ARTICLE IN ACADEMIC JOURNALS
NO | DETAILS OF ARTICLE IN ACADEMIC JOURNALS |
---|---|
1. |
Firm location, investor recognition, and the liquidity of Chinese publicly listed SMEs
2023
Author(s) : Lim Kian Ping Source : BORSA ISTANBUL REVIEW DOI : 10.1016/j.bir.2022.11.002 |
2. |
Going digital: do actions speak louder than words?
2023
Author(s) : Lim Kian Ping Source : APPLIED ECONOMICS LETTERS DOI : 10.1080/13504851.2023.2259594 |
3. |
Shareholding sizes and stock price informativeness
2022
Author(s) : Goh Kim Leng,Lim Kian Ping Source : APPLIED ECONOMICS LETTERS DOI : 10.1080/13504851.2022.2156464 |
4. |
The dynamics and determinants of liquidity connectedness across financial asset markets
2022
Author(s) : Goh Kim Leng,Lim Kian Ping Source : INTERNATIONAL REVIEW OF ECONOMICS & FINANCE DOI : 10.1016/j.iref.2021.10.003 |
5. |
Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership
2020
Author(s) : Lim Kian Ping Source : NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE DOI : 10.1016/j.najef.2020.101169 |
6. |
More shareholders, higher liquidity? Evidence from an emerging stock market
2020
Author(s) : Goh Kim Leng,Lim Kian Ping Source : EMERGING MARKETS REVIEW DOI : 10.1016/j.ememar.2020.100696 |
7. |
Does proprietary day trading provide liquidity at a cost to investors?
2020
Author(s) : Goh Kim Leng,Lim Kian Ping Source : INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS DOI : 10.1016/j.irfa.2020.101455 |
8. |
Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?
2018
Author(s) : Goh Kim Leng,Lim Kian Ping Source : NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE DOI : 10.1016/j.najef.2018.02.007 |
9. |
Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks
2017
Author(s) : Lim Kian Ping Source : RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE DOI : 10.1016/j.ribaf.2017.04.019 |
10. |
Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity
2016
Author(s) : Lim Kian Ping Source : NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE DOI : 10.1016/j.najef.2015.11.003 |
11. |
STOCK MARKET LIBERALISATION AND COST OF EQUITY: FIRM-LEVEL EVIDENCE FROM MALAYSIA
2016
Author(s) : Lim Kian Ping Source : ASIAN ACADEMY OF MANAGEMENT JOURNAL OF ACCOUNTING AND FINANCE DOI : 10.21315/aamjaf2016.12.S1.2 |
12. |
Is market integration associated with informational efficiency of stock markets?
2013
Author(s) : Lim Kian Ping Source : JOURNAL OF POLICY MODELING DOI : 10.1016/j.jpolmod.2012.09.002 |
13. |
NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS*
2013
Author(s) : Lim Kian Ping Source : MANCHESTER SCHOOL DOI : 10.1111/j.1467-9957.2012.02303.x |
14. |
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests
2013
Author(s) : Lim Kian Ping Source : APPLIED ECONOMICS DOI : 10.1080/00036846.2011.613782 |
15. |
The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test
2012
Author(s) : Lim Kian Ping Source : APPLIED ECONOMICS LETTERS DOI : 10.1080/13504851.2011.607123 |
16. |
Trade openness and the informational efficiency of emerging stock markets
2011
Author(s) : Lim Kian Ping Source : ECONOMIC MODELLING DOI : 10.1016/j.econmod.2011.06.004 |
17. |
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long US data
2011
Author(s) : Lim Kian Ping Source : JOURNAL OF EMPIRICAL FINANCE DOI : 10.1016/j.jempfin.2011.08.002 |
18. |
THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE
2011
Author(s) : Lim Kian Ping Source : JOURNAL OF ECONOMIC SURVEYS DOI : 10.1111/j.1467-6419.2009.00611.x |
19. |
WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS
2010
Author(s) : Lim Kian Ping Source : MACROECONOMIC DYNAMICS DOI : 10.1017/S1365100509090397 |
20. |
Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic
2009
Author(s) : Lim Kian Ping Source : CHAOS SOLITONS & FRACTALS DOI : 10.1016/j.chaos.2007.09.001 |
21. |
Is there any international diversification benefits in ASEAN stock markets?
