# Tables in an enumerate environment

\begin{document}

\begin{enumerate}[leftmargin=*]

\item *Kang, B., In, F., Kim, G., and Kim, T. (2010). A longer look at the asymmetric dependence between hedge funds and the equity market, \textit{Journal of Financial and Quantitative Analysis}, 45(3), 763-789.

This publication provides a core, comprehensive backbone for the current ARC proposal on hedge funds in Australia (ABDC: A*, IF: 1.342, SSRN downloads: 111).

\begin{center}
\begin{table}[H]

\newlength\mylena
\settowidth\mylena{M. Veerarghavan}
\newlength\mylenb
\settowidth\mylenb{Amount}
\newlength\mylenc
\settowidth\mylenc{systemic risk, hedge funds}

\begin{tabularx}{\textwidth}{|X |
>{\centering}p{\mylena} |
>{\centering}p{\mylenb} |
>{\centering}p{\mylenb} |
X |}
\hline
Project Id & CI Name/s & Amount Funded & Amount of Years & Project Title \\
\hline
DP110103260 & Prof. \textbf{F. In}, A/Prof. P. Lajbcygier, Prof. M. Veerarghavan & \225,048 & 3 & Systemic risk, hedge funds and modelling asymmetric dependence using a Copula approach \\ \hline \end{tabularx} \end{table} \end{center} \item In, F., and Yoon, J. (2007). Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle, \textit{Journal of Economic Dynamics and Control}, 31(8), 2637-2658. This paper resolves the so-called equity premium puzzle of asset pricing using an investment-specific technology model (ABDC: A*, IF: 0.703). \end{enumerate} \end{document}  The output is this: There are a few things I want to change. First, the table itself doesn't look very nice, I would like all contents in the first and last column to be center aligned, like the other columns, but whenever I change X to c, I get lots of errors. I would also like the table to be aligned to the text preceding it, e.g., currently it is aligned to the number 1 in the enumerate environment, but I would like it to be aligned to the text after the number 1 (so that the entire "width" of the table is the same as the width of the text). Also for some reason there is a large gap between the table and the next item, how can I make this gap smaller universally, since after each list there will be a table. - add comment ## 2 Answers Don't use the floating table environment. For the last column, you need >{\centering\arraybackslash}. Declare the width as \linewidth. If you don't want the extra vertical space around the table, you can remove the center environment. \documentclass{article} \usepackage{enumitem} \usepackage{tabularx} \begin{document} \begin{enumerate}[leftmargin=*] \item *Kang, B., In, F., Kim, G., and Kim, T. (2010). A longer look at the asymmetric dependence between hedge funds and the equity market, \textit{Journal of Financial and Quantitative Analysis}, 45(3), 763-789. This publication provides a core, comprehensive backbone for the current ARC proposal on hedge funds in Australia (ABDC: A*, IF: 1.342, SSRN downloads: 111). \begin{center} \newlength\mylena \settowidth\mylena{M. Veerarghavan} \newlength\mylenb \settowidth\mylenb{Amount} \newlength\mylenc \settowidth\mylenc{systemic risk, hedge funds} \begin{tabularx}{\linewidth}{|X | >{\centering}p{\mylena} | >{\centering}p{\mylenb} | >{\centering}p{\mylenb} | >{\centering\arraybackslash}X |} \hline Project Id & CI Name/s & Amount Funded & Amount of Years & Project Title \\ \hline DP110103260 & Prof. \textbf{F. In}, A/Prof. P. Lajbcygier, Prof. M. Veerarghavan & \225,048 &  3 & Systemic risk, hedge funds and modelling asymmetric dependence using a Copula approach \\
\hline
\end{tabularx}
\end{center}

\item In, F., and Yoon, J. (2007). Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle, \textit{Journal of Economic Dynamics and Control}, 31(8), 2637-2658.

This paper resolves the so-called equity premium puzzle of asset pricing using an investment-specific technology model (ABDC: A*, IF: 0.703).

