Details about Kian-Ping Lim

Access statistics for papers by Kian-Ping Lim.

Last updated 2024-09-12. Update your information in the RePEc Author Service.

Short-id: pli579

Working Papers

2015

1. Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels
   MPRA Paper, University Library of Munich, Germany

2008

2. Testing nonlinear convergence in Malaysia,1965-2003
   MPRA Paper, University Library of Munich, Germany View citations (2)

2006

3. Linearity and stationarity of South Asian real exchange rates
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Linearity and Stationarity of South Asian Real Exchange Rates, The IUP Journal of Applied Economics, IUP Publications (2008) View citations (2) (2008)
4. Testing long-run neutrality of money: evidence from Malaysian stock market
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article TESTING LONG-RUN NEUTRALITY OF MONEY: EVIDENCE FROM MALAYSIAN STOCK MARKET, The IUP Journal of Applied Economics, IUP Publications (2006) View citations (4) (2006)

2005

5. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Purchasing power parity in Asian economies: further evidence from rank tests for cointegration, Applied Economics Letters, Taylor & Francis Journals (2009) View citations (11) (2009)

2004

6. On Singaporean Dollar and Purchasing Power Parity
   International Finance, University Library of Munich, Germany
   Also in International Finance, University Library of Munich, Germany (2004)
7. On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
   International Finance, University Library of Munich, Germany View citations (1)
   Also in International Trade, University Library of Munich, Germany (2004) View citations (1)
   See also Journal Article ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2004) (2004)

2003

8. Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets
   Finance, University Library of Munich, Germany View citations (1)
9. Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries
   International Trade, University Library of Munich, Germany View citations (10)
10. Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
    International Finance, University Library of Munich, Germany
    Also in International Finance, University Library of Munich, Germany (2003)
11. Exchange Rates Forecasting Model: An Alternative Estimation Procedure
    International Finance, University Library of Munich, Germany View citations (1)
12. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
    Finance, University Library of Munich, Germany
13. International Diversification Benefits in ASEAN Stock Markets: a Revisit
    Finance, University Library of Munich, Germany View citations (3)
14. ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS
    Finance, University Library of Munich, Germany
15. Testing for Non-Linearity in ASEAN Financial Markets
    Finance, University Library of Munich, Germany View citations (2)
16. Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange
    Finance, University Library of Munich, Germany

Journal Articles

2024

1. Shareholding sizes and stock price informativeness
   Applied Economics Letters, 2024, 31, (10), 927-933

2022

2. The dynamics and determinants of liquidity connectedness across financial asset markets
   International Review of Economics & Finance, 2022, 77, (C), 341-358 View citations (7)

2020

3. Does proprietary day trading provide liquidity at a cost to investors?
   International Review of Financial Analysis, 2020, 68, (C) View citations (2)
4. Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership
   The North American Journal of Economics and Finance, 2020, 52, (C) View citations (9)
5. More shareholders, higher liquidity? Evidence from an emerging stock market
   Emerging Markets Review, 2020, 44, (C) View citations (2)

2018

6. Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?
   The North American Journal of Economics and Finance, 2018, 45, (C), 161-181 View citations (15)

2017

7. Effect of Geographical Diversification on Informational Efficiency in Malaysia
   Economics Bulletin, 2017, 37, (1), 19-29
8. Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks
   Research in International Business and Finance, 2017, 41, (C), 220-234 View citations (4)

2016

9. Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity
   The North American Journal of Economics and Finance, 2016, 36, (C), 1-28 View citations (17)
10. Stock Market Liberalisation and Cost of Equity: Firm-Level Evidence from Malaysia
    Asian Academy of Management Journal of Accounting and Finance (AAMJAF), 2016, 12, (Suppl. 1), 19–42 View citations (1)

2013

11. Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests
    Applied Economics, 2013, 45, (8), 953-962 View citations (46)
12. Is market integration associated with informational efficiency of stock markets?
    Journal of Policy Modeling, 2013, 35, (1), 29-44 View citations (23)
13. NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS
    Manchester School, 2013, 81, (4), 620-637 View citations (9)

2012

14. The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test
    Applied Economics Letters, 2012, 19, (10), 905-908 View citations (5)

2011

15. Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
    Journal of Empirical Finance, 2011, 18, (5), 868-879 View citations (150)
16. THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE
    Journal of Economic Surveys, 2011, 25, (1), 69-108 View citations (178)
17. Trade openness and the informational efficiency of emerging stock markets
    Economic Modelling, 2011, 28, (5), 2228-2238 View citations (29)

2010

18. The delay of stock price adjustment to information: A country-level analysis
    Economics Bulletin, 2010, 30, (2), 1609-1616 View citations (4)
19. WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS
    Macroeconomic Dynamics, 2010, 14, (S1), 3-41 View citations (18)

