance in Asia, Pages 311-341, Kym Brown, John Watson, John Vaz, Michael Skully Chapter 18 - The Hedge Fund Alpha Puzzle with an Application to Asian Hedge Funds, Pages 343-362, François-Éric Racicot, Raymond Théoret, Greg N. Gregoriou Chapter 19 - Performance Attribution in Emerging Markets an Application to Chinese Open-End Active Mutual Funds, Pages 363-375, Valerio Potì, Dengli Wang Chapter 20 - Performance Persistence of Socially Responsible Investment Funds in the Asia Pacific Region, Pages 377-392, Hooi Hooi Lean, Wei Rong Ang, Russell Smyth Chapter 21 - What Drives the Time-Varying Performance of Japanese Mutual Funds?, Pages 393-421, Kin-Yip Ho, Yanlin Shi, Zhaoyong Zhang Chapter 22 - Tournament Behavior in Asian Managed Funds, Pages 423-436, Vikash Ramiah, Imad Moosa Chapter 23 - Performance of Asian Mutual Funds, Pages 437-459, Gamini Premaratne, Jones Odei Mensah Chapter 24 - Mean Variance Analysis of Asian Hedge Funds, Pages 461-482, Yongchang Hui, Zhidong Bai, Kok-Fai Phoon, Wing-Keung Wong Index, Pages 483-492

Participants in Asian financial markets have witnessed the unprecedented growth and sophistication of their investments since the 1997 crisis. The Handbook of Asian Finance: Financial Markets and Wealth Management analyzes the forces behind these growth rates. Insights into banking, fund performance, and the effects of trading technologies for practitioners to tax evasion, market manipulation, and corporate governance issues are all here, presented by expert scholars. Offering broader and deeper coverage than other handbooks, the Handbook of Asian Finance: Financial Markets and Wealth Management explains what is going on in Asia today.

• Presents the only micro- and market-related analysis of pan-Asian finance available today
• Explores the implications implicit in the expansion of sovereign funds and the growth of the hedge fund and real estate fund management industries
• Investigates the innovations in technology that have ushered in faster capital flow and larger trading volumes

Participants in Asian financial markets have witnessed the unprecedented growth and sophistication of their investments since the 1997 crisis. Handbook of Asian Finance: REITs, Trading, and Fund Performance analyzes the forces behind these growth rates. Insights into banking, fund performance, and the effects of trading technologies for practitioners to tax evasion, market manipulation, and corporate governance issues are all here, presented by expert scholars. Offering broader and deeper coverage than other handbooks, the Handbook of Asian Finance: REITs, Trading, and Fund Performance explains what is going on in Asia today. Presents the only micro- and market-related analysis of pan-Asian finance available today Explores the implications implicit in the expansion of sovereign funds and the growth of the hedge fund and real estate fund management industries Investigates the innovations in technology that have ushered in faster capital flow and larger trading volumes