Kian-Ping Lim : Citation Profile

Are you Kian-Ping Lim?

Universiti Malaya

13

H index

20

i10 index

895

Citations

RESEARCH PRODUCTION:

49

Articles

19

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 42
   Journals where Kian-Ping Lim has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 24 (2.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli579
   Updated: 2024-12-03    RAS profile: 2024-09-12    
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Relations with other researchers

Works with:

Goh, Kim-Leng (4)

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)

Kim, Jae (22)

Darné, Olivier (21)

Liew, Venus (21)

Noda, Akihiko (18)

Sensoy, Ahmet (16)

Åžensoy, Ahmet (13)

HIREMATH, GOURISHANKAR (11)

Tabak, Benjamin (11)

GUPTA, RANGAN (9)

Tiwari, Aviral (9)

Cites to:

Taylor, Mark (29)

Subrahmanyam, Avanidhar (23)

Shleifer, Andrei (23)

shin, yongcheol (18)

Liew, Venus (17)

Harvey, Campbell (17)

Barnett, William (17)

Bekaert, Geert (17)

Barkoulas, John (16)

Amihud, Yakov (16)

Peel, David (15)

Main data

Where Kian-Ping Lim has published?

Journals with more than one article published# docs
Economics Bulletin8
Applied Economics Letters6
The IUP Journal of Applied Economics4
The North American Journal of Economics and Finance3
International Review of Financial Analysis2
Journal of Emerging Market Finance2
Applied Economics2
Applied Financial Economics Letters2

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 (2024 and 2023)

YearTitle of citing document
2024Twitter 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.

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2024Measuring 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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2023A spectral approach to stock market performance. (2023). Escañuela Romana, Ignacio ; Nieves, Clara Escanuela. In: Papers. RePEc:arx:papers:2305.05762.

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2024On 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.

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2023Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125.

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2023.

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2023Messages in online stock forums and stock price synchronicity: Evidence from China. (2023). Zhang, Yizhou ; Shan, Yaowen ; Lu, Meiting ; Cao, Yuqiang ; Huang, Can. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:3011-3041.

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2023COVID-19 and stock liquidity: Evidence from top 30 Kuala Lumpur composite index. (2023). Bakri, Mohd Ashari ; chee -Jiun, Ricky. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00369.

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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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2023Institutional determinants of households’ financial investment behaviour across European countries. (2023). Andrieș, Alin Marius ; Sprincean, Nicu ; Plopeanu, Aurelian-Petru. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:300-325.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2024Evolving 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.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Investor climate sentiment and financial markets. (2023). Santi, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000066.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2024Recession-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.

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2023Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725.

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2023Does price limit reduce stock price volatility on the limit up and down day?. (2023). Peng, Huan ; Zhou, Chaobo ; Jin, Shaorong. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006748.

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2024Return 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.

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2024Evolution 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.

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2024Political 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.

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2023Dark premonitions: Pre-bankruptcy investor attention and behavior. (2023). Mollenhoff, Steffen ; Lohmann, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s037842662300078x.

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2023Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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2023On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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2023Vulnerability of sustainable markets to fossil energy shocks. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad ; Li, Yiying. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005901.

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2023Financial openness and financial market development. (2023). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000014.

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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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2024Insights 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.

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2024NFTs 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.

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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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2023Disentangling the impact of economic and health crises on financial markets. (2023). Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Maria-Teresa ; Fabregat-Aibar, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000545.

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2024Over-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.

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2023The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5.

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2023Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm. (2023). , Ahmed. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10293-z.

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2023Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates. (2023). Sibbertsen, Philipp ; Afzal, Alia. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09686-2.

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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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2023The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2.

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2023The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons. (2023). Bonga-Bonga, Lumengo ; Tshikalange, Mulanga. In: MPRA Paper. RePEc:pra:mprapa:118401.

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2023Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics. (2023). Babangida, Jamilu Said. In: Applied Econometrics. RePEc:ris:apltrx:0483.

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2023Exchange Rate Changes and the J-curve Effect: Asymmetric Evidence from a Panel of Five Emerging Market Economies. (2023). Bhat, Sajad Ahmad ; Yasmin, Effat ; Parray, Waseem Ahmad. In: Foreign Trade Review. RePEc:sae:fortra:v:58:y:2023:i:4:p:524-543.

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2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. (2023). Gungor, Selim ; Erer, Elif. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00484-4.

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2023Using social presence theory to predict online consumer engagement in the emerging markets. (2023). Prempeh, Kwadwo Boateng ; Owusu-Prempeh, Vida ; Agyekum, Ofosu ; Yeboah, Abraham. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00250-z.

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2023Prediction of stock price growth for novel greedy heuristic optimized multi-instances quantitative (NGHOMQ). (2023). Mohan, Krishna A ; Srinnivas, K ; Polamuri, Subba Rao. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:14:y:2023:i:1:d:10.1007_s13198-022-01801-3.

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2023Non-linear structures, chaos, and bubbles in U.S. regional housing markets. (2023). Bui, Thuy ; Emekter, Riza ; Jirasakuldech, Benjamas. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09598-4.

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2024Informational 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.

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2024Does 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.

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2023Gambling for recovery? Exploring the riskiness of European insurers assets during the Covid-19 crisis 2020. (2023). Beyer, Marcel. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4623.

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Kian-Ping Lim is editor of

Journal
Malaysian Journal of Economic Studies

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]		article170
2013NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS In: Manchester School.
[Full Text][Citation analysis]		article10
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]		article5
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]		article3
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]		article11
2011Trade openness and the informational efficiency of emerging stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article28
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]		article12
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]		article11
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]		article7
2008Time series test of nonlinear convergence and transitional dynamics In: Economics Letters.
[Full Text][Citation analysis]		article33
2020More shareholders, higher liquidity? Evidence from an emerging stock market In: Emerging Markets Review.
[Full Text][Citation analysis]		article2
2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article146
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]		article2
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]		article30
2013Is market integration associated with informational efficiency of stock markets? In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article21
2007Ranking market efficiency for stock markets: A nonlinear perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article60
2022The dynamics and determinants of liquidity connectedness across financial asset markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article5
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 nother 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 nother 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]		paper11
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 nother version. Agregated cites: 11		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]		article6
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]		article4
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]		article3
2012The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2024Shareholding sizes and stock price informativeness In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2009Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2013Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests In: Applied Economics.
[Full Text][Citation analysis]		article45
2003The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies In: Applied Economics.
[Full Text][Citation analysis]		article32
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
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
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]		paper2
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 nother 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 nother 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 nother 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 nother version. Agregated cites: 0		paper
2003Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries In: International Trade.
[Full Text][Citation analysis]		paper10

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