2009
Author(s) : Lim Kian Ping Source : Economics Bulletin |
22. |
Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests
2009
Author(s) : Lim Kian Ping Source : Applied Financial Economics |
23. |
The weak-form efficiency of Chinese stock markets: thin trading, nonlinearity and episodic serial dependencies
2009
Author(s) : Lim Kian Ping Source : Journal of Emerging Market Finance |
24. |
Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices
2009
Author(s) : Lim Kian Ping Source : APPLIED ECONOMICS LETTERS DOI : 10.1080/13504850601032032 |
25. |
On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note
2009
Author(s) : Lim Kian Ping Source : APPLIED ECONOMICS LETTERS DOI : 10.1080/13504850601032040 |
26. |
Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency
2009
Author(s) : Lim Kian Ping Source : APPLIED ECONOMICS LETTERS DOI : 10.1080/13504850701335350 |
27. |
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
2009
Author(s) : Lim Kian Ping Source : APPLIED ECONOMICS LETTERS DOI : 10.1080/13504850601032057 |
28. |
Sectoral impact of shocks: empirical evidence from the Malaysian stock market
2008
Author(s) : Lim Kian Ping Source : Applied Financial Economics Letters |
29. |
Financial crisis and stock market efficiency: empirical evidence from Asian countries
2008
Author(s) : Lim Kian Ping Source : International Review of Financial Analysis |
30. |
Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
2008
Author(s) : Lim Kian Ping Source : Journal of International Financial Markets, Institutions and Money |
31. |
Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis
2008
Author(s) : Lim Kian Ping Source : Studies in Economics and Finance |
32. |
Time series test of nonlinear convergence and transitional dynamics
2008
Author(s) : Lim Kian Ping Source : ECONOMICS LETTERS DOI : 10.1016/j.econlet.2008.02.025 |
33. |
Nonlinear mean reversion in stock prices: evidence from Asian markets
2007
Author(s) : Lim Kian Ping Source : Applied Financial Economics Letters |
34. |
Ranking market efficiency for stock markets: A nonlinear perspective
2007
Author(s) : Lim Kian Ping Source : PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS DOI : 10.1016/j.physa.2006.10.013 |
35. |
Income divergence? Evidence of non-linearity in the East Asian economies
2005
Author(s) : Lim Kian Ping Source : Economics Bulletin |
36. |
Exchange rate-relative price nonlinear cointegration relationship in Malaysia
2005
Author(s) : Lim Kian Ping Source : Economics Bulletin |
37. |
Cross-temporal universality of non-linear dependencies in Asian stock markets
2005
Author(s) : Lim Kian Ping Source : Economics Bulletin |
38. |
Income disparity between Japan and ASEAN-5 economies: converge, catching up or diverge?
2005
Author(s) : Lim Kian Ping Source : Economics Bulletin |
39. |
Statistical inadequacy of GARCH models for Asian stock markets: evidence and implications
2005
Author(s) : Lim Kian Ping Source : Journal of Emerging Market Finance |
40. |
Non-linear market behavior: events detection in the Malaysian stock market
2005
Author(s) : Lim Kian Ping Source : Economics Bulletin |
41. |
On Singapore dollar-U.S. dollar and the purchasing power parity
2004
Author(s) : Lim Kian Ping Source : Singapore Economic Review |
42. |
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
2003
Author(s) : Lim Kian Ping Source : Applied Economics |
BOOK
NO | DETAILS OF BOOK |
---|---|
1. |
Time Series Econometric Analysis: Selected Issues in ASEAN Economies
2006
Author(s) : Lim Kian Ping |
CHAPTER IN BOOK
NO | DETAILS OF CHAPTER IN BOOK |
---|---|
1. |
Are emerging stock markets less efficient? A survey of empirical literature
2009
Author(s) : Lim Kian Ping |
2. |
Cointegration tests of Purchasing Power Parity
2006
Author(s) : Lim Kian Ping |
3. |
Income convergence
2006
Author(s) : Lim Kian Ping |
4. |
Output and inflation
2006
Author(s) : Lim Kian Ping |
5. |
Forecasting stock markets returns
2006
Author(s) : Lim Kian Ping |
6. |
Diversification benefits in stock markets
2006
Author(s) : Lim Kian Ping |
7. |
Episodic non-linearity in financial markets
2006
Author(s) : Lim Kian Ping |
8. |
Exchange rate, real money and trade balance
2006
Author(s) : Lim Kian Ping |
9. |
Non-linearity in financial markets
2006
Author(s) : Lim Kian Ping |
10. |
Forecasting the exchange rates
2005
Author(s) : Lim Kian Ping |
11. |
Stock markets integration in ASEAN region
2003
Author(s) : Lim Kian Ping |
RESEARCH PROJECT
GRANT | PROGRESS | STATUS |
---|---|---|
Financial Openness And Economic Growth:establishing Threshold Conditions From The Policy Trilemma
Researcher(s) : Dr. Tang Tuck Cheong
(Bantuan Khas Penyelidikan (BKP Special)) |
|
end |
The Liquidity Of Malaysian Stocks: Measurements, Determinants And The Effect On Firm Value
Researcher(s) : Prof. Dr. Goh Kim Leng,Hooy Chee Wooi
(Fundamental Research Grant Scheme (FRGS)) |
|
end |
RESEARCH COLLABORATOR
GRANT | PROGRESS | STATUS |
---|---|---|
Constructing A Multidimensional Index For Digital Transformation Of Malaysian Companies
Researcher(s) : Associate Prof. Dr. Lim Kian Ping,Wong Tee Hao
(Fundamental Research Grant Scheme (FRGS)) |
|
new |
Time-Varying Global and Regional Stock Market Integration: Alternative Measure with Bayesian Dynamic Factor Analysis and Its Application
Researcher(s) : Associate Prof. Dr. Lim Kian Ping
(Bantuan Kecil Penyelidikan (BKP)) |
|
end |