MSc Financial Engineering

Hedge Fund Activism, Corporate Governance, and Firm Performance
by Professor Alon Brav, Duke University

The Term Structure of Analyst Forecasted Earnings Growth and Return Anomalies
by Dr Mitch Warachka, Singapore Management University

Fairness Opinions in Mergers and Acquisitions
by Dr Rajesh Narayanan, Ohio University

Understanding Stock Return Predictability
by Dr Hui Guo, Federal Reserve Bank of St. Louis

How Life Cycle Funds Affect 401 (k) Portfolio Behavior
by Takeshi Yamaguchi, (job candidate), Wharton School, University of Pennsylvania

Target Behavior and Financing: How Conclusive is the Evidence?
by Dr Xin Chang (Simba), University of Melbourne

Price Discreteness and Dealers' Market Power in the OTC Markets
by Ms. Dan Li, (job candidate), Carnegie Mellon University

Pricing American Options Under Stochastic Volatility and Jump-Diffusion Dynamics
by Professor Carl Chiarella, University of Technology, Sydney

Option Pricing under Habit Formation and Event Risks
by Du Du, (job candidate), University of Chicago

Takeover Bidding with Signalling Incentives
by Tingjun Liu, (job candidate), Carnegie Mellon University

Analyzing Regime Shifts in Stock Markets: An Asset Allocation Perspective
by Dr Jun Tu, Singapore Management University

The Geography of Hedge Funds
by Dr Melvin Teo, Singapore Management University

Mutual Fund Herding and Analysts' Earnings Forecasts
by Professor Kalok Chan, Hong Kong University of Science & Technology

Why foreign investors trade more?
by Professor Kalok Chan, Hong Kong University of Science & Technology

What do we know about individual investor's trading behavior?
by Professor Kalok Chan, Hong Kong University of Science & Technology

Information Asymmetry between China A- and B-share investors
by Professor Kalok Chan, Hong Kong University of Science & Technology

Portfolio Pumping, Trading Activity and Fund Performance
by Professor Sugato Bhattacharyya, University of Michigan

Writing and Research (Part II)
by Professor Lilian Ng, University of Wisconsin in Milwaukee, USA

The Geography of Corporate Financial Policy
by Professor Lilian Ng, University of Wisconsin in Milwaukee, USA

Do mutual funds vote responsibly? Evidence from proxy voting
by Professor Lilian Ng, University of Wisconsin in Milwaukee, USA

Contract Design Issues in Portfolio Delegation
by Dr Zhou Yuqing, The Chinese University of Hong Kong

Writing and Publishing Research Papers (Part I)
by Professor Lilian Ng, University of Wisconsin in Milwaukee, USA

Does Home Bias Affect Firm Value? Evidence from Holdings of Mutual Funds Worldwide
by Professor Lilian Ng, University of Wisconsin in Milwaukee, USA

Home Bias in Foreign Investment Decisions
by Professor Lilian Ng, University of Wisconsin in Milwaukee, USA

Legal Protection, Equity Dependence and Corporate Investment: Evidence from around theWorld
by Yuanto Kusnadi, Hong Kong University  of Science & Technology

Managerial Entrenchment and the Capital Structure Dynamics
by Dr. Ayla Kayhan, Louisiana State University

An Improved Estimation Method and Empirical Properties of PIN
by Dr. Zhang Shaojun, Nanyang Technological University

The Performance of Yankee Issuers' Original IPOs
by Dr. Yang Ting, Auckland University of Technology

Patents and the Survival of Internet-related IPOs
by Professor Ian M. Cockburn, Boston University and NBER

Corporate Governance and the Spinoff Decision
by Dr. Seoungpil Ahn, Concordia University

Identifying Risk-Based Factors
by Dr. Anchada Charoenrook, Vanderbilt University

Stock Price Informativeness and Firm Performance: Evidence from Corporate Spinoffs
by Ms. Yoongsuk Yook, University of North Carolina at Chapel Hill

Optimal Portfolio Balancing under Conventional Preferences and Transaction Costs Explains the Equity Premium Puzzle
by Prof. Peter L. Swan, University of New South Wales

Theft and Syndication in Venture Capital Finance
by Dr. Ralph Bachmann, Nanyang Technological University
Discussant: Dr Hassan Naqvi, National University of Singapore

