Kian-Ping Lim : Citation Profile

Are you Kian-Ping Lim?

Universiti Malaya

13

H index

16

i10 index

821

Citations

RESEARCH PRODUCTION:

47

Articles

19

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 48
   Journals where Kian-Ping Lim has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 24 (2.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli579
   Updated: 2023-05-27    RAS profile: 2021-07-26    
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Relations with other researchers

Works with:

Goh, Kim-Leng (4)

Hooy, Chee-Wooi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kian-Ping Lim.

Is cited by:

Todea, Alexandru (24)

Liew, Venus (22)

Darné, Olivier (21)

Kim, Jae (20)

Noda, Akihiko (17)

Sensoy, Ahmet (14)

Åžensoy, Ahmet (12)

HIREMATH, GOURISHANKAR (11)

Tabak, Benjamin (10)

GUPTA, RANGAN (9)

Wong, Wing-Keung (9)

Cites to:

Taylor, Mark (29)

Subrahmanyam, Avanidhar (23)

Liew, Venus (20)

shin, yongcheol (19)

Shleifer, Andrei (19)

Barnett, William (17)

Bekaert, Geert (17)

Harvey, Campbell (17)

CHONG, Terence Tai Leung (17)

Amihud, Yakov (16)

Barkoulas, John (16)

Main data

Where Kian-Ping Lim has published?

Journals with more than one article published# docs
Economics Bulletin8
Applied Economics Letters5
The IUP Journal of Applied Economics4
The North American Journal of Economics and Finance3
Applied Economics2
International Review of Financial Analysis2
Journal of Emerging Market Finance2

Working Papers Series with more than one paper published# docs
International Finance / University Library of Munich, Germany6
Finance / University Library of Munich, Germany6
MPRA Paper / University Library of Munich, Germany5
International Trade / University Library of Munich, Germany2

Recent works citing Kian-Ping Lim (2022 and 2021)

YearTitle of citing document
2021Is the Configuration of Indian Stock Market Weakly Efficient?. (2021). Sahoo, Aditya Prasad. In: ComFin Research. RePEc:acg:comfin:v:9:y:2021:i:3:p:1-6.

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2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli.

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2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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2022Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

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2021Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

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2021A new look at calendar anomalies: Multifractality and day of the week effect. (2021). Vodenska, Irena ; Stosic, Dusan ; Stanley, Eugene H. In: Papers. RePEc:arx:papers:2106.06164.

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2022The short-term effect of COVID-19 pandemic on Chinas crude oil futures market: A study based on multifractal analysis. (2022). Yan-Hong, Yang ; Ying-Lin, Liu ; Ying-Hui, Shao. In: Papers. RePEc:arx:papers:2204.05199.

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2021Business Strategy and Labor Investment Efficiency. (2021). Hasan, Mostafa M ; Habib, Ahsan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:58-96.

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2021Regional convergence and spatial dependence across subnational regions of ASEAN: Evidence from satellite nighttime light data. (2021). Mendez-Guerra, Carlos ; Santosmarquez, Felipe. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:6:p:1750-1777.

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2022Do stock markets play a role in determining COVID?19 economic stimulus? A cross?country analysis. (2022). Chaudhry, Sajid M ; Khalid, Usman ; Shafiullah, Muhammad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:386-408.

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2022A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price. (2022). Alexakis, Christos ; Nagula, Pavan Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000673.

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2023Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633.

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2021Price convergence: Representation and testing. (2021). Garcia-Hiernaux, Alfredo ; Guerrero, David E. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002303.

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2021Do investor relations matter in the tourism industry? Evidence from public opinions in China. (2021). Huang, Zhixiong ; Yang, Wei ; Xu, Mingli. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:923-933.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2022Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model. (2022). Wang, Mingjin ; Gao, Yang ; Zhao, Wandi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001164.

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2022No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance. (2022). Anghel, Dan Gabriel. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001720.

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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2022Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200233x.

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2022Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction. (2022). Wang, Fang ; Polyzos, Efstathios. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004017.

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2022Is Chinas carbon trading market efficient? Evidence from emissions trading scheme pilots. (2022). Nicoleta-Claudia, Moldovan ; Li, Hao ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Wang, Xiao-Qing. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001438.

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2021The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726.

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2021Key audit matters and stock price synchronicity: Evidence from a quasi-natural experiment in China. (2021). Zhao, Ying ; Liu, Qingzhuo ; Shan, Yaowen ; Lu, Meiting ; Zhai, Huayun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000892.

