Handbook of Asian Finance. REITs, Trading, and Fund by David Lee, Greg N. Gregoriou

By David Lee, Greg N. Gregoriou

Participants in Asian monetary markets have witnessed the remarkable progress and class of their investments since the 1997 crisis.  The Handbook of Asian Finance:  monetary Markets and Wealth administration analyzes the forces in the back of those development rates. Insights into banking, fund performance, and the results of buying and selling applied sciences for practitioners to tax evasion, marketplace manipulation, and company governance concerns are all the following, awarded via professional scholars. Offering broader and deeper assurance than different handbooks, the Handbook of Asian Finance:  Financial Markets and Wealth administration explains what's going in Asia at the present time.

  • Presents the one micro- and market-related research of pan-Asian finance to be had today
  • Explores the consequences implicit within the growth of sovereign money and the expansion of the hedge fund and genuine property fund administration industries
  • Investigates the suggestions in expertise that experience ushered in quicker capital circulate and bigger buying and selling volumes

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Sample text

2) We may report that the financial literature tends to report that financial analysts exhibit a certain kind of over-optimism. This feature stands, with different degrees, as a consensus for all financial markets around the world. Nevertheless, as reported by Ang and Ma (2001), Loh and Mian (2002), and Coën and Desfleurs (2004) among others, a crisis often appears as a breakdown in this behavior. To analyze the potential occurrence of this phenomenon among financial analysts after the global financial crisis, we decided to split our sample into sub-periods.

First of all, a striking discriminant feature must be highlighted: the number of firms followed by financial analysts in the real estate sector. We must add another relevant point. Before 2008, FAFs in the real estate sector in Taiwan are not reported and the number of observations is the lowest of our sample: from 3 to 5 firms followed. We report the detailed evolution in Appendix 1 and in Appendix 2. Using synthetic figures, we report the evolution of the FAFs accuracy and bias and the number of firms followed by financial analysts during this decade.

2013) test whether analysts’ forecasts are as frequent, as accurate, and as informative during times of high uncertainty as they are during more normal times. Their findings reveal that when market uncertainty is high, analysts have a dampened response to information, leading to less accurate forecasts. Coën and Desfleurs (2004) analyze the impact of the financial crisis in 1997 on the quality of earnings forecasts pertaining to firms traded in those markets. They conclude that security analysts suffer from an important over-optimism and face major difficulties to forecast important turnings.

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