Kian-Ping Lim : Citation Profile

Universiti Malaya

13

H index

20

i10 index

946

Citations

RESEARCH PRODUCTION:

50

Articles

19

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   22 years (2003 - 2025). See details.
   Cites by year: 43
   Journals where Kian-Ping Lim has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 24 (2.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli579
   Updated: 2025-07-05    RAS profile: 2025-07-04    
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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)

Liew, Venus (21)

Darné, Olivier (21)

Noda, Akihiko (18)

Urquhart, Andrew (17)

Sensoy, Ahmet (16)

Åžensoy, Ahmet (13)

HIREMATH, GOURISHANKAR (11)

Tabak, Benjamin (11)

Tiwari, Aviral (9)

Cites to:

Taylor, Mark (32)

Subrahmanyam, Avanidhar (23)

Shleifer, Andrei (23)

Liew, Venus (22)

shin, yongcheol (21)

Peel, David (19)

Barnett, William (17)

Harvey, Campbell (17)

Bekaert, Geert (17)

CHONG, Terence Tai Leung (17)

Barkoulas, John (17)

Main data

Where Kian-Ping Lim has published?

Journals with more than one article published# docs
Economics Bulletin8
Applied Economics Letters7
The IUP Journal of Applied Economics4
The North American Journal of Economics and Finance3
Applied Economics2
Journal of Emerging Market Finance2
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 (2025 and 2024)

YearTitle of citing document
2024Twitter sentiments and stock indices returns with reference to nifty energy indices of India. (2024). Santhoshkumar, Sakthivel ; Selvam, Murugesan. 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 and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2025Information Aggregation with Costly Information Acquisition. (2024). Mikhalishchev, Sergei ; Galanis, Spyros. In: Papers. RePEc:arx:papers:2406.07186.

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2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

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2025How low-cost AI universal approximators reshape market efficiency. (2025). Morone, Flaviano ; Barucca, Paolo. In: Papers. RePEc:arx:papers:2501.07489.

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2025Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data. (2025). Ślepaczuk, Robert ; Stefaniuk, Filip. In: Papers. RePEc:arx:papers:2503.18096.

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2025Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets. (2025). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2504.18960.

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2025Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?. (2025). Li, Weixian Waylon ; Kim, Hyeonjun ; Ma, Tiejun ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2505.07078.

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2024Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:807-829.

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2024How 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.

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2025Stock and corporate bond liquidity: When having the same issuer induces commonality. (2025). Mrquez-De, Elena ; Martnez-Caete, Ana R ; Nieto, Beln. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000245.

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2024Evolving efficiency of the BRICS markets. (2024). Kulikova, Maria V ; Yu, Gennady ; Taylor, David R. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

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2024How do stock markets in emerging economies respond to World Bank loan approvals?. (2024). Kilby, Christopher ; Kersting, Erasmus. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400102x.

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2025Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled ; Demir, Ender. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020.

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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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2024What 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.

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2024Forecasting 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.

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2024Does 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.

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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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2024Exploring 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.

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2024Social 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.

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2025Analyzing market efficiency: The role of business cycles, risk aversion, and Occam’s razor in the Adaptive Market Hypothesis. (2025). Hebaka, Viktor. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001059.

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2024Political legitimacy and CSR reporting: Evidence from non-SOEs in China. (2024). Luo, Tianpei ; Song, Siwen ; Ma, Shiguang ; Jun, Aelee. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000140.

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2024A 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.

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2024Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171.

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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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2024The impact of foreign institutional investors on the information content of Chinese stock prices. (2024). Yu, Meixia ; Xie, Jun ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005847.

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2024Stock price crash risk prediction based on high-low frequency dual-layer graph attention network. (2024). Hao, Zhicheng ; Zhao, Yukun ; Han, Muye. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006002.

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2025Wine market efficiency: Is glass half full or half empty?. (2025). Shynkevich, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000589.

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2025Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620.

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2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Li, Yueshan ; Chen, Shoudong ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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2024Does market microstructure affect time-varying efficiency? Evidence from emerging markets. (2024). Raza, Muhammad Wajid ; Said, Bahrawar ; Elshahat, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001405.

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2024Predictive Patterns and Market Efficiency: A Deep Learning Approach to Financial Time Series Forecasting. (2024). Radovanovi, Milan ; Zinovev, Vyacheslav ; Simeunovi, Ivana ; Radenkovi, Sonja D ; Vukovi, Darko B. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:19:p:3066-:d:1489402.

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2024Analytical Shortcuts to Multiple-Objective Portfolio Optimization: Investigating the Non-Negativeness of Portfolio Weight Vectors of Equality-Constraint-Only Models and Implications for Capital Asset Pricing Models. (2024). Zhang, Yushu ; Huang, Jianing ; Qi, Yue ; Wang, Yue. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3946-:d:1544301.

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2024Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test. (2024). USMAN, OJONUGWA ; PATA, Uğur ; Olasehinde-Williams, Godwin ; Ozkan, Oktay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09430-x.

