書誌事項

REITs, trading, and fund performance

edited by David Lee Kuo Chuen, Greg N. Gregoriou

(Handbook of Asian finance, v. 2)

Academic Press, c2014

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

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.

目次

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

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