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Details about Kian-Ping Lim

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Homepage:http://www.kianpinglim.com
Workplace:Faculty of Economics and Administration, Universiti Malaya (University of Malaya), (more information at EDIRC)

Access statistics for papers by Kian-Ping Lim.

Last updated 2019-01-03. Update your information in the RePEc Author Service.

Short-id: pli579


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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 Downloads

2008

  1. Testing nonlinear convergence in Malaysia,1965-2003
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2006

  1. Linearity and stationarity of South Asian real exchange rates
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in The IUP Journal of Applied Economics (2008)
  2. Testing long-run neutrality of money: evidence from Malaysian stock market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in The IUP Journal of Applied Economics (2006)

2005

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

2004

  1. On Singaporean Dollar and Purchasing Power Parity
    International Finance, University Library of Munich, Germany Downloads
    Also in International Finance, University Library of Munich, Germany (2004) Downloads
  2. On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
    International Finance, University Library of Munich, Germany Downloads View citations (1)
    Also in International Trade, University Library of Munich, Germany (2004) Downloads View citations (1)

    See also Journal Article in The Singapore Economic Review (SER) (2004)

2003

  1. Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets
    Finance, University Library of Munich, Germany Downloads View citations (1)
  2. Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries
    International Trade, University Library of Munich, Germany Downloads View citations (4)
  3. Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
    International Finance, University Library of Munich, Germany Downloads
    Also in International Finance, University Library of Munich, Germany (2003) Downloads
  4. Exchange Rates Forecasting Model: An Alternative Estimation Procedure
    International Finance, University Library of Munich, Germany Downloads View citations (1)
  5. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
    Finance, University Library of Munich, Germany Downloads
  6. International Diversification Benefits in ASEAN Stock Markets: a Revisit
    Finance, University Library of Munich, Germany Downloads View citations (2)
  7. ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS
    Finance, University Library of Munich, Germany Downloads
  8. Testing for Non-Linearity in ASEAN Financial Markets
    Finance, University Library of Munich, Germany Downloads View citations (1)
  9. 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 Downloads

Journal Articles

2018

  1. 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 Downloads

2017

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

2016

  1. 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 Downloads View citations (5)
  2. 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 Downloads

2013

  1. Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests
    Applied Economics, 2013, 45, (8), 953-962 Downloads View citations (24)
  2. Is market integration associated with informational efficiency of stock markets?
    Journal of Policy Modeling, 2013, 35, (1), 29-44 Downloads View citations (10)
  3. NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS
    Manchester School, 2013, 81, (4), 620-637 Downloads View citations (6)

2012

  1. The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test
    Applied Economics Letters, 2012, 19, (10), 905-908 Downloads View citations (3)

2011

  1. Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
    Journal of Empirical Finance, 2011, 18, (5), 868-879 Downloads View citations (75)
  2. 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 (72)
  3. Trade openness and the informational efficiency of emerging stock markets
    Economic Modelling, 2011, 28, (5), 2228-2238 Downloads View citations (18)

2010

  1. The delay of stock price adjustment to information: A country-level analysis
    Economics Bulletin, 2010, 30, (2), 1609-1616 Downloads View citations (1)
  2. 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 Downloads View citations (11)

2009

  1. Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests
    Applied Financial Economics, 2009, 19, (2), 147-155 Downloads View citations (6)
  2. 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 Downloads
  3. Foreign direct investment, financial development, and economic growth: the case of Malaysia
    Macroeconomics and Finance in Emerging Market Economies, 2009, 2, (1), 13-30 Downloads View citations (4)
  4. Is There Any International Diversification Benefits in ASEAN Stock Markets?
    Economics Bulletin, 2009, 29, (1), 392-406 Downloads
  5. 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 Downloads View citations (1)
  6. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
    Applied Economics Letters, 2009, 16, (1), 51-54 Downloads View citations (9)
    See also Working Paper (2005)
  7. The Weak-form Efficiency of Chinese Stock Markets
    Journal of Emerging Market Finance, 2009, 8, (2), 133-163 Downloads View citations (8)
  8. Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices
    Applied Economics Letters, 2009, 16, (5), 519-522 Downloads View citations (4)

2008

  1. Financial crisis and stock market efficiency: Empirical evidence from Asian countries
    International Review of Financial Analysis, 2008, 17, (3), 571-591 Downloads View citations (80)
  2. Linearity and Stationarity of South Asian Real Exchange Rates
    The IUP Journal of Applied Economics, 2008, VII, (5), 48-58 View citations (1)
    See also Working Paper (2006)
  3. 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 Downloads View citations (25)
  4. 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 Downloads View citations (3)
  5. Sectoral impact of shocks: empirical evidence from the Malaysian stock market
    Applied Financial Economics Letters, 2008, 4, (1), 35-39 Downloads View citations (1)
  6. Time series test of nonlinear convergence and transitional dynamics
    Economics Letters, 2008, 100, (3), 337-339 Downloads View citations (26)

2007

  1. Foreign Direct Investment in Malaysia: An Economic Analysis
    The IUP Journal of Applied Economics, 2007, VI, (1), 74-85 View citations (2)
  2. Nonlinear mean reversion in stock prices: evidence from Asian markets
    Applied Financial Economics Letters, 2007, 3, (1), 25-29 Downloads View citations (6)
  3. Ranking market efficiency for stock markets: A nonlinear perspective
    Physica A: Statistical Mechanics and its Applications, 2007, 376, (C), 445-454 Downloads View citations (37)

2006

  1. NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES
    The IUP Journal of Applied Economics, 2006, V, (2), 16-25
  2. 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 (2006)

2005

  1. Cross-temporal universality of non-linear dependencies in Asian stock markets
    Economics Bulletin, 2005, 7, (1), 1-6 Downloads View citations (4)
  2. Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
    Economics Bulletin, 2005, 6, (11), 1-16 Downloads View citations (1)
  3. Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge?
    Economics Bulletin, 2005, 6, (13), 1-20 Downloads View citations (5)
  4. Income Divergence? Evidence of Non-linearity in the East Asian Economies
    Economics Bulletin, 2005, 15, (1), 1-7 Downloads View citations (9)
  5. Non-linear Market Behavior: Events Detection in the Malaysian Stock Market
    Economics Bulletin, 2005, 7, (6), 1-5 Downloads View citations (5)
  6. Statistical Inadequacy of GARCH Models for Asian Stock Markets
    Journal of Emerging Market Finance, 2005, 4, (3), 263-279 Downloads View citations (6)

2004

  1. ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY
    The Singapore Economic Review (SER), 2004, 49, (01), 71-84 Downloads
    See also Working Paper (2004)

2003

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