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\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:

enter image description here

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.

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2 Answers

up vote 4 down vote accepted

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}

enter image description here

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}

enter image description here

share|improve this answer
    
@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:

enter image description here

\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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