Lockup Expiration, Insider Selling and Bid-ask Spreads
by Dr. Chandrasekhar Krishnamurti,   Nanyang Technological University

Credit Ratings and the Pricing of Seasoned Equity Offerings
by Prof. Paul H. Malatesta, University of Washington, USA

Islamic Banking: Interest-Free or Interest-Based?
by Dr. Chong Beng Soon, Nanyang Technological University
Discussant: Ng Nam Sin, Executive Director (Financial Centre Development), MAS

The Valuation of American Exchange Options under Jump Diffusion Processes
by Prof. Carl Chiarella, University of Technology, Sydney

Weak Interest Rate Parity and Currency Portfolio Diversification
by Dr. Zhao Yonggan, Nanyang Technological University
Discussant: Dr Takeshi Yamada, NUS

Executive Stock Options, Managerial Characteristics and Idiosyncratic Volatility
by Dr. Sun Qian, Nanyang Technological University

Variable Selection in Finite Mixture of Regression Models
by Professor Chen Jiahua, University of Waterloo

Institutional Trading and Share Returns
by Professor F. Douglas Foster, University of New South Wales

Word-of-Mouth Communication, Geographic Proximity and Investor Trading Decisions
by Prof. Lilian Ng, University of Wisconsin-Milwaukee, USA

Testing for a Level Effect in Short-Term Interest Rates
by Dr. S. Suardi, University of Queensland

Testing the Market Timing Theory of Capital Structure
by Prof. Jay Rial Ritter, University of Florida, USA

Impact of Incomplete Information and Heterogeneous Beliefs on Price Volatility and Trading Volume
by Dr. Leon Chuen Hwa, Nanyang Technological University

Long-Term Return Reversals: Overreaction or Taxes?
by Professor Chuan-Yang Hwang, Hong Kong University of Science & Technology

Asymmetric Volatility of Basis and the Theory of Storage
by Professor George H. K. Wang, Commodity Futures Trading Commission, USA

Beyond Earnings Surprise: Incremental Information about future Earnings around Earnings announcement with implications for stock market bubbles
by Dr. Zhang Shaojun, Nanyang Technological University

Pricing Exchange Options with Discontinuous Stock Prices
by Dr. Gerald Cheang, Nanyang Technological University

Does Corporate Performance Determine Capital Structure and Dividend Policy?
by Professor Anjan V. Thakor, Washington University

Intermediation and Risk Aversion
by Dr. Lee Hon Sing, Nanyang Technological University

Understanding the recovery risk on defaulted securities
by Dr. Anand Srinivasan, University of Georgia

When Financial Institutions are Large Shareholders - The Role of Corporate Governance Environments
by Dr. Li Donghui, University of New South Wales

Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount
by Prof. Kalok Chan, Hong Kong University of Science & Technology

Financial Centers in the Asia-Pacific Region: An Empirical Study on Australia, Hong Kong, Japan and Singapore
by Dr. J. Wickramanayake, Monash University, Caufield Campus

IPO as a Liquidity Event: How Accumulation Constraints Generate New Issue Underpricing
by Dr. James R. Booth (Arizona State University) and Dr Lena Chua Booth (Thunderbird)

On portfolio optimization: how do we benefit from high-frequency data?
by Dr. Qiangiu Liu,  University of Hawaii

Fair Flexible Wage - A Real Option Approach
by Dr. Low Buen Sin,  Nanyang Technological University

Inflation or Disinflation? Evidence from Maturing U.S. Treasury Inflation - Indexed Securities
by Prof. Quentin Chu, University of Memphis, USA

Wharton Research Data Services
by Dr. Yan Yuxing, Technical Director, Wharton Research Data Services, University of Pennsylvania

A Theory of IPO Underpricing, Issue Activity, and Long-Run Underperformance
by Dr. Ralph Bachmann, Nanyang Technological University

Are Financial Derivatives Really Value Enchancing? Australian Evidence
by Dr. Hoa Nguyen, University of South Australia

Simple Approach to Pricing Options with Jumps
by Dr. Gerald Cheang Hock Lye, Nanyang Technological University

