Kian-Ping Lim : Citation Profile


Are you Kian-Ping Lim?

Universiti Malaya

12

H index

12

i10 index

570

Citations

RESEARCH PRODUCTION:

45

Articles

19

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 33
   Journals where Kian-Ping Lim has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 20 (3.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli579
   Updated: 2020-08-01    RAS profile: 2020-06-28    
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Relations with other researchers


Works with:

Hooy, Chee-Wooi (5)

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

Is cited by:

Liew, Venus (22)

Darné, Olivier (21)

Todea, Alexandru (21)

Kim, Jae (20)

Sensoy, Ahmet (12)

HIREMATH, GOURISHANKAR (10)

Şensoy, Ahmet (10)

Noda, Akihiko (8)

Tabak, Benjamin (7)

Wong, Wing-Keung (7)

GUPTA, RANGAN (7)

Cites to:

Taylor, Mark (25)

Liew, Venus (20)

shin, yongcheol (19)

Hinich, Melvin (19)

CHONG, Terence Tai Leung (16)

Subrahmanyam, Avanidhar (15)

Barkoulas, John (14)

Baharumshah, Ahmad Zubaidi (14)

snell, andy (13)

Barnett, William (13)

Bekaert, Geert (13)

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
Applied Financial Economics Letters2
International Review of Financial Analysis2

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 (2020 and 2019)


YearTitle of citing document
2019Selection mechanisms affect volatility in evolving markets. (2019). Dewhurst, David Rushing ; Arnold, Michael Vincent ; van Oort, Colin Michael. In: Papers. RePEc:arx:papers:1812.05657.

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2020Measuring 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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2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Papers. RePEc:arx:papers:2002.10385.

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2017The Impact of the GFC on Sectoral Market Efficiency: Non-linear Testing for the Case of Australia. (2017). Mavromaras, Kostas ; Varua, Maria Estela ; Spong, Heath ; Deo, Neha. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i::p:38-56.

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2019A simple return generating model in discrete time; implications for market efficiency testing. (2019). Milionis, Alexandros E. In: Working Papers. RePEc:bog:wpaper:259.

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2019Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests. (2019). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold. In: Working Papers in Economics. RePEc:cbt:econwp:19/16.

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2017Market maker competition and price efficiency: Evidence from China. (2017). Zhang, Wei ; Feng, XU ; Huang, Ke. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:121-131.

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2019Testing the white noise hypothesis of stock returns. (2019). Hill, Jonathan B ; Motegi, Kaiji. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:231-242.

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2019Per capita output convergence across Asian countries: Evidence from covariate unit root test with an endogenous structural break. (2019). Matsuki, Takashi. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:99-118.

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2017A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises. (2017). Wong, Wing-Keung ; McAleer, Michael ; Guo, Xu ; Zhu, Lixing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:346-358.

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2019Do stock markets lead or lag macroeconomic variables? Evidence from select European countries. (2019). Camilleri, Silvio ; Bai, YE ; Scicluna, Nicolanne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:170-186.

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2019Foreigners at the gate? Foreign investor trading and the disposition effect of domestic individual investors. (2019). Jimmy, Ji Yeol ; Jeong, Seong Hoon ; Park, Keun Woo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:165-180.

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2019An information theory perspective on the informational efficiency of gold price. (2019). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Sorrosal-Forradellas, Teresa M ; Font-Ferrer, Alejandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534.

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2019How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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2019To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

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2017Is the profitability of Indian stocks compensation for risks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:47-64.

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2017Dynamic cross-autocorrelation in stock returns. (2017). Kinnunen, Jyri. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:162-173.

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2019Testing the oil price efficiency using various measures of long-range dependence. (2019). Tiwari, Aviral ; Roubaud, David ; Pathak, Rajesh. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303421.

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2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:88-93.

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2019A simple but powerful measure of market efficiency. (2019). Leirvik, Thomas ; le Tran, VU. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:141-151.

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2019Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices. (2019). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:60-68.

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2019An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China. (2019). Shen, Dehua ; Li, Xiao ; Meng, Yongqiang ; Xiong, Xiong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307785.

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2019Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116.

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2019Structural instability and predictability. (2019). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300150.

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2018Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647.

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2018Market efficiency of Baltic stock markets: A fractional integration approach. (2018). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Shittu, Olanrewaju I. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262.

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2018A generative model for the collective attention of the Chinese stock market investors. (2018). Liu, Jian-Guo ; Yu, Chang-Rui ; Yang, Zhen-Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1175-1182.

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2019Does the monetary policy influenced cross-correlations on the main world stocks markets? Power Law Classification Scheme analysis. (2019). Trela, Zenon ; Tadla, Adrian ; Mikiewicz, Janusz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:72-81.