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2021Information uncertainty, investor sentiment, and analyst reports. (2021). Yang, Hee Jin ; Ryu, Doojin ; Kim, Karam. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100168x.

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2021The effects of corporate name changes on firm information environment and earnings management. (2021). Zhou, Fuzhao ; Huang, Jianning ; Devos, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001812.

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2022Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532.

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2021Information dissemination and price discovery. (2021). Zantour, Ahlem ; Amairi, Haifa ; Saadi, Samir. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319314424.

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2021COVID-19 and financial market efficiency: Evidence from an entropy-based analysis. (2021). Wang, Jingjing. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317025.

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2022Time varying market efficiency in the Brent and WTI crude market. (2022). Leirvik, Thomas ; Okoroafor, Ugochi Chibuzor. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002634.

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2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine. (2022). Pandey, Dharen ; Boubaker, Sabri ; Goodell, John W ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001969.

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2021Liquidity and short-run predictability: Evidence from international stock markets. (2021). Newaz, Mohammad Khaleq ; Park, Jin Suk. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000715.

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2022Transfer of corporate governance practices into weak emerging market environments by foreign institutional investors. (2022). Tunyi, Abongeh ; Adegbite, Emmanuel ; Areneke, Geofry. In: International Business Review. RePEc:eee:iburev:v:31:y:2022:i:5:s0969593122000063.

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2021Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures. (2021). Krištoufek, Ladislav ; Demir, Ender ; Mitra, Subrata Kumar ; Assaf, Ata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000317.

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2022Informational efficiency and behaviour within in-play prediction markets. (2022). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:282-299.

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2021Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models. (2021). Anghel, Dan Gabriel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000716.

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2022The cash conversion cycle spread: International evidence. (2022). Tan, Yongxian ; Choy, Siu Kai ; Chen, Catherine Huirong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200111x.

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2022Search engine optimization: The long-term strategy of keyword choice. (2022). Ponzoa, Jose M ; Arilla, Ramon ; Erdmann, Anett. In: Journal of Business Research. RePEc:eee:jbrese:v:144:y:2022:i:c:p:650-662.

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2022Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty. (2022). Agudelo, Diego A ; Munera, Daimer J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001267.

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2022Modelling volatility transmission in regional Asian stock markets. (2022). Azimova, Tarana. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000342.

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2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic. (2021). Singh, Vik ; Roca, Eduardo ; Li, Bin. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:2:p:253-277.

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2021The changing role of foreign investors in Tokyo stock price formation. (2021). Iwatsubo, Kentaro ; Watkins, Clinton. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100055x.

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2021Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan. (2021). Shih, Yi-Cheng ; Lin, Li-Feng ; Su, Xuan-Qi ; Chen, Kuan-Hau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001402.

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2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773.

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2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

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2022A model study for calculation of the temperatures of major stock markets in the world with the quantum simulation and determination of the crisis periods. (2022). TANRIOVEN, Cihan ; Susay, Aynur ; Kuzu, Erkan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:585:y:2022:i:c:s0378437121006907.

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2022Multivariate rescaled range analysis. (2022). Rodriguez, E ; Alvarez-Ramirez, J ; Meraz, M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008815.

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2022Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

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2022The resilience of cryptocurrency market efficiency to COVID-19 shock. (2022). , Fernando ; Bejan, Lucian ; Bouri, Elie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:607:y:2022:i:c:s0378437122007762.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2022Segmentation, business environment and global informational efficiency of emerging financial markets. (2022). Boamah, Nicholas Addai. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:52-60.

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2021Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests. (2021). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:214-230.

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2022The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Goh, Kim-Leng ; Lim, Kian-Ping ; Liew, Ping-Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358.

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2023Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods. (2023). Wang, Ming-Hui ; Ke, Mei-Chu ; Chiang, Yi-Chein ; Chang, Hao-Wen ; Nguyen, Tien-Trung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:312-329.

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2021Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach. (2021). Umar, Zaghum ; Tiwari, Aviral Kumar ; Alqahtani, Faisal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000246.

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2021Impact of COVID-19 on stock market efficiency: Evidence from developed countries. (2021). Ozkan, Oktay. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000660.

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2021Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison. (2021). Rasheed, Abdul A ; Diniz, Eduardo H ; Diniz-Maganini, Natalia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000933.

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2021Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkeys monetary policy measures with selected determinants. (2021). Depren, Serpil Kili ; Kartal, Mustafa Tevfik. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:170:y:2021:i:c:s0040162521003164.

