Kian-Ping Lim : Citation Profile


Are you Kian-Ping Lim?

Universiti Malaya

11

H index

12

i10 index

660

Citations

RESEARCH PRODUCTION:

47

Articles

19

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 38
   Journals where Kian-Ping Lim has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 23 (3.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli579
   Updated: 2021-09-25    RAS profile: 2021-07-26    
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Relations with other researchers


Works with:

Hooy, Chee-Wooi (3)

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)

Åžensoy, Ahmet (10)

HIREMATH, GOURISHANKAR (10)

Noda, Akihiko (9)

GUPTA, RANGAN (9)

Wong, Wing-Keung (8)

Tabak, Benjamin (8)

Cites to:

Taylor, Mark (25)

Subrahmanyam, Avanidhar (22)

Liew, Venus (20)

Hinich, Melvin (19)

shin, yongcheol (19)

CHONG, Terence Tai Leung (16)

Shleifer, Andrei (15)

Barkoulas, John (15)

Amihud, Yakov (15)

Baharumshah, Ahmad Zubaidi (14)

Kapetanios, George (14)

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
International Review of Financial Analysis2
Applied Economics2
Journal of Emerging Market Finance2
Applied Financial Economics Letters2

Working Papers Series with more than one paper published# docs
Finance / University Library of Munich, Germany6
International 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 (2021 and 2020)


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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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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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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2020Time-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach. (2020). Ozkan, Oktay. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:2:p:101-113.

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2020Cashless Payments and Economic Growth: Evidence from Selected OECD Countries. (2020). Yip, Tien-Ming ; Lau, Wee-Yeap ; Wong, Teck-Lee. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:189-213.

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2020Are individual investors irrational or adaptive to market dynamics?. (2020). Chary, Venkata Narasimha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019300991.

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2020Value relevance of the new environmental enforcement regime in China. (2020). Zhang, Xiaodong ; Sam, Abdoul G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300171.

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2020State ownership and stock liquidity: Evidence from privatization. (2020). El Ghoul, Sadok ; Nash, Robert ; Guedhami, Omrane ; Chen, Ruiyuan ; Boubakri, Narjess. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302078.

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2020Foreign investors and stock price crash risk: Evidence from China. (2020). Tang, QI ; Huang, Zhi-Xiong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:210-223.

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2020Funding liquidity risk and the low-volatility anomaly: Evidence from the Taiwan stock market. (2020). Chen, Miao-Ling ; Wei, An-Pin ; Hsu, Ching-Chi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302419.

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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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2020A new measure for market efficiency and its application. (2020). Li, Haiqi ; Jiang, Jinjin. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930323x.

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2020Stock market oscillations during the corona crash: The role of fear and uncertainty. (2020). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320309818.

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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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2020Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. (2020). Wu, JunJie ; Nasir, Muhammad Ali ; Liu, Jia ; Thampanya, Natthinee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300779.

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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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2020Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns. (2020). Maydybura, Alina ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302284.

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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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2020Assessing the complex dynamics of entrepreneurial ecosystems: A nonstationary approach. (2020). Liening, Andreas ; Strunk, Guido ; Haarhaus, Tim. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:14:y:2020:i:c:s2352673420300500.

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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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2020Does herding behavior exist in the Mongolian stock market?. (2020). Wong, Wing-Keung ; Batmunkh, Munkh-Ulzii ; Vieito, Joo Paulo ; Choijil, Enkhbayar ; Espinosa-Mendez, Christian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301347.

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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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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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2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour. (2020). Krištoufek, Ladislav ; Nasir, Rana Muhammad ; Kayani, Ghulam Mujtaba ; Bouri, Elie ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s037843712030234x.

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2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50. (2020). Yu, Shang-Ru ; Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300078.

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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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2020How do stocks in BRICS co-move with real estate stocks?. (2020). YAYA, OLAOLUWA ; Gil-Alana, Luis ; coskun, yener ; Akinsomi, Omokolade. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:93-101.

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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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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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2020Does financial deepening attract foreign direct investment? Fresh evidence from panel threshold analysis. (2020). Liu, Haiyun ; Pervaiz, Khansa ; Hossain, Md Ismail ; Khan, Muhammad Asif ; Islam, Mollah Aminul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919300406.

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2020Does the tea market require a futures contract? Evidence from the Sri Lankan tea market. (2020). Biakowski, Jdrzej ; Perera, Devmali ; Bohl, Martin T. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300714.