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2024Non-linear Cointegration Test, Based on Record Counting Statistic. (2024). Blas, Clara Simn ; Santos-Martn, M T ; Sipols, Ana E ; Fellag, Hocine ; Atil, Lynda. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10520-1.

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2024Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10526-9.

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2025Enterprise 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.

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2024Are Intraday Returns Autocorrelated?. (2024). Li, Yufei ; Giraitis, Liudas ; Sucarrat, Genaro. In: Working Papers. RePEc:qmw:qmwecw:987.

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2024Boardroom Diversity and Whistleblowing Disclosure: Empirical Evidence from Malaysia’s Top 100 Publicly Listed Companies. (2024). Ahmad, Syahrul Ahmar ; Paino, Halil ; Sungip, Noraisah. In: Information Management and Business Review. RePEc:rnd:arimbr:v:16:y:2024:i:3:p:1104-1119.

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2024Quantifying Fiscal Multipliers in South Africa: A Structural Var Approach. (2024). Ngozo, Thando ; Ntshangase, Lwazi Senzo. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:16:y:2024:i:2:p:45-55.

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2024Impact 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.

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2024Measuring cryptocurrency moment convergence using distance analysis. (2024). Dao, Thong ; Su, Haozhe ; Cheah, Jeremy Eng-Tuck. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05573-2.

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2024Time-varying firm cash holding and economic policy uncertainty nexus: a quantile regression approach. (2024). Magerakis, Efstathios ; Gkillas, Konstantinos ; Galariotis, Emilios ; Floros, Christos ; Zopounidis, Constantin. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06176-1.

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2024A joint impulse response function for vector autoregressive models. (2024). Wiesen, Thomas ; Beaumont, Paul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02496-6.

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2024Stock liquidity, financial constraints, and innovation in Chinese SMEs. (2024). Liu, Wei ; Suzuki, Yoshihisa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00597-w.

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2024Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors. (2024). Vo, Duc Hong ; Nguyen, Hung Le-Phuc. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00602-2.

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2024Portfolio management under capital market frictions: a grey clustering approach. (2024). Tilica, Elena ; Dragotă, Victor ; Ttaru, Rzvan Ioan ; Delcea, Camelia. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00634-2.

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2025An automated adaptive trading system for enhanced performance of emerging market portfolios. (2025). Tudor, Cristiana ; Sova, Robert. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00754-3.

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2024Impacts of investors sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets. (2024). Naoui, Kamel ; Mensi, Walid ; Belhoula, Mohamed Malek. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01780-y.

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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Shi, Shimeng ; Zhai, Jia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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2025Industrial robots and workers’ well-being in Europe. (2025). Bellani, Daniela ; Bogusz, Honorata. In: Working Papers. RePEc:war:wpaper:2025-01.

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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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2024Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlunds GARCH‐based unit root test. (2024). YAYA, OLAOLUWA ; Vo, Xuan Vinh ; Adekoya, Oluwasegun B ; Saleh, Mamdouh Abdulaziz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:91-101.

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2024Tests of goods market integration between China and African BRI countries. (2024). Lee, Shu Kam ; Shum, Paul Kwokching ; Woo, Kai Yin. In: International Studies of Economics. RePEc:wly:intsec:v:19:y:2024:i:2:p:223-246.

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2025Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach. (2025). Banerjee, Sougata ; Aggarwal, Divya. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:339-355.

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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]		article180
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]		article16
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]		article29
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]		article14
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]		article9
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]		article3
2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article159
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article124
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]		article31
2013Is market integration associated with informational efficiency of stock markets? In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article23
2007Ranking market efficiency for stock markets: A nonlinear perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article61
2022The dynamics and determinants of liquidity connectedness across financial asset markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article9
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
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
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
2006Testing long-run neutrality of money: evidence from Malaysian stock market In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2006Linearity and stationarity of South Asian real exchange rates In: MPRA Paper.
[Full Text][Citation analysis]		paper0
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]		article6
2024Shareholding sizes and stock price informativeness In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2025Going digital: do actions speak louder than words? 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.
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2009Foreign direct investment, financial development, and economic growth: the case of Malaysia In: Macroeconomics and Finance in Emerging Market Economies.
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2007Nonlinear mean reversion in stock prices: evidence from Asian markets In: Applied Financial Economics Letters.
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2008Sectoral impact of shocks: empirical evidence from the Malaysian stock market In: Applied Financial Economics Letters.
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2016Stock Market Liberalisation and Cost of Equity: Firm-Level Evidence from Malaysia In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
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2003ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS In: Finance.
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2003International Diversification Benefits in ASEAN Stock Markets: a Revisit In: Finance.
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2003Exchange Rates Forecasting Model: An Alternative Estimation Procedure In: International Finance.
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2004On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity In: International Finance.
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2004On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity.(2004) In: International Trade.
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2004ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY.(2004) In: The Singapore Economic Review (SER).
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2003Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia In: International Finance.
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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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