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2021Profitability and Firm Value: Does Dividend Policy Matter for Indonesian Sustainable and Responsible Investment (SRI)-KEHATI Listed Firms?. (2021). Januarsi, Yeni ; Akhmadi, Akhmadi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:163-:d:669672.

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2021Testing the Efficiency of Globally Listed Private Equity Markets. (2021). Tegtmeier, Lars. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:313-:d:590620.

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2021Market Behavior in the Face of Political Violence: Evidence from Tsarist Russia. (2021). Hartwell, Christopher. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:445-:d:635810.

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2022Time Evolution of Market Efficiency and Multifractality of the Japanese Stock Market. (2022). Takaishi, Tetsuya. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:1:p:31-:d:722167.

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2021Investors’ Choices and Strategic Financial Decisions of the Companies. Evidence from an Analysis of the Capital Budgeting Policy Implications on Shares Valuation. (2021). Tilica, Elena ; Curmei-Semenescu, Andreea. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4112-:d:531584.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Working Papers. RePEc:hal:wpaper:hal-02903655.

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2022Analyzing the Efficient Market Hypothesis with the Structural Break and Nonlinear Unit Root Tests: An Application on Borsa Istanbul. (2022). Ozdemir, Muge. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2022:i:37:p:257-282.

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2022Intégration et efficience des marchés locaux et régionaux pendant la crise financière. (2022). Sebai, Lamia. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:389.

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2022Conception d’un modèle microscopique adapté aux marchés financiers émergents. (2022). Lekhal, Mostafa ; el Oubani, Ahmed. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:398.

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2021Beta-Anomaly: Evidence from the Indian Equity Market. (2021). Badhani, K N ; Ali, Asgar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09316-2.

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2021Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam. (2021). Hoang, Bao Trung ; Mateus, Cesario. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09333-9.

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2022The role of older workers in population aging–economic growth nexus: evidence from developing countries. (2022). Yip, Tien Ming ; Li, Siow. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09370-4.

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2022A Novel Machine Learning Approach for Predicting the NIFTY50 Index in India. (2022). Alexakis, Christos ; Nagula, Pavan Kumar. In: International Advances in Economic Research. RePEc:kap:iaecre:v:28:y:2022:i:3:d:10.1007_s11294-022-09861-8.

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2021Testing for efficiency in the Saudi stock market: does corporate governance change matter?. (2021). Dockery, Everton ; Saleh, Mamdouh Abdulaziz. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00939-0.

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2021How Market Prices React to Information: Evidence from a Natural Experiment. (2020). Page, Lionel ; Author, Romain Gauriot. In: Working Papers. RePEc:nad:wpaper:20200058.

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2023Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx.

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2021A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior. (2021). Spulbar, Lucian Florin ; Birau, Ramona. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxi:y:2021:i:2:p:1161-1165.

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2022Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets. (2022). Gherghina, Tefan Cristian ; Gatsi, John Gartchie ; Asafo-Adjei, Emmanuel ; Boateng, Ebenezer ; Simionescu, Liliana Nicoleta. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:3:p:699-743.

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2021Measuring information flux between social media and stock prices with Transfer Entropy. (2021). Nuez, Jose Antonio ; Garcia-Medina, Andres ; Mendoza, Roman Alejandro. In: PLOS ONE. RePEc:plo:pone00:0257686.

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2021A Review on Output-Inflation Trade-off Based on New Classical and New Keynesian Theories. (2021). Sim, Chong Yang. In: MPRA Paper. RePEc:pra:mprapa:105767.

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2021Most likely you go your way (and Ill go mine): non-convergent incomes with a new DF-Fourier test. (2021). Silva Lopes, Artur. In: MPRA Paper. RePEc:pra:mprapa:107676.

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2021Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods. (2021). YAYA, OLAOLUWA ; Ajobo, Saheed A ; Abu, Nurudeen ; Ojo, Oluwadare O ; Alaba, Oluwayemisi O. In: MPRA Paper. RePEc:pra:mprapa:109825.

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2021Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test. (2021). YAYA, OLAOLUWA ; Adekoya, Oluwasegun B ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:109828.

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2022Metanomics: Adaptive market and volatility behaviour in Metaverse. (2022). Bahri, Anu ; Shah, Anand. In: MPRA Paper. RePEc:pra:mprapa:114442.

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2021Informational efficiency and price reaction within in-play prediction markets. (2019). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2019-20.

