Advances in Investment Analysis and Portfolio Management Vol.8

Advances in Investment Analysis and Portfolio Management (New Series) is an
annual publication designed to disseminate developments in the area of investment
analysis and portfolio management. The publication is a forum for statistical and
quantitative analyses of issues in security analysis, portfolio management, options,
futures, and other related issues. The objective is to promote interaction between
academic research in finance, economics, and accounting and applied research in
the financial community.
The chapters in this volume cover a wider range of topics including investment
analysis, portfolio management, and corporate finance. In this volume there are
9 chapters, seven of them analyze the issues of investment analysis and portfolio
management: 1. Residual Asset Growth and Stock Returns, 3. Analyst Responses to
the Announcements of Syndicated Loan Approval in Taiwan, 4. Biases in CAPM Beta
Estimation, 6. Price Clustering and Information Revelation in the Foreign Exchange
Market: Evidence from Taiwan, 7. Analysis of the Stock Market Volatility in Emerging
and Developed Countries, and 9. Detecting Seasonal Anomalies in the Pacific Region
REIT Markets.
Three chapters focus on corporate finance and they are as follows: 2. Market
Timing and Seasoned Equity Offerings, 5. Herding, Investment Strategy and Corporate
Governance, and 8. The Disclosure Index and the Cost of Equity Capital in Emerging
Markets of Kazakhstan.