\end{enumerate}

\end{document}


Perhaps you'd like to consider using the booktabs package (no vertical rules in your tables):

\documentclass{article}
\usepackage{enumitem}
\usepackage{tabularx}
\usepackage{booktabs}

\begin{document}

\begin{enumerate}[leftmargin=*]

\item *Kang, B., In, F., Kim, G., and Kim, T. (2010). A longer look at the asymmetric dependence between hedge funds and the equity market, \textit{Journal of Financial and Quantitative Analysis}, 45(3), 763-789.

This publication provides a core, comprehensive backbone for the current ARC proposal on hedge funds in Australia (ABDC: A*, IF: 1.342, SSRN downloads: 111).

\begin{center}
\newlength\mylena
\settowidth\mylena{M. Veerarghavan}
\newlength\mylenb
\settowidth\mylenb{Amount}
\newlength\mylenc
\settowidth\mylenc{systemic risk, hedge funds}
\begin{tabularx}{\linewidth}{X
>{\centering}p{\mylena}
>{\centering}p{\mylenb}
>{\centering}p{\mylenb}
>{\centering\arraybackslash}X }
\toprule
Project Id & CI Name/s & Amount Funded & Amount of Years & Project Title \\
\midrule
DP110103260 & Prof. \textbf{F. In}, A/Prof. P. Lajbcygier, Prof. M. Veerarghavan & \$225,048 & 3 & Systemic risk, hedge funds and modelling asymmetric dependence using a Copula approach \\ \bottomrule \end{tabularx} \end{center} \item In, F., and Yoon, J. (2007). Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle, \textit{Journal of Economic Dynamics and Control}, 31(8), 2637-2658. This paper resolves the so-called equity premium puzzle of asset pricing using an investment-specific technology model (ABDC: A*, IF: 0.703). \end{enumerate} \end{document}  - @HarishKumar I added some comment in my answer. Thanks. – Gonzalo Medina Feb 14 at 1:15 Thanks! The booktabs option is a good one too, but I'm after the vertical lines :) – TrueTears Feb 14 at 1:23 @TrueTears I used to think that way too. I suggest you read this, the intro of the booktabs manual and this‌​. It may not change your mind but it's very interesting reading. – Nico Feb 14 at 3:25 add comment Here is an option using booktabs: \documentclass{article} \usepackage[margin=1in]{geometry}% http://ctan.org/pkg/geometry \usepackage{booktabs,tabularx}% http://ctan.org/pkg/{booktabs,tabularx} \usepackage{enumitem}% http://ctan.org/pkg/enumitem \newcommand{\StackIt}[2][c]{\begin{tabular}[t]{@{}#1@{}}#2\end{tabular}} \begin{document} \begin{enumerate}[leftmargin=*] \item *Kang, B., In, F., Kim, G., and Kim, T. (2010). A longer look at the asymmetric dependence between hedge funds and the equity market, \textit{Journal of Financial and Quantitative Analysis}, 45(3), 763-789. This publication provides a core, comprehensive backbone for the current ARC proposal on hedge funds in Australia (ABDC: A*, IF: 1.342, SSRN downloads: 111). \noindent \begin{tabularx}{\linewidth}{>{\centering} X c c c >{\raggedright\arraybackslash} X } \toprule Project Id & CI Name/s & \StackIt{Amount\\Funded} & \StackIt{Amount of\\Years} & Project Title \\ \midrule DP110103260 & \StackIt{Prof.\ \textbf{F.\ In}, \\ A/Prof.\ P.\ Lajbcygier, \\ Prof.\ M.\ Veerarghavan} & \$225,048 &  3 & Systemic risk, hedge funds and modelling asymmetric dependence
using a Copula approach \\
\bottomrule
\end{tabularx}

\item In, F., and Yoon, J. (2007). Determination of asset prices with an
investment-specific technology model: Implications for the equity premium
puzzle, \textit{Journal of Economic Dynamics and Control}, 31(8), 2637-2658.

This paper resolves the so-called equity premium puzzle of asset pricing using
an investment-specific technology model (ABDC: A*, IF: 0.703).
\end{enumerate}

\end{document}

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