Foreign Equity Trading & Emerging Market Volatility: Evidence from Indonesia and Thailand
by Dr. Wang JianXin, University of New South Wales

Hedging with Treasury Note and Bond Futures
by Dr. Robin Grieves, Nanyang Technological University

Volatility Risk Premium Embedded in Currency Options
by Dr. Low Buen Sin and Zhang Shaojun, Nanyang Technological University

Now You See It, Now You Don't: A Re-examination of the Relationship between Average Volatilities
by Professor Zhang Chu, Hong Kong University of Science & Technology

Australian Capital Markets Research and Data
by Professor Michael Aitken, Capital Markets Cooperative Research Centre, Australia

Economic Growth and Equity Returns
by Professor Jay Rial Ritter, University of Florida, USA

The Pricing of Initial Public Offerings when IPO Size and Investment Choice are Endogenous
by Dr. Ralph Bachmann, Nanyang Technological University

Detecting Earnings Management at Thresholds - Evidence from Rights Issues in China
by Dr. Sun Qian, Nanyang Technological University

Limited Attention, Deliberation Costs and Investment Behavior: Evidence from Mutual Fund Managers
by Professor Lilian Ng, University of Wisconsin-Milwaukee, USA

Corporate Governance: New Ideas for the USA and Asia
by Mark Latham, The  Corporate Monitoring Project, USA

Estimating the Effects of Cash Settlement on Futures Markets
by Professor Donald Lien, University of Texas at San Antonio

Underwriting Relationship: Initial Setup Costs, Underwriting Fees and First Mover Advantage
by Dr. Zhang Shaojun, Nanyang Technological University

Bank Failure Prediction and Financial Data Reconstruction Using Novel Soft-Computing Approaches
by Dr. Philip Cheng, Nanyang Technological University

Introduction to Default Filter (TM)
by Ms. Corinne Neale, Standard & Poor's Risk Solutions

On Leland's Option Pricing and Hedging with Transaction Costs
by Dr. Zhao Yonggan, Nanyang Technological University

Market-based Structural Approaches in Credit Risk Modeling: A Moody's KMV Perspective
by Shota Ishii, Moody's KMV (Tokyo office)

Special Seminar on Teaching Finance Using Cases
by Professor Dave Shaw, University of Western Ontario

Corporate Governance and Valuation of GLCs in Singapore
by Dr. David Ding, Nanyang Technological University

Can "Illiquidity" Explain the Equity Premium Puzzle?  The Value of Endogenous Market Trading
by Professor Peter Swan, University of New South Wales

Improving Bank Failure Prediction
by Dr Philip Cheng, Nanyang Technological University

IPO Book Building Process
by Professor James Booth, Arizona State University

Foreign Debt and Financial Hedging: Evidence From The Australian Corporate Sector
by Miss Hoa Nguyen, RMIT in Melbourne

Underwriter Reputation and the Aftermarket Performance of Closed-End Fund IPOs
by Professor Lena Chua Booth, Thunderbird-American Graduate School of International Management, USA

Bank Regulation, Capital Markets and Economic Growth
by Professor James Barth, Auburn University

Lock-up as a Commitment Mechanism: The Case of Voluntary Earnings Forecast Disclosure in IPOs
by Dr. Chong Beng Soon, Nanyang Technological University

Why Firms Use Non-Linear Hedging Strategies
by Dr. Tim Adam, Hong Kong University of Science & Technology

Effect of Acquisition Program Announcement on Shareholders of Potential Targets
Dr. Gurmeet Singh Bhabra, Nanyang Technological University

Risk Capital and Equity Markets: An American Perspective
by Mr. William Cate
Jointly organized with Nanyang MBA

Privatization via Overseas Listing: A Study of China's H-share Companies
by Dr. Sun Qian, Nanyang Technological University

Do External Auditors Perform a Corporate Governance Role in Emerging Markets? Evidence from East Asia
by T.J. Wong, Hong Kong University of Science & Technology

Crony Lending in Thailand before the Financial Crisis
by Yupana Wiwattanakantang, Hitotsubashi University

Why Are Those Options Smiling?
by Louis Edrington, University of Oklahoma

Building Tracking Portfolios Based on a Generalized Information Criterion
by Dr. Zhang Shaojun, Nanyang Technological University

