Handbook of Asian Finance - 1st Edition - ISBN: 9780128009864, 9780128010631

Handbook of Asian Finance

1st Edition

REITs, Trading, and Fund Performance

Editors: David LEE Kuo Chuen Greg N. Gregoriou
eBook ISBN: 9780128010631
Hardcover ISBN: 9780128009864
Imprint: Academic Press
Published Date: 28th May 2014
Page Count: 544
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Description

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.

Key Features

  • 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

Readership

Undergraduates, graduate students, and professionals working in all aspects of Asian financial markets, institutions, and pan-Asian financial issues.

Table of Contents

ASIAN REITs

  • The Evolution of Financial Analysts’ Forecasts for Asian REITs and Real Estate Companies. Alain Coën and Aurélie 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 Cöen, 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

Details

No. of pages:
544
Language:
English
Copyright:
© Academic Press 2014
Published:
Imprint:
Academic Press
eBook ISBN:
9780128010631
Hardcover ISBN:
9780128009864

About the Editor

David LEE Kuo Chuen

Prof David LEE Kuo Chuen, founder of several companies including California based Left Coast and Singapore’s Ferrell Group. He is a non-executive director of two listed companies. He is the founding investor in ZCash, Qtum and a few other blockchain companies. He is an advisor to Financial Inclusion Institute, and was the Director of the Sim Kee Boon Institute for Financial Economics at Singapore Management University. He graduated with BSc, MSc and PhD from the London School of Economics and Political Science. He was the Group Managing Director of OUE and Auric Pacific. He founded and managed one of the most successful hedge funds in 1998 for property investment in Asia with several commercial buildings and more than 100 units of residential units. He founded Premium Land and was the property developer for Ferrell Residences, a high-end 24th story residential building in 2006. His operation and managing experience includes F&B, manufacturing, hospitality, hedge funds, stockbrokering, property management, property development, REITs, medical plastic components, listing and de-listing of companies, start-ups and multinationals. He is the editor and an author of the American Library Association Outstanding Award Reference Book titled “Digital Currency” by Elsevier and the LASIC model for scalable technology companies. He has been nominated by Internal Consulting Group as a Global Thought Leader for Fintech and Blockchain.

Affiliations and Expertise

Visiting Fulbright Scholar (2015) at Stanford University and Professor for Fintech and Blockchain, SUSS

Greg N. Gregoriou

A native of Montreal, Professor Greg N. Gregoriou obtained his joint Ph.D. in finance at the University of Quebec at Montreal which merges the resources of Montreal's four major universities McGill, Concordia, UQAM and HEC. Professor Gregoriou is Professor of Finance at State University of New York (Plattsburgh) and has taught a variety of finance courses such as Alternative Investments, International Finance, Money and Capital Markets, Portfolio Management, and Corporate Finance. He has also lectured at the University of Vermont, Universidad de Navarra and at the University of Quebec at Montreal.

Professor Gregoriou has published 50 books, 65 refereed publications in peer-reviewed journals and 24 book chapters since his arrival at SUNY Plattsburgh in August 2003. Professor Gregoriou's books have been published by McGraw-Hill, John Wiley & Sons, Elsevier-Butterworth/Heinemann, Taylor and Francis/CRC Press, Palgrave-MacMillan and Risk Books. Four of his books have been translated into Chinese and Russian. His academic articles have appeared in well-known peer-reviewed journals such as the Review of Asset Pricing Studies, Journal of Portfolio Management, Journal of Futures Markets, European Journal of Operational Research, Annals of Operations Research, Computers and Operations Research, etc.

Professor Gregoriou is the derivatives editor and editorial board member for the Journal of Asset Management as well as editorial board member for the Journal of Wealth Management, the Journal of Risk Management in Financial Institutions, Market Integrity, IEB International Journal of Finance, and the Brazilian Business Review. Professor Gregoriou's interests focus on hedge funds, funds of funds, commodity trading advisors, managed futures, venture capital and private equity. He has also been quoted several times in the New York Times, Barron's, the Financial Times of London, Le Temps (Geneva), Les Echos (Paris) and L'Observateur de Monaco. He has done consulting work for numerous clients and investment firms in Montreal. He is a part-time lecturer in finance at McGill University, an advisory member of the Markets and Services Research Centre at Edith Cowan University in Joondalup (Australia), a senior advisor to the Ferrell Asset Management Group in Singapore and a research associate with the University of Quebec at Montreal's CDP Capital Chair in Portfolio Management. He is on the advisory board of the Research Center for Operations and Productivity Management at the University of Science and Technology (Management School) in Hefei, Anhui, China.

Affiliations and Expertise

School of Business and Economics, State University of New York, Plattsburgh, NY, USA

Reviews

"The Handbooks of Asian Finance provide expert insight and comprehensive analysis of some of the key issues in Asia’s financial markets and institutions. This is a highly recommended resource for business students, policy-makers, professionals, and industry practitioners."  --Stephen Riady, OUE Limited

"These Handbooks of Asian Finance offer an excellent overview of the problems and issues faced by regulators and financial institutions. They provide sufficiently robust analysis and useful practical insights over a wide range of subjects and should be of immense value to those who are interested in Asian finance especially in the East Asian economies."  --Lim Chee Onn, Singbridge Pte Ltd

"Lee and Gregoriou have put out a useful and topical guide on the rapidly evolving Asian financial landscape, post-crisis. Wide-ranging. In-depth. Practical." --Raymond Lim, APS Asset Management and former Second Minister of Finance in Singapore

"Following the Asian financial crisis (1997-98), the Asian economies and financial sectors underwent a far-reaching restructuring and transformation. The much-needed Handbooks of Asian Finance are an attempt to deal with them in an in-depth manner. They cover all aspects of Asian financial markets, institutions and pan-Asian financial issues in a lucid and comprehensive way. I have no qualms in recommending them to interested undergraduate and graduate students." --Dilip K. Das, Woosong University

"A coherent and comprehensive document embracing an impressive number of timely and topical issues on Asian Finance. A major handbook for students, professors and  professionals worldwide interested in the fast-growing Asian financial systems. Each section is written by highly qualified experts in their respective fields." --Amine Tarazi, Université de Limoges

"The Handbooks of Asian Finance provide a clear and careful analysis of the issues concerning financial markets in Asia. They consitute a 'must' for practitionners, advanced students, and academic specialists in this field. Many thanks to the editors for this great job."  --Bertrand Candelon, Maastricht University

"The Handbooks of Asian Finance cover REITs, trading, fund performance, financial markets, and sovereign wealth funds. They are comprehensive and useful for both academics and practitioners who seek to improve their knowledge about finance in Asia."  --Cheng-Few Lee, Rutgers University