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2019Multifractal characterization of Brazilian market sectors. (2019). , Paulo ; Stosic, Darko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:956-964.

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2019Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent. (2019). Lai, Yongzeng ; Yan, Lizhao ; Yang, Xianglin ; Cheng, Cheng ; Liu, Jian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119311720.

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2020Testing the efficient market hypothesis in Latin American stock markets. (2020). Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Ramos-Requena, J P ; Balladares, K A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931739x.

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2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437120301503.

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2019Comparing relative valuation efficiency between two stock markets. (2019). Chang, Yu-Wei ; Yi, Ronghua ; Chen, Jun ; Xing, Wen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:159-167.

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2019The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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2019Do bitcoins follow a random walk model?. (2019). Aggarwal, Divya. In: Research in Economics. RePEc:eee:reecon:v:73:y:2019:i:1:p:15-22.

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2017Green energy companies: Stock performance and IPO returns. (2017). Tanda, Alessandra ; Anderloni, Luisa . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:546-552.

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2017Speculative bubbles in emerging stock markets and macroeconomic factors: A new empirical evidence for Asia and Latin America. (2017). Ngoc, Thi Bich. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:454-467.

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2018Do trade and financial openness matter for financial development? Bank-level evidence from emerging market economies. (2018). Ashraf, Badar Nadeem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:434-458.

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2019From efficient markets to adaptive markets: Evidence from the French stock exchange. (2019). Boya, Christophe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:156-165.

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2020Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets. (2020). Mishra, Sibanjan ; Mohanty, Sunil K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918308109.

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2020Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047.

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2019Regional Economic Convergence and Spatial Spillovers in Turkey. (2019). Dogan, Tayyar ; Kndap, Ahmet. In: International Econometric Review (IER). RePEc:erh:journl:v:11:y:2019:i:1:p:1-23.

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2019Adaptive Market Hypothesis. (2019). Ergun, Zeliha Can ; Taskin, Dilvin F ; Mandaci, Pinar Evrim . In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:vii:y:2019:i:4:p:84-101.

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2018Buy and Hold in the New Age of Stock Market Volatility: A Story about ETFs. (2018). Sanderson, Rohnn ; Lumpkin-Sowers, Nancy L. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:79-:d:168057.

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2017Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310.

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2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

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2019Adaptive Market Hypothesis: Evidence from the Vietnamese Stock Market. (2019). Quang, Hung Pham ; Tran, Dzung Phan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:81-:d:229435.

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2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp1:p:1-26.

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2019UNDERSTANDING ASIAN EMERGING STOCK MARKETS. (2019). Aun, Syed ; Haroon, Omair ; Arshad, Shaista. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp4:p:1-16.

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2018Urban Economic Openness and IPO Underpricing. (2018). Milcheva, Stanimira ; Zheng, Chen ; Marcato, Gianluca. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:3:d:10.1007_s11146-017-9613-4.

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2019Testing the Monthly Calendar Anomaly of Stock Returns in Pakistan: A Stochastic Dominance Approach. (2019). Kausar, Saba ; Rashid, Abdul. In: The Pakistan Development Review. RePEc:pid:journl:v:58:y:2019:i:1:p:83-104.

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2017Residual-based diagnostic tests for noninvertible ARMA models. (2017). Nyholm, Juho. In: MPRA Paper. RePEc:pra:mprapa:81033.

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2019Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration. (2019). YAYA, OLAOLUWA ; Mudida, Robert ; Ogbonna, Ephraim A. In: MPRA Paper. RePEc:pra:mprapa:91450.

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2019Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries. (2019). Camilleri, Silvio ; Ye, Bai ; Nicolanne, Scicluna. In: MPRA Paper. RePEc:pra:mprapa:95299.

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2017Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data. (2017). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Working Papers. RePEc:pre:wpaper:201771.

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2019Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Sheng, Xin ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201952.

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2018How much information is incorporated in financial asset prices? Experimental Evidence. (2018). Siemroth, Christoph ; Page, Lionel. In: QuBE Working Papers. RePEc:qut:qubewp:wp054.

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2019Informational 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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2019Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS. (2019). Rao, Prabhakar ; Kiran, Siva. In: Romanian Economic Journal. RePEc:rej:journl:v:22:y:2019:i:72:p:60-77.

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2019The Stock Market between Classical and Behavioral Hypotheses: An Empirical Investigation of the Warsaw Stock Exchange. (2019). Bahlouli, Robabeh ; Sarkandiz, Mostafa Raeisi. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:2:p:67-88.

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2018Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective. (2018). Madhavan, Vinodh ; Ray, Partha. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0076-5.