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2021Foreign Direct Investment, Financial Development, and Economic Growth Nexus in Bangladesh. (2021). Rahman, Mohammad Mafizur ; Siddikee, Md Noman. In: The American Economist. RePEc:sae:amerec:v:66:y:2021:i:2:p:265-280.

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2022Adaptive Market Hypothesis and Time-varying Contrarian Effect: Evidence From Emerging Stock Markets of South Asia. (2022). Shaharuddin, Shahrin Saaid ; Abd, Mohd Edil ; Munir, Ali Fayyaz. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068490.

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2021Persistence and efficiency of OECD stock markets: linear and nonlinear fractional integration approaches. (2021). Adekoya, Oluwasegun. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01913-4.

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2021Efficiency in cryptocurrency markets: new evidence. (2021). Arguedas, Raquel ; Muela, Sonia Benito ; Lopez-Martin, Carmen. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00182-5.

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2021Cryptocurrencies, gold, and WTI crude oil market efficiency: a dynamic analysis based on the adaptive market hypothesis. (2021). Jafari, Mohammad Ali ; Ghazani, Majid Mirzaee. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00246-0.

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2021Bayesian analysis of time-varying interactions between stock returns and foreign equity flows. (2021). Sevil, Guven ; Baba, Boubekeur. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00267-9.

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2021Relative role of external debt, FDI, and domestic investment in economic growth: evidence from Sri Lanka. (2021). Maitra, Biswajit. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:15:y:2021:i:2:d:10.1007_s42495-021-00061-6.

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2022Effect of COVID-19 on ETF and index efficiency: evidence from an entropy-based analysis. (2022). Chandrashekhar, G R ; Madhavan, Vinodh ; Saha, Kunal. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:2:d:10.1007_s12197-021-09566-4.

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2022An Entropy Approach to Measure the Dynamic Stock Market Efficiency. (2022). Hiremath, Gourishankar S ; Patra, Subhamitra. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:2:d:10.1007_s40953-022-00295-x.

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2021Integration, investor protection rules and global informational inefficiency of emerging financial markets. (2021). Boamah, Nicholas Addai. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:6:d:10.1007_s43546-021-00084-3.

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2021The relationship between foreign direct investment, financial development and growth economic in Next-11 Countries: a PMG/ARDL estimation. (2021). Salah, Zouita Mohamed ; Bilal, Louail. In: Management. RePEc:vrs:manmen:v:25:y:2021:i:1:p:28-50:n:2.

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2022Volatility spillover effects of oil, gold and bulk shipping prices on financial markets. (2022). Georgiana, Plea. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:16:y:2022:i:1:p:695-706:n:33.

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2021Market efficiency and volatility persistence of cryptocurrency during pre? and post?crash periods of Bitcoin: Evidence based on fractional integration. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Abu, Nuruddeen ; Mudida, Robert. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1318-1335.

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2021Determinants of FDI in France: Role of transport infrastructure, education, financial development and energy consumption. (2021). Shahbaz, Muhammad ; Mateev, Miroslav ; Jiao, Zhilun ; Nasir, Muhammad Ali ; Abosedra, Salah. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1351-1374.

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2021Determining the causality between U.S. presidential prediction markets and global financial markets. (2021). Dimitrov, Stanko ; Abolghasemi, Yaser. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4534-4556.

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2021Stock market liberalization, foreign institutional investors, and informational efficiency of stock prices: Evidence from an emerging market. (2021). Wang, Peng ; Liu, Jianghui. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5451-5471.

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2021Dynamic risk attributes in Malaysia stock markets: Behavioural finance insights. (2021). Ahmad, Zamri ; Tuyon, Jasman. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5793-5814.

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2022Does reputation matter for firm risk in developing country?. (2022). Lau, Evan ; You, Huiwei ; Brahmana, Rayenda K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2110-2123.

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More than 100 citations found, this list is not complete...

