13
H index
20
i10 index
913
Citations
Universiti Malaya | 13 H index 20 i10 index 913 Citations RESEARCH PRODUCTION: 49 Articles 19 Papers EDITOR: Series edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kian-Ping Lim. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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International Finance / University Library of Munich, Germany | 6 |
Finance / University Library of Munich, Germany | 6 |
MPRA Paper / University Library of Munich, Germany | 5 |
International Trade / University Library of Munich, Germany | 2 |
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2024 | Twitter sentiments and stock indices returns with reference to nifty energy indices of India. (2024). Selvam, Murugesan ; Santhoshkumar, Sakthivel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:125-136. Full description at Econpapers || Download paper |
2024 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper |
2024 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper |
2025 | How low-cost AI universal approximators reshape market efficiency. (2025). Morone, Flaviano ; Barucca, Paolo. In: Papers. RePEc:arx:papers:2501.07489. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | How does liberalization affect emerging stock markets? Theories and empirical evidence. (2024). Hoang, Bao Trung ; Mateus, Cesario. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:877-898. Full description at Econpapers || Download paper |
2024 | Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x. Full description at Econpapers || Download paper |
2024 | Recession-proof marketing? Unraveling the impact of advertising efficiency on stock volatility. (2024). Rasul, Tareq ; Al-Gamrh, Bakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400019x. Full description at Econpapers || Download paper |
2024 | What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015. Full description at Econpapers || Download paper |
2024 | Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392. Full description at Econpapers || Download paper |
2024 | Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677. Full description at Econpapers || Download paper |
2024 | Return prediction: A tree-based conditional sort approach with firm characteristics. (2024). Zhang, Yuan ; Wang, Nianling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011984. Full description at Econpapers || Download paper |
2024 | Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency. (2024). Geissel, S ; Bock, J. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001594. Full description at Econpapers || Download paper |
2024 | Exploring market efficiency levels: A powerful approach based on a gamma distribution. (2024). Hajizadeh, Ehsan ; Askari, Abolfazl. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400761x. Full description at Econpapers || Download paper |
2024 | Social media, investor‒firm interactions and informational efficiency of stock prices: Evidence from China. (2024). Shu, Jinhan. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010894. Full description at Econpapers || Download paper |
2024 | Political legitimacy and CSR reporting: Evidence from non-SOEs in China. (2024). Luo, Tianpei ; Jun, Aelee ; Song, Siwen ; Ma, Shiguang. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000140. Full description at Econpapers || Download paper |
2024 | A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954. Full description at Econpapers || Download paper |
2024 | Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280. Full description at Econpapers || Download paper |
2024 | NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151. Full description at Econpapers || Download paper |
2024 | Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | Enterprise risk management quality and firm value: Evidence from corporate reputation risk theory. (2025). Zainudin, Rozaimah ; Mahdzan, Nurul Shahnaz ; Oreshile, Sulaiman Ademola. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:1:d:10.1057_s41283-024-00153-5. Full description at Econpapers || Download paper |
2024 | Impact of the Local and the Global Crises on Stock Market Efficiency. (2024). Bhatia, Madhur. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:4:p:572-596. Full description at Econpapers || Download paper |
2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667. Full description at Econpapers || Download paper |
2024 | Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data. (2024). Ślepaczuk, Robert ; Stefaniuk, Filip. In: Working Papers. RePEc:war:wpaper:2024-27. Full description at Econpapers || Download paper |
2025 | Industrial robots and workers’ well-being in Europe. (2025). Bellani, Daniela ; Bogusz, Honorata. In: Working Papers. RePEc:war:wpaper:2025-01. Full description at Econpapers || Download paper |
2024 | Does environmental, social, and governance practice boost corporate human capital inflow in China? From the perspective of stakeholder response. (2024). Xin, Zihao ; Liu, Chang. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:3251-3273. Full description at Econpapers || Download paper |
Journal ![]() | ![]() |
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Malaysian Journal of Economic Studies |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2011 | THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE In: Journal of Economic Surveys. [Citation analysis] | article | 175 |
2013 | NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS In: Manchester School. [Full Text][Citation analysis] | article | 10 |
2010 | WHY 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] | article | 15 |
2005 | Cross-temporal universality of non-linear dependencies in Asian stock markets In: Economics Bulletin. [Full Text][Citation analysis] | article | 10 |
2005 | Income Divergence? Evidence of Non-linearity in the East Asian Economies In: Economics Bulletin. [Full Text][Citation analysis] | article | 9 |
2005 | Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2005 | Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge? In: Economics Bulletin. [Full Text][Citation analysis] | article | 7 |
2005 | Non-linear Market Behavior: Events Detection in the Malaysian Stock Market In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
2009 | Is There Any International Diversification Benefits in ASEAN Stock Markets? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2010 | The delay of stock price adjustment to information: A country-level analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