Do Insiders Learn from Outsiders? Evidence from Corporate Takeovers
by Yuanzhi Luo, Simon Graduate School of Business, University of Rochester

Monitoring and Efficiency: The Choice Between Bank Loans and Public Debt
by Dr. Cheol Park, Hong Kong University of Science and Technology

The Practical Application Of Academic Research In the Asset Allocation Consulting Field
by Clay Singleton, Ibottson Associates, Chicago, Il. USA

Payout Policy Design
by Dr. Ralph Bachman, University of Amsterdam, The Netherlands

Transmission of Information Across International Equity Markets
by Jon Wongswan Tang, Duke University

The Regulation of Online financial Services in Hong Kong SAR
by Dr. Assafa Endeshaw

An International Comparison of Corporate Investment Behaviour
by Professor Masaharu Hanazaki, Hitotsubashi University

How Do Foreigners Profit from Local Investors? Evidence from Trades in the Japanese Stock Market
by Professor Takeshi Yamada, Hong Kong University of Science & Technology

Beyond Black-Scholes
by Dr. Gerald Cheang Hock Lye, Nanyang Technological University

Impact of cut-off point on VaR estimates based on Extreme-Value-Theory
by Dr. Yan Yuxing, Nanyang Technological University

A Coupon Effect in Treasury Futures Contracts
by Dr. Grieves, Nanyang Technological University

Dynamic Mean Variance Analysis
by Dr. Zhao Yonggan, Nanyang Technological University

Several Issues on Testing the Long-Term Abnormal Returns
by Dr. Zhang Shaojun, Nanyang Technological University

A Path-Independent Solutions to the Term Structure Interest Rates
by Dr. Guo Chen, University of Ottawa

Do Domestic and Foreign Fund Managers have Similar Preferences for Stock Characteristics? A Cross-Country Analysis
by Dr. Vicentiu Covrig,Dr.  Lau Sie Ting and Professor Lilian Ng (University of Wisconsin at Milwaukee)

American-style Equity Derivatives with Stochastic Interest Rates
by Raymond Wai Man Tse, University of Hong Kong

The Impact of Aggregate Supply on Pricing of Futures
by Dr. Shafiqur Rahman and Dr. M. Shahid Ebrahim (National University of Singapore)

On the Patterns and Wealth Effects of Vertical Mergers
by Joseph Fan and Vidham Goyal, Hong Kong University of Science and Technology

Bid-Ask Spreads, Term-to-Maturity, and Currency Options
by Dr. Chong Beng Soon, Dr. David Ding and Dr. Tan Kok Hui, Nanyang Technological University

An Exploration of Thinly Traded Futures Contracts
by Dr. David Ding and Dr. Charlie Charoenwong, Nanyang Technological University

Price Discovery in International Equity Trading
Michael Melvin, Arizona State University

Forecasting Volatility Using OTC Currency Options
by Dr. Vicentiu Covrig and Dr. Low Buen Sin, Nanyang Technological University

Liquidity and Stock Returns in Pure Order Driven Markets: Evidence from the Australian Stock Market
by Dr. Martin R. Young, Nanyang Technological University

A Dynamic Investment Model Using Portfolio's Worst Outcome
by Dr. Zhao Yonggan, Nanyang Technological University

Volume Autocorrelation, Information Flow, and Investor Trading
by Dr. Vicentiu Covrig, Nanyang Technological University

Empirical Work in Corporate Exchange Risk Management
by Dr. Sohnke Bartram, Maastricht University

Marked Point Processes and High Frequency Data
by Dr. Mitchell Warachka, National University of Singapore

Foreign Ownership Structure, Stock Prices and the Firm Value
by Cheol Eun, Georgia Tech

Filtering Equity Risk Premia from Derivative Prices
by Dr. Carl Chiarella, University of Technology at Sydney

The Choice Between Private Equity Placements and Public Equity Offerings
by Wu YiLin, The University of Chicago

Why do Firms Issue Convertible Securities? Further Evidence on Sequential Financing
by Luis Garcia, University of Missouri at Columbia

Dynamic strategies, Asset pricing Models, and the Out-of-Sample Performance of the Tangency Portfolio.
by Dr. Cesare Robotti, Boston College