Works by Kian-Ping Lim:

YearTitleTypeCited
2011THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE In: Journal of Economic Surveys.
[Citation analysis]		article142
2013NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS In: Manchester School.
[Full Text][Citation analysis]		article11
2010WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article15
2005Cross-temporal universality of non-linear dependencies in Asian stock markets In: Economics Bulletin.
[Full Text][Citation analysis]		article10
2005Income Divergence? Evidence of Non-linearity in the East Asian Economies In: Economics Bulletin.
[Full Text][Citation analysis]		article9
2005Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2005Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge? In: Economics Bulletin.
[Full Text][Citation analysis]		article7
2005Non-linear Market Behavior: Events Detection in the Malaysian Stock Market In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2009Is There Any International Diversification Benefits in ASEAN Stock Markets? In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2010The delay of stock price adjustment to information: A country-level analysis In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2017Effect of Geographical Diversification on Informational Efficiency in Malaysia In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2009Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article9
2011Trade openness and the informational efficiency of emerging stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article24
2016Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article11
2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2008Time series test of nonlinear convergence and transitional dynamics In: Economics Letters.
[Full Text][Citation analysis]		article31
2020More shareholders, higher liquidity? Evidence from an emerging stock market In: Emerging Markets Review.
[Full Text][Citation analysis]		article1
2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article132
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article117
2020Does proprietary day trading provide liquidity at a cost to investors? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2008Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article27
2013Is market integration associated with informational efficiency of stock markets? In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article19
2007Ranking market efficiency for stock markets: A nonlinear perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article58
2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2008Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article8
2006NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES In: The IUP Journal of Applied Economics.
[Citation analysis]		article1
2006TESTING LONG-RUN NEUTRALITY OF MONEY: EVIDENCE FROM MALAYSIAN STOCK MARKET In: The IUP Journal of Applied Economics.
[Citation analysis]		article4
2006Testing long-run neutrality of money: evidence from Malaysian stock market.(2006) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2007Foreign Direct Investment in Malaysia: An Economic Analysis In: The IUP Journal of Applied Economics.
[Citation analysis]		article2
2008Linearity and Stationarity of South Asian Real Exchange Rates In: The IUP Journal of Applied Economics.
[Citation analysis]		article2
2006Linearity and stationarity of South Asian real exchange rates.(2006) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2003The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model In: Economics and Finance in Indonesia.
[Full Text][Citation analysis]		article0
2003Testing PPP Hypothesis In Major Asean Economies: Does Data Generating Process Matter? In: Capital Markets Review.
[Full Text][Citation analysis]		article0
2008Testing nonlinear convergence in Malaysia,1965-2003 In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2005Purchasing power parity in Asian economies: further evidence from rank tests for cointegration In: MPRA Paper.
[Full Text][Citation analysis]		paper9
2009Purchasing power parity in Asian economies: further evidence from rank tests for cointegration.(2009) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2015Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2005Statistical Inadequacy of GARCH Models for Asian Stock Markets In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article7
2009The Weak-form Efficiency of Chinese Stock Markets In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article13
2009Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2009Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2009On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2012The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2007Nonlinear mean reversion in stock prices: evidence from Asian markets In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article8
2008Sectoral impact of shocks: empirical evidence from the Malaysian stock market In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article1
2009Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests In: Applied Financial Economics.
[Full Text][Citation analysis]		article8
2013Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests In: Applied Economics.
[Full Text][Citation analysis]		article41
2003The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies In: Applied Economics.
[Full Text][Citation analysis]		article31
2009Foreign direct investment, financial development, and economic growth: the case of Malaysia In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]		article17
2016Stock Market Liberalisation and Cost of Equity: Firm-Level Evidence from Malaysia In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
[Full Text][Citation analysis]		article1
2003ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS In: Finance.
[Full Text][Citation analysis]		paper0
2003GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysias Stock Market In: Finance.
[Full Text][Citation analysis]		paper0
2003Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets In: Finance.
[Full Text][Citation analysis]		paper0
2003Testing for Non-Linearity in ASEAN Financial Markets In: Finance.
[Full Text][Citation analysis]		paper1
2003International Diversification Benefits in ASEAN Stock Markets: a Revisit In: Finance.
[Full Text][Citation analysis]		paper3
2003Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange In: Finance.
[Full Text][Citation analysis]		paper0
2003Exchange Rates Forecasting Model: An Alternative Estimation Procedure In: International Finance.
[Full Text][Citation analysis]		paper0
2004On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity In: International Finance.
[Full Text][Citation analysis]		paper1
2004On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity.(2004) In: International Trade.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2004ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY.(2004) In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2003Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia In: International Finance.
[Full Text][Citation analysis]		paper0
2003Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia.(2003) In: International Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2004On Singaporean Dollar and Purchasing Power Parity In: International Finance.
[Full Text][Citation analysis]		paper0
2004On Singaporean Dollar and Purchasing Power Parity.(2004) In: International Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2003Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries In: International Trade.
[Full Text][Citation analysis]		paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team