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2017How predictable are precious metal returns?. (2017). Urquhart, Andrew. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

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2019Does the World Bank Move Markets?. (2019). Kilby, Christopher ; Kersting, Erasmus. In: Villanova School of Business Department of Economics and Statistics Working Paper Series. RePEc:vil:papers:42.

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2019Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests. (2019). Levent, Erdas Mehmet. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:19:y:2019:i:4:p:399-428:n:8.

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2020On the directional predictability of equity premium using machine learning techniques. (2020). Iworiso, Jonathan ; Vrontos, Spyridon. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:3:p:449-469.

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2019Market openness and market quality in gold markets. (2019). Zhang, Dong ; Xu, Caihong . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:384-401.

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2019Lets Call it Quits: Break‐Even Effects in the Decision to Stop Taking Risks. (2019). , Johnnie ; Sung, Mingchien ; Ma, Tiejun ; PEter, . In: Risk Analysis. RePEc:wly:riskan:v:39:y:2019:i:7:p:1560-1581.

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2019Market efficiency in the emerging and frontier markets of the MENA countries. (2019). Derbali, Abdelkader. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:03:n:s2424786319500300.

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2019The Effects of Relative Strength of USD and Overnight Policy Rate on Performance of Malaysian Stock Market – Evidence from 1980 through 2015. (2019). Zainudin, Zalina ; Hiung, Eddy Tat ; Abdul, Abdul Razak. In: Contemporary Economics. RePEc:wyz:journl:id:569.

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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.
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article83
2013NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS In: Manchester School.
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article8
2010WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS In: Macroeconomic Dynamics.
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article12
2005Cross-temporal universality of non-linear dependencies in Asian stock markets In: Economics Bulletin.
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article4
2005Income Divergence? Evidence of Non-linearity in the East Asian Economies In: Economics Bulletin.
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article8
2005Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia In: Economics Bulletin.
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article1
2005Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge? In: Economics Bulletin.
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article5
2005Non-linear Market Behavior: Events Detection in the Malaysian Stock Market In: Economics Bulletin.
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article5
2009Is There Any International Diversification Benefits in ASEAN Stock Markets? In: Economics Bulletin.
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article0
2010The delay of stock price adjustment to information: A country-level analysis In: Economics Bulletin.
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article1
2017Effect of Geographical Diversification on Informational Efficiency in Malaysia In: Economics Bulletin.
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article0
2011Trade openness and the informational efficiency of emerging stock markets In: Economic Modelling.
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article18
2016Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity In: The North American Journal of Economics and Finance.
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article4
2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market? In: The North American Journal of Economics and Finance.
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article4
2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership In: The North American Journal of Economics and Finance.
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2008Time series test of nonlinear convergence and transitional dynamics In: Economics Letters.
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article26
2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance.
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article91
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
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article85
2020Does proprietary day trading provide liquidity at a cost to investors? In: International Review of Financial Analysis.
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2008Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets In: Journal of International Financial Markets, Institutions and Money.
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2013Is market integration associated with informational efficiency of stock markets? In: Journal of Policy Modeling.
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article13
2007Ranking market efficiency for stock markets: A nonlinear perspective In: Physica A: Statistical Mechanics and its Applications.
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article41
2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks In: Research in International Business and Finance.
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2008Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis In: Studies in Economics and Finance.
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article3
2006NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES In: The IUP Journal of Applied Economics.
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article0
2006TESTING LONG-RUN NEUTRALITY OF MONEY: EVIDENCE FROM MALAYSIAN STOCK MARKET In: The IUP Journal of Applied Economics.
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article4
2006Testing long-run neutrality of money: evidence from Malaysian stock market.(2006) In: MPRA Paper.
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2007Foreign Direct Investment in Malaysia: An Economic Analysis In: The IUP Journal of Applied Economics.
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article2
2008Linearity and Stationarity of South Asian Real Exchange Rates In: The IUP Journal of Applied Economics.
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article1
2006Linearity and stationarity of South Asian real exchange rates.(2006) In: MPRA Paper.
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2003The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model In: Economics and Finance in Indonesia.
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2003Testing PPP Hypothesis In Major Asean Economies: Does Data Generating Process Matter? In: Capital Markets Review.
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article0
2008Testing nonlinear convergence in Malaysia,1965-2003 In: MPRA Paper.
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2005Purchasing power parity in Asian economies: further evidence from rank tests for cointegration In: MPRA Paper.
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2009Purchasing power parity in Asian economies: further evidence from rank tests for cointegration.(2009) In: Applied Economics Letters.
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2015Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels In: MPRA Paper.
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