Items where Subject is "H Social Sciences > HG Finance > HG1-9999 Finance > HG4501-6051 Investment, capital formation, speculation > HG4551-4598 Stock exchanges"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type
Jump to: C | H | K | L | M | N | Q | R | S | V | Y | Z
Number of items at this level: 31.

C

Chia, Ricky Chee Jiun and V., K. S. Liew and Syed Azizi Wafa Syed Khalid Wafa (2008) Day-of-the-week effects in selected East Asian stock markets. Economics Bulletin, 7 (5). ISSN 1545-2921

Chia, Ricky Chee Jiun and Khim, Venus Sen Liew (2010) Evidence on the day of the week effect and asymmetric behavior in the Bombay stock exchange. The lUP Journal of Applied Finance, 16 (6). pp. 17-29.

Chee, Ricky Chee Jiun and Ye, Lim Shiok (2011) Twist-of-the-Monday Effect: Evidence from United State and 18 Selected: European union stock markets. Economics Bulletin, 31 (4). pp. 3113-3122. ISSN 1545-2921

Chia, Ricky Chee Jiun and Ye, Lim Shiok (2011) Stock market anomalies in South Africa and its neighbouring countries. Economics Bulletin, 31 (4). pp. 3123-3137. ISSN 1545-2921

H

Hock, A. Lee and Lim, Kian Ping and V., K S Liew (2009) Is there any international diversification benefits in ASEAN stock markets? Economics Bulletin, 29 (1). pp. 392-406. ISSN 1545-2921

K

Kim, Jae H. and Abul F. M. Shamsuddin and Lim, Kian Ping (2011) Stock return predictability and the adaptive markets hypothesis : Evidence from century-long U.S. data. Journal of Empirical Finance, 18 (5). pp. 868-879. ISSN 0927-5398

L

Lim, Kian Ping and Brooks, Robert D. (2011) The evolution of stock market efficiency over time: A survey of the empirical literature. Journal of Economic Surveys, 25 (1). pp. 69-108. ISSN 09500804

Lim, Kian Ping (2011) Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis. Studies in Economics and Finance, 28 (1). pp. 196-208. ISSN 1086-7376

Lim, Kian Ping and Brooks, Robert D. (2009) Why do emerging stock markets experience more persistent price deviations from a random walk over time? A country-level analysis. Macroeconomic Dynamics. pp. 1-39. ISSN 1365-1005 (In Press)

Lim, Kian Ping and Brooks, Robert D. (2009) Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic. Chaos, Solitons and Fractals, 40. pp. 1271-1276. ISSN 0960-0779

Lim, Kian Ping (2009) Weak-form market efficiency and nonlinearity: Evidence from Middle East and African stock indices. Applied Economics Letters, 16 (5). pp. 519-522. ISSN 1350-4851

Lim, Kian Ping and Brooks, Robert D. (2009) Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests. Applied Financial Economics Volume 20, Issue 3, February 2010, Pages 255-264, 19 (2). pp. 147-155. ISSN 0960-3107

Lim, Kian Ping and Brooks, Robert D. and Hinich, Melvin J. (2008) Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets. Journal of International Financial Markets, Institutions and Money, 18 (5). pp. 527-544. ISSN 1042-4431

Lim, Kian Ping (2008) Sectoral impact of shocks : Empirical evidence from the Malaysian stock market. Applied Financial Economics Letters, 4 (1). pp. 35-39. ISSN 1744-6546

Lim, Kian Ping and Hooy, Chee Wooi (2010) The delay of stock price adjustment to information: A country- level analysis. Economics Bulletin, 30 (2). pp. 1-7.

Lim, Kian Ping and Liew, Venus Khim Sen (2007) Nonlinear mean reversion in stock prices : Evidence from Asian markets. Applied Financial Economics Letters, 3 (1). pp. 25-29. ISSN 1744-6546

Lee, Hock A. and Lim, Kian Ping and Liew, Venus Khim Sen (2009) Is there any international diversification benefits in Asean stock markets? Economics Bulletin, 29 (1). pp. 392-406. ISSN 1545-2921

Lim, Kian Ping and Luo, Wei wei and Kim, Jae H. (2011) Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests. Applied Economics, 45 (8). pp. 953-962. ISSN 0003-6846

Lim, Kian Ping and Luo, Wei Wei (2012) The weak-form efficiency of Asian stock markets: New evidence from generalized spectral martingale test. Applied Economics Letters, 19 (10). pp. 905-908. ISSN 1350-4851

Lim, Kian Ping and Hooy, Chee Wooi (2012) Non-linear predictability in G7 stock index returns. Manchester School. ISSN 1463-6786

Lim, Kian Ping (2007) Ranking market efficiency for stock markets: A nonlinear perspective. Physica A: Statistical Mechanics and its Applications, 376 (1-2). pp. 445-454. ISSN 0378-4371

M

Munir, Qaiser and Kasim Md Mansur (2009) Is Malaysian stock market efficient? Evidence from threshold unit root tests. Ecomomic Bulletin, 29 (2). pp. 1359-1370. ISSN 1545-2921

Mohd Fahmi Ghazali and Hooi, Hooi Lean and Zakaria Bahari (2020) Does gold investment offer protection against stock market losses? evidence from five countries. The Singapore Economic Review, 65. pp. 275-301. ISSN 0217-5908 (P-ISSN) , 1793-6837 (E-ISSN)

N

Norhamiza Ishak and Hanita Kadir @ Shahar and Chia, Ricky Chee Jiun (2021) Cyclical industries’ stock performance reaction during COVID-19: A systematic literature review. Jurnal Ekonomi Malaysia, 55. pp. 147-158. ISSN 0126-1962

Q

Qaiser Munir and Ching, Kok Sook and Fumitaka, Furuoka and Kasim Md Mansur (2012) The efficient market hypothesis revisited : Evidence from the five small open asean stock markets. Singapore Economic Review, 57 (3). ISSN 0217-5908

R

Rim, Hong and Rosle @ Awang Mohidin (2005) On the dynamic relationship between exchange rates and industry stock prices: Some empirical evidence from Malaysia. Journal of Applied Business Research, 21 (4). pp. 49-60. ISSN 0892-7626

S

Shiok, Y. Lim and Chia, Ricky Chee Jiun (2010) Stock market calendar anomalies: Evidence from ASEAN-5 stock markets. Economics Bulletin, 30 (2). pp. 996-1005. ISSN 1545-2921

Shiok, Y. Lim and Ho, Chong Mun and Dollery, Brian E. (2010) An empirical analysis of calendar anomalies in the Malaysian stock market. Applied Financial Economics Volume 20, Issue 3, February 2010, Pages 255-264, 20 (3). pp. 255-264. ISSN 0960-3107

V

Venus Khim-Sen Liew and Chia, Ricky Chee Jiun and Syed Azizi Wafa Syed Khalid Wafa (2015) Is the Hong Kong Stock Market Asymmetrical in Behavior? The Empirical Economics Letters, 14. pp. 17-23. ISSN 1681-8997

Y

Yeong, Nicky and Ho, Chong Mun and Dollery, Brian E. and Mori Kogid (2010) A test of the present value model of stock prices under rational and adaptive expectations using bursa Malaysia data from 1983 to 2003. Applied Economics Letters, 17 (18). pp. 1835-1839. ISSN 1350-4851

Z

Zhuo, Qiao and V., K. S. Liew and Wing, Keung Wong (2007) Does the US IT stock market dominate other IT stock markets : Evidence from multivariate GARCH model. Economics Bulletin, 6 (27). ISSN 1545-2921

This list was generated on Thu Dec 2 21:51:35 2021 +08.