Banking Systems Around The Globe: Do Regulations & Ownership Affect Performance and Stability?
by Professor James Barth, Milken Institute and Auburn University

Credit Spread Curves and Credit Ratings
by Hu Wenwei, Chinese University of Hong Kong

Are All Security Analysts Equal? An Analysis of Their Monitoring and Information Dissemination Effect on the Firm Value.
by Dr. Carl Chen, University of Dayton

Does Privatization in Malaysia Improve Company Performance?
by Dr. Sun Qian, Nanyang Technological University

The Effect of Corporate Diversification on Firm Value: A Case of Public Companies in Thailand
by Dr. Charlie Charoenwong, Nanyang Technological University

Competition for Order Flow: Evidence from Singapore and Malaysia
by Dr. Lau Sie Ting, Nanyang Technological University

The Demand for Finance Ph.D.'S: 1989-1998
by Dr. David K. Ding, Nanyang Technological University

VaR and Mutual Fund Performance Measure
by Dr. Yan Yuxing, Nanyang Technological University

Investors' Differential Response to Fund Performance
by Dr. Julia Sawicki, Nanyang Technological University

Effects of Initial Debt-to-Equity Ratio and Relative Profitability on Future Diversification: The Emerging Market Anomaly.
by Ishtiaq Pasha Mahmood, National University of Singapore

Intraday Return Volatility Process: Evidence from NASDAQ Stocks
by Dr. Shafiqur Rahman, Nanyang Technological University

Bond Pricing: The Time Effect in Asian Treasury Market
by Dr. Joseph Kang Choong Seok, Nanyang Technological University

Profit Possibilities in the Foreign Exchange Market: Arbitrage, Hedging and Speculation
by Professor Dilip K. Ghosh, Rutgers University

The Aftermarket Performance of Initial Public Offerings (IPOs) in Malaysia: where IPOs Outperform the Market in the Long Run
by Hamid Uddin, National University of Singapore

The Informational Role of Stock and Option Volume
by Kalok Chan, Hong Kong University of Science and Technology

Determining Risk Nuetral Probabilities and Optimal portfolio Policies in a Dynamic Investment Model with Downside Risk Control in the Presence of Trading Frictions
by Dr. Zhao Yonggan, University of British Columbia

IMF Bailout, Contagion Effects, and Bank Security Returns: Evidence from 16 Countries
by Dr. Lau Sie Ting, Nanyang Technological University

Japanese Credit Risk and Trading Opportunities in the Euroyen Market
by Dr. Vicentiu Covrig, Nanyang Technological University

Financial Prices with Local Substitution and Distant Complementary
by Jorgen Haug, Norwegian School of Economics and Business Administration

Development of Government Bond Markets in DMCs - Singapore
by Dr. Tan Kok Hui, Nanyang Technological University

Skewness and Portfolio Selection: Evidence from Japanese Stock Data
by Dr. Yan Yuxing, Nanyang Technological University

Another New Look on the Monday Effect
by Dr. Sun Qian, Nanyang Technological University

An Empirical Analysis of Quoted Depths of NYSE and AMEX Stocks
by Dr. Charlie Charoenwong, Chulalongkorn University, Thailand

Competition, Liquidity and Volatility- A Comparative Study of Bombay Stock Exchange and National Stock Exchange
by Dr. Chandrasekhar Krishnamurthi, Nanyang Technological University

Option Pricing when Underlying Process is Unknown
by Dr. Guo Chen, Nanyang Technological University

Matching Bond Duration & Convexity with Long-Term and Short-Term Treasury Futures
by Drs. Joseph Kang Choong Seok and Yang Baochen, Nanyang Technological University

Market Trading Volume and Price Reactions to Public Information
by George Lin Yuah-Chiao, National Chung Cheng University, Taiwan

Option Pricing: Experimental Examination of Financial Market Models
by Gerhard Schroeder, IBM, Stuttgart

Expected Returns And Habit Persistence
by Yuming Li, California State University at Fullerton, USA

The Minsky Theorem in a World of Integrated Financial Markets
by H. Peter Gray, Rensselaer Polytechnic Institute, Troy, USA

Cointegration Between High Grade Yen Bonds
by Dr. Jonathan Batten, Nanyang Technological University

