"Stock Market Declines and Liquidity", Allaudeen Hameed, Wenjin Kang and S Viswanathan, Journal of Finance (forthcoming), 2008
"Stock Price Synchronicity and Analyst Following in Emerging Markets", K Chan and Allaudeen Hameed, Journal of Financial Economics, 2006
"Stock Return Autocorrelations, Cross-Autocorrelations and Market Conditions in Japan", Allaudeen Hameed and Y Kusnadi, Journal of Business, 2006
"International Momentum Strategies: A Stochastic Dominance Approach", Fong Wai Mun, Lean H H and Wing Keung Wong, Journal of Financial Markets, 2006
"Asset Price Shocks, Financial Constraint, and Investment: Evidence from Japan", V Goyal and Takeshi Yamada, Journal of Business, 2004
"Interaction of Investor Trades and Market Volatility: Evidence from the Tokyo Stock Exchange", K-H Bae, K. Ito and Takeshi Yamada, Pacific-Basin Finance Journal, 2008 (CFA Institute Asian Investment Research Award 2007)
"How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades?", K-H Bae, K. Ito and Takeshi Yamada, International Review of Finance, 2006
"Market Segmentation, Liquidity Spillover, and Closed-end Country Fund Discounts", Justin S. P. Chan, Ravi Jain and Yihong Xia, Journal of Financial Markets, 2008
"The Good News in Short Interest", Ekkehart Boehmer, Bradford D. Jordan and Zsuzsa R. Huszár, Journal of Financial Economics (forthcoming), 2009
"Trading Agents and Liquidity Risk", Joseph Cherian, S Mahanti and M Subrahmanyam, 2009
"Information Markets, Analysts and Stock Return Co-movement", Allaudeen Hameed, J Shen, Randall Morck and Bernard Yeung, 2009
"Stock Price Synchronicity and Liquidity", K Chan, Allaudeen Hameed and Wenjin Kang, 2008
"Dynamic Liquidity Preferences of Mutual Funds", Huang Jiekun, 2008
"Hedge Funds and Shareholder Wealth Gains in Leveraged Buyouts", Huang Jiekun, 2009
"Do Stock Splits Increase Information Production? Evidence from Institutional Trading", Huang Jiekun, T Chemmanur and G Hu, 2009
CAMRI Multi-Factor Stock Selection Equity Research Project
This project focuses on developing new multi-factor stock selection models for simulated fund management. It will be derived from company-level financial and accounting information by conjoining asset pricing theory with backtests, econometric, statistical and analytical programming methods. The quantitative factor composite groupings currently being considered are Valuation, Growth, Profitability, Efficiency, Momentum and Liquidity. The initial research would focus on the Russell 3000 universe, which represents the top 3,000 publicly-held US companies based on total market capitalization. Once successfully completed, the model will be deployed for fund management simulation and training at the Investment Management & Trading Lab at CAMRI. The long term objective of the project is to develop a robust, multi-factor equity model for stock selection in the Asian markets.
Personal Financial Planning
Singapore : Prentice Hall, 2003
3rd edition
ISBN: 9812445986
Personal Financial Planning is the most comprehensive textbook on the subject in Singapore. The main objectives of the book are to encourage individuals to plan their finances in a systematic manner, taking into account their needs, financial circumstances and constraints. Financial advisors can also benefit from using the book to update their financial knowledge and as a basis for giving advice to their clients. Some of the topics covered by the book include time value of money, cash budgeting, credit management, buying a property, insurance, portfolio management and income tax planning. The authors, who are leading instructors in the field of personal finance, are also actively involved in wealth management consulting to many banks and financial institutions in Singapore. A future edition of the book, which research is partially funded by CAMRI, is underway and will include many new topics that are of practical relevance to individuals seeking to manage their wealth.