2017 | Effect of Geographical Diversification on Informational Efficiency in Malaysia In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2009 | Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 11 |
2011 | Trade openness and the informational efficiency of emerging stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 28 |
2016 | Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 13 |
2018 | Foreign 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] | article | 11 |
2020 | Liquidity 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] | article | 8 |
2008 | Time series test of nonlinear convergence and transitional dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 33 |
2020 | More shareholders, higher liquidity? Evidence from an emerging stock market In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
2011 | Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 150 |
2008 | Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 117 |
2020 | Does proprietary day trading provide liquidity at a cost to investors? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2008 | Nonlinear 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] | article | 31 |
2013 | Is market integration associated with informational efficiency of stock markets? In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 23 |
2007 | Ranking market efficiency for stock markets: A nonlinear perspective In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 60 |
2022 | The dynamics and determinants of liquidity connectedness across financial asset markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
2017 | Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
2008 | Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 8 |
2006 | NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES In: The IUP Journal of Applied Economics. [Citation analysis] | article | 1 |
2006 | TESTING LONG-RUN NEUTRALITY OF MONEY: EVIDENCE FROM MALAYSIAN STOCK MARKET In: The IUP Journal of Applied Economics. [Citation analysis] | article | 4 |
2006 | Testing long-run neutrality of money: evidence from Malaysian stock market.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2007 | Foreign Direct Investment in Malaysia: An Economic Analysis In: The IUP Journal of Applied Economics. [Citation analysis] | article | 2 |
2008 | Linearity and Stationarity of South Asian Real Exchange Rates In: The IUP Journal of Applied Economics. [Citation analysis] | article | 2 |
2006 | Linearity and stationarity of South Asian real exchange rates.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2003 | The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model In: Economics and Finance in Indonesia. [Full Text][Citation analysis] | article | 0 |
2003 | Testing PPP Hypothesis In Major Asean Economies: Does Data Generating Process Matter? In: Capital Markets Review. [Full Text][Citation analysis] | article | 0 |
2008 | Testing nonlinear convergence in Malaysia,1965-2003 In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2005 | Purchasing power parity in Asian economies: further evidence from rank tests for cointegration In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
2009 | Purchasing power parity in Asian economies: further evidence from rank tests for cointegration.(2009) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2015 | Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2005 | Statistical Inadequacy of GARCH Models for Asian Stock Markets In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 6 |
2009 | The Weak-form Efficiency of Chinese Stock Markets In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 13 |
2009 | Efficiency 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] | article | 0 |
2009 | Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2009 | On 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] | article | 3 |
2012 | The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
2024 | Shareholding sizes and stock price informativeness In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2009 | Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
2013 | Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests In: Applied Economics. [Full Text][Citation analysis] | article | 46 |
2003 | The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies In: Applied Economics. [Full Text][Citation analysis] | article | 32 |
2009 | Foreign direct investment, financial development, and economic growth: the case of Malaysia In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 17 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 0 | |
2016 | Stock 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] | article | 1 |
2003 | ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS In: Finance. [Full Text][Citation analysis] | paper | 0 |
2003 | GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysias Stock Market In: Finance. [Full Text][Citation analysis] | paper | 0 |
2003 | Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets In: Finance. [Full Text][Citation analysis] | paper | 0 |
2003 | Testing for Non-Linearity in ASEAN Financial Markets In: Finance. [Full Text][Citation analysis] | paper | 2 |
2003 | International Diversification Benefits in ASEAN Stock Markets: a Revisit In: Finance. [Full Text][Citation analysis] | paper | 3 |
2003 | Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange In: Finance. [Full Text][Citation analysis] | paper | 0 |
2003 | Exchange Rates Forecasting Model: An Alternative Estimation Procedure In: International Finance. [Full Text][Citation analysis] | paper | 0 |
2004 | On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity In: International Finance. [Full Text][Citation analysis] | paper | 1 |
2004 | On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity.(2004) In: International Trade. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2004 | ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY.(2004) In: The Singapore Economic Review (SER). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2003 | Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia In: International Finance. [Full Text][Citation analysis] | paper | 0 |
2003 | Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia.(2003) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | On Singaporean Dollar and Purchasing Power Parity In: International Finance. [Full Text][Citation analysis] | paper | 0 |
2004 | On Singaporean Dollar and Purchasing Power Parity.(2004) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries In: International Trade. [Full Text][Citation analysis] | paper | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team