Some Emipirical Evidence on Capital Flows in ASEAN-5
by Dr. Tan Khee Giap, Nanyang Technological University

Double Liability, Moral Hazard and Deposit Insurance Schemes
by Dr. Yan Yuxing, Nanyang Technological University

Transmission of Market Movements and Linkages between Equity Markets in the Asia Pacific Region: A Generalised VAR Approach
by Dr. Martin Young, Nanyang Technological University

Antitakeover Amendments, Ownership Structure, and Managerial Decisions: Effects on R&D Expenditure
by Dr. Nilanjan Sen, Nanyang Technological University

Asymmetric Information and Price Discovery in the FX Market: Does Tokyo Know More About the Yen?
by Dr. Vicentiu Covrig, Nanyang Technological University

Efficient Estimation and Testing of Brent Crude Oil Futures in a Mutual Offset System
by John M. Sequeira, University of Melbourne

A Unique Unconditionally Arbitrage-free Solution to the Term Structure of Interest Rates. Volatility Smile May Reflect Heterogeneous Expectations: Theory and Empirical Evidence
by Dr. Guo Chen, Nanyang Technological University

Determinants of Foreign Direct Investment across China
by Dr. Sun Qian, Nanyang Technological University

The Impact of Portfolio Disclosures on Institutional Trading Motives
by Professor Lilian Ng, University of Wisconsin at Milwaukee, USA

Misspecification of Capital Asset Pricing Model: Implication for Size and Book-To-Market Effect
by Lin Chien Ting Edward, Otterbein College, USA

Optimal Risk Taking under VaR Restrictions
by Ton Vorst, Erasmus University, Rotterdam, Netherlands

Trading Volume and Open Interest in Agricultural Commodity Futures. The Behavior of Secondary Market Prices of LDC Syndicated Loans. Analysis and Prediction of Insolvency in the Property-Liability Insurance Industry: A Comparison of the Logit and Hazard Models
by Dr. Jorge Urrutia, Loyola University, Chicago, USA

Results of the 1998 Survey of Unit Trusts in Singapore
by Dr. Cornelius A. Los, Nanyang Technological University

Derivative Securities
by Jing Chen, The National University of Singapore

Scaling the Volatility of Credit Spreads: Evidence from Australian Dollar Eurobonds
by Dr. Jonathan Batten, Nanyang Technological University

Number of Transactions and Volatility: An Empirical Study Using High Frequency Data of NASDAQ Stocks
by Dr. Chandrasekhar Krishnamurthi, The National University of Singapore

Capital Financial Policy in the Asia-Pacific Region
by Dr. George Kester, Bucknell University, USA

USA "Low Inflation: The Behavior of Financial Markets & Institutions
by Dr. Anthony Saunders, New York University, USA

The Portfolio Flows of International Investors
by Mark Seasholes, Harvard University, USA

Time Series with Additive Noise
by Mike So, Hong Kong University of Science & Technology

Corporate Governance in New Zealand: The Effect of the 1993 Companies Act on Board Composition and Firm Performance
by Ramesh P. Rao, Texas Tech University, USA

Trading on Volatility Spread
by Dr. Poon Ser-Huang, Nanyang Technological University

A Comparative Multiproduct Cost Study of Foreign-owned and Domestic-owned US Banks
by Dr. Rasoul Rezvanian, Nanyang Technological University

An Investigation of Price Discovery in Informationally-Linked Markets: Equity Trading In Malaysia & Singapore
by Dr. Lau Sie Ting, Nanyang Technological University

The Impact of US Trade Deficit Announcements on the Stock Prices of US and Japanese Automakers
by Dr. Sun Qian, Nanyang Technological University

Some Tests of the Risk-Return Relationship Using alternative Asset Pricing Models and Observed Expected Returns
by Dr. Shafiqur Rahman, Nanyang Technological University

Short-Run and Long-Run Relationships Between Real Interest Rates in G-7 Countries
by Dr. Tan Kok Hui, Nanyang Technological University

Nonparametric Testing of the High-Frequency Efficiency of Asian Foreign Exchange Markets
by Dr. Cornelis A. Los, Nanyang Technological University

On The Participation & Reputation of Financial Advisors in Corporate Acquisitions
by Dr. Jayant Kale, Nanyang Technological University