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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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2020Does Trade Openness Affect Bank Risk-Taking Behavior? Evidence from BRICS Countries. (2020). Kaium, Md Abdul ; Ashraf, Badar Nadeem ; Begum, Munni ; Rahman, Mohammed Mizanur. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:3:p:75-:d:413428.

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

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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, Ctlin Valeriu ; Curmei-Semenescu, Andreea. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4112-:d:531584.

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2020A Descriptive Analysis of IPOs Post Listing Liquidity in Malaysia. (2020). Al-Jaifi, Hamdan Amer ; Mohd-Rashid, Rasidah ; Al-Masawa, Amal Mohammed. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:1:p:171-180.

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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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2020A Non-parametric Test and Predictive Model for Signed Path Dependence. (2020). Dias, Fabio S ; Peters, Gareth W. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09934-7.

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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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2020Testing the white noise hypothesis in high-frequency housing returns of the United States. (2020). GUPTA, RANGAN ; Tiwari, Aviral Kumar ; Sheng, Xin ; Cunado, Juncal. In: Economics and Business Letters. RePEc:ove:journl:aid:14521.

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2020Regional Convergence and Spatial Dependence across Subnational Regions of ASEAN: Evidence from Satellite Nighttime Light Data. (2020). Santos-Marquez, Felipe ; Mendez-Guerra, Carlos. In: MPRA Paper. RePEc:pra:mprapa:102510.

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2020Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:103175.

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2020Efficiency-Market Hypothesis: case of Tunisian and 6 ‎Asian stock markets ‎. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:103232.

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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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2020.

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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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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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2020Lagged country returns and international stock return predictability during business cycle recession periods. (2020). Li, Bin ; Wen, Yi-Chieh. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:46:p:5005-5019.

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2020Pitfalls in long memory research. (2020). , Chandrashekhar ; Madhavan, Vinodh ; Saha, Kunal ; McMillan, David ; Shekhar, Chandra. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1733280.

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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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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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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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2021Equity return predictability, its determinants, and profitable trading strategies. (2021). Uddin, Gazi ; Rahman, Md Lutfur ; Vigne, Samuel A ; Khan, Mahbub. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:162-186.

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2020Testing for efficiency in the Saudi stock market: does corporate governance change matter?. (2020). Dockery, Everton ; Saleh, Mamdouh Abdulaziz. In: EconStor Open Access Articles. RePEc:zbw:espost:225534.

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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.
[Citation analysis]
article110
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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article14
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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article6
2005Non-linear Market Behavior: Events Detection in the Malaysian Stock Market In: Economics Bulletin.
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article6
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
2009Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic In: Chaos, Solitons & Fractals.
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article1
2011Trade openness and the informational efficiency of emerging stock markets In: Economic Modelling.
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article21
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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article9
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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article7
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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article0
2008Time series test of nonlinear convergence and transitional dynamics In: Economics Letters.
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article27
2020More shareholders, higher liquidity? Evidence from an emerging stock market In: Emerging Markets Review.
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article1
2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance.
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article105
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
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article95
2020Does proprietary day trading provide liquidity at a cost to investors? In: International Review of Financial Analysis.
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article0
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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article26
2013Is market integration associated with informational efficiency of stock markets? In: Journal of Policy Modeling.
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article16
2007Ranking market efficiency for stock markets: A nonlinear perspective In: Physica A: Statistical Mechanics and its Applications.
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article45
2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks In: Research in International Business and Finance.
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article1
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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article1
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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article0
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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paper2
2005Purchasing power parity in Asian economies: further evidence from rank tests for cointegration In: MPRA Paper.
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paper9
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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paper0
2005Statistical Inadequacy of GARCH Models for Asian Stock Markets In: Journal of Emerging Market Finance.
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article7
2009The Weak-form Efficiency of Chinese Stock Markets In: Journal of Emerging Market Finance.
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article10
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.
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article0
2009Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices In: Applied Economics Letters.
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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.
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article1
2012The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test In: Applied Economics Letters.
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article5
2007Nonlinear mean reversion in stock prices: evidence from Asian markets In: Applied Financial Economics Letters.
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article8
2008Sectoral impact of shocks: empirical evidence from the Malaysian stock market In: Applied Financial Economics Letters.
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article1
2009Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests In: Applied Financial Economics.
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article7
2013Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests In: Applied Economics.
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article37
2003The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies In: Applied Economics.
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2003Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia.(2003) In: International Finance.
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2004On Singaporean Dollar and Purchasing Power Parity In: International Finance.
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2004On Singaporean Dollar and Purchasing Power Parity.(2004) In: International Finance.
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