Items where Author is "Lim, Kian Ping"

Article

Chia, Yee Ee and Lim, Kian Ping and Goh, Kim Leng (2020) Liquidity and firm value in an emerging market: nonlinearity, political connections and corporate ownership. The North American Journal of Economics and Finance, 52.

Liew, Venus Khim Sen and Lee, Hock Ann and Lim, Kian Ping and Lee, Huay Huay (2006) Linearity and stationarity of South Asian real exchange rates. ICFAI Journal of Applied Economics, 7 (5). pp. 48-58.

Lim, Kian Ping and Mathew Vun and Lee, Hock Ann (2006) The random walk behaviour of Malaysian stock market: evidence from individual stocks. International Journal of Management Studies, 13 (2). pp. 1-40. ISSN 2232-1608

Lim, Kian Ping and Liew, Venus Khim Sen and Wong, Hock Tsen (2005) Weak-form efficient market hypothesis versus behavioural finance: a different perspective drawn from the Malaysian Stock Market. International Journal of Management Studies, 12 (1). pp. 1-27. ISSN 0127-8983

Lim, Kian Ping and Lee, Hock Ann (2004) Non-parametric cointegration analysis of ASEAN-5 real exchange rates. International Journal of Management Studies (formerly known as Jurnal Analisis), 11 (1). pp. 41-56.

Lee, Hock Ann and Lim, Kian Ping and Azali Muhammad (2004) A non-parametric cointegration test of purchasing power parity: the case of Malaysia. Borneo Review, 14 (1&2). pp. 157-165.

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) On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: A further note. Applied Economics Letters, 16 (6). pp. 649-652. ISSN 1350-4851

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

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

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 (2009) Efficiency tests of the UK financial futures markets and the impact of electronic trading systems : A note on relative market efficiency. Applied Economics Letters, 16 (11). pp. 1129-1132. ISSN 1350-4851

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 Brooks, Robert D. (2009) On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process : A further note. Applied Economics Letters, 16 (6). pp. 649-652. ISSN 1350-4851

Liew, Venus Khim Sen and Chong, T. T. L. and Lim, Kian Ping (2003) The inadequacy of linear autoregressive model for real exchange rates : empirical evidence from Asian economies. Applied Economics, 35 (12). pp. 1387-1392. ISSN 0003-6846

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

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

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

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

Lim, Kian Ping and Kim, Jaeh Yun (2011) Trade openness and the informational efficiency of emerging stock markets. Economic Modelling, 28 (5). pp. 2228-2238. ISSN 0264-9993

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

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

Lee, Hock Ann and Lim, Kian Ping and M. Azali (2005) Income disparity between Japan and ASEAN-5 economies: converge, catching up or diverge? Economic Bulletin, 6 (13). pp. 1-20. ISSN ISSN: 15452921

Tai, Terence Leung Chong and Hinich, Melvin J. and Khim, Venus Sen Liew and Lim, Kian Ping (2008) Time series test of nonlinear convergence and transitional dynamics. Economics Letters, 100 (3). pp. 337-339. ISSN 0165-1765

V., K S Liew and Lee, Hock Ann and Lim, Kian Ping (2009) Purchasing power parity in Asian economies: Further evidence from rank tests for cointegration. Applied Economics Letters, 16 (1). pp. 51-54. ISSN 1350-4851

Liew, Venus Khim Sen and Lee, Hock Ann and Lim, Kian Ping (2009) Purchasing power parity in Asian economies : further evidence from rank tests for cointegration. Applied Economics Letters, 16 (1). pp. 51-54. ISSN 1350-4851

Research Report

Ling, Tai Hu and Lim, Kian Ping and Cheah, Wai Loon (2013) A new measure of the intensity of capital account openness. (Submitted)

Lim, Kian Ping and Ling, Tai Hu and Chang, Kwok Boon (2010) A robust measure of relative informational efficiency for the Malaysian stock market. (Unpublished)