Hot Information Markets for Initial Public Offerings
by Jos van Bommel, INSEAD, France

Optimal Multi-Currency Investment Strategy Porttfolios with Exact Attribution in Asian Countries
by Dr. Cornelis A. Los, Nanyang Technological University

Long-Term Performance Following the Issuance of New Equity: Evidence from Japan
by Dr. Nilanjan Sen, Arizona State University West, USA

Intraday Predictability of Market Microstructure Statistics and Technical Trading Rules
by Dr. Liu Feng, Nanyang Technological University

Board Composition, Ownership Structure and the Adoption of Charter Takeover Procedures
by Mak Yuen Teen, National University of Singapore

Capital Liberalization and Currency Crisis: Comparison Between The Experiences of Mexico and India
by Ganesh Kumar Nidugala, University of Southern California, USA

Banking in a Globally Competitive Marketplace: Regulatory vs Market Forces
by Professor James R Barth, Auburn University, USA

Indirect Tests of the Haugen-Lakonishok Small-Firm January Effect Hypotheses: Window Dressing versus Performance Hedging
by Professor Cheng-Few Lee, Rutgers University, USA

Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments
by Dr. Cornelis A Los, Nanyang Technological University

Statistical Long Term Dependence in Futures Markets
by Dr. Jonathan Batten, University of Western Sydney, USA

Share Price Volatility with the Introduction of Individual Share Futures on the Sydney Futures Exchange
by Ah Boon Sim, University of New South Wales, Australia

Galton's Error and the Under-Representation of Systematic Risk
by Dr. Cornelis A Los, Nanyang Technological University

The Value of the Voting Right in the Korean Stock Market
by Dosoung Choi, Seoul National University, Korea

Multiperiod Hedging in the Presence of Stochastic Volatility
by Donald Lien, University of Kansas, USA

The Role of Debt in Corporate Finance
by Dr. Frank C. Jen, State University of New York at Buffalo, USA

Credit Scoring Models and the Valuation of Fixed Income Securities and Commercial Loans
by Professor Edward I Altman, New York University, USA

Structure, Conduct and Performance Relationships in the Singapore Banking Industry
by Edward Ng, National University of Singapore

Asymmetry In Volatilities And the Private Information Hypothesis
by Dr. Watt Wing Hong, Nanyang Technological University

The Twist On The Weekend Effect: East Asia Evidence
by Dr. Liu Ming-Hua and Dr. Keshab Shrestha, Nanyang Technological University

Cashflow Mapping and Other Choices in VAR
by Dr. Mark B Garman, University of California, Berkeley, USA

Current Developments in the Indian Capital Market
by Dr. R. Narayanaswamy, Indian Institute of Management, Bangalore, India

A Change in Market Microstructure: The Switch to Electronic Screen Trading on the New Zealand Stock Exchange
by Dr. Robert G Bowman, University of Auckland, New Zealand

Estimation of Risk Aversion Time Series for Singapore
by Dr. Tan Kok Hui and Dr. Keshab Shrestha, Nanyang Technological University

Press Recommendations and Abnormal Returns on the Stock Exchange of Singapore
by Dr. Sun Qian, Nanyang Technological University

Predicting U.K. Takeover Targets:Some Methodological Issues and an Empirical Study
by Dr. Paul Barnes, University of Nottingham, UK

Differential Delayed Responses to Earnings Surprises of Stocks with Dual Quotations
by Dr. Ho Kim Wai, Nanyang Technological University

The Determination of the Seniority Structure of Debt: Theory and Evidence
by Dr. Chen Sheng-Syan, Nanyang Technological University

Reducing Tick Size on the Stock Exchange of Singapore
by Thomas H. McInish, University of Memphis, USA

Estimation of Fisher Equation with Mean-Reversion in Real Rate
by Dr. Keshab Shrestha, Nanyang Technological University

Hedging Strategies in International Currencies Options Using Neural Network Expert System
by Dr. Bobby Srinivasan, Nanyang Technological University

Fixed-Price Offering, Discriminatory Allocation & IPO Underpricing
by Dr. Joseph Kang, Nanyang Technological University

On the Inflation Risk Premium
by Dr. Quentin Chu, University of Memphis, USA