2009

20. Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests
    Applied Financial Economics, 2009, 19, (2), 147-155 View citations (9)
21. Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency
    Applied Economics Letters, 2009, 16, (11), 1129-1132
22. Foreign direct investment, financial development, and economic growth: the case of Malaysia
    Macroeconomics and Finance in Emerging Market Economies, 2009, 2, (1), 13-30 View citations (17)
23. Is There Any International Diversification Benefits in ASEAN Stock Markets?
    Economics Bulletin, 2009, 29, (1), 392-406
24. 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, 2009, 16, (6), 649-652 View citations (3)
25. Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic
    Chaos, Solitons & Fractals, 2009, 40, (3), 1271-1276 View citations (11)
26. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
    Applied Economics Letters, 2009, 16, (1), 51-54 View citations (11)
    See also Working Paper Purchasing power parity in Asian economies: further evidence from rank tests for cointegration, MPRA Paper (2005) View citations (1) (2005)
27. The Weak-form Efficiency of Chinese Stock Markets
    Journal of Emerging Market Finance, 2009, 8, (2), 133-163 View citations (13)
28. Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices
    Applied Economics Letters, 2009, 16, (5), 519-522 View citations (4)

2008

29. Financial crisis and stock market efficiency: Empirical evidence from Asian countries
    International Review of Financial Analysis, 2008, 17, (3), 571-591 View citations (117)
30. Linearity and Stationarity of South Asian Real Exchange Rates
    The IUP Journal of Applied Economics, 2008, VII, (5), 48-58 View citations (2)
    See also Working Paper Linearity and stationarity of South Asian real exchange rates, MPRA Paper (2006) (2006)
31. Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (5), 527-544 View citations (31)
32. Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis
    Studies in Economics and Finance, 2008, 25, (3), 196-208 View citations (8)
33. Sectoral impact of shocks: empirical evidence from the Malaysian stock market
    Applied Financial Economics Letters, 2008, 4, (1), 35-39
34. Time series test of nonlinear convergence and transitional dynamics
    Economics Letters, 2008, 100, (3), 337-339 View citations (34)

2007

35. Foreign Direct Investment in Malaysia: An Economic Analysis
    The IUP Journal of Applied Economics, 2007, VI, (1), 74-85 View citations (2)
36. Nonlinear mean reversion in stock prices: evidence from Asian markets
    Applied Financial Economics Letters, 2007, 3, (1), 25-29
37. Ranking market efficiency for stock markets: A nonlinear perspective
    Physica A: Statistical Mechanics and its Applications, 2007, 376, (C), 445-454 View citations (62)

2006

38. NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES
    The IUP Journal of Applied Economics, 2006, V, (2), 16-25 View citations (1)
39. TESTING LONG-RUN NEUTRALITY OF MONEY: EVIDENCE FROM MALAYSIAN STOCK MARKET
    The IUP Journal of Applied Economics, 2006, V, (4), 15-37 View citations (4)
    See also Working Paper Testing long-run neutrality of money: evidence from Malaysian stock market, MPRA Paper (2006) View citations (3) (2006)

2005

40. Cross-temporal universality of non-linear dependencies in Asian stock markets
    Economics Bulletin, 2005, 7, (1), 1-6 View citations (11)
41. Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
    Economics Bulletin, 2005, 6, (11), 1-16 View citations (1)
42. Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge?
    Economics Bulletin, 2005, 6, (13), 1-20 View citations (7)
43. Income Divergence? Evidence of Non-linearity in the East Asian Economies
    Economics Bulletin, 2005, 15, (1), 1-7 View citations (11)
44. Non-linear Market Behavior: Events Detection in the Malaysian Stock Market
    Economics Bulletin, 2005, 7, (6), 1-5 View citations (5)
45. Statistical Inadequacy of GARCH Models for Asian Stock Markets
    Journal of Emerging Market Finance, 2005, 4, (3), 263-279 View citations (6)

2004

46. ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY
    The Singapore Economic Review (SER), 2004, 49, (01), 71-84
    See also Working Paper On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity, International Finance (2004) View citations (1) (2004)

2003

47. Testing PPP Hypothesis In Major Asean Economies: Does Data Generating Process Matter?
    Capital Markets Review, 2003, 11, (1&2), 65-80
48. The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model
    Economics and Finance in Indonesia, 2003, 51, 253-269
49. The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
    Applied Economics, 2003, 35, (12), 1387-1392 View citations (41)

Editor

1. Malaysian Journal of Economic Studies
   Faculty of Business and Economics, University of Malaya & Malaysian Economic Association