Curriculum Vitae

PROF. DR. GOH KIM LENG

Honorary Professor
  • Department of Decision Science
    Faculty of Business and Economics
  • +603-79673608

BIOGRAPHY

Kim-Leng Goh is appointed as Honorary Professor at the Department of Economics and Applied Statistics, Faculty of Business and Economics, University of Malaya after his retirement from his professorial position at the same department. He received his degrees of Bachelor of Economics (Statistics) and Master of Economics from the University of Malaya, and PhD from Monash University (Australia). During his service, he held various academic administrative positions. He was the Deputy Dean of Higher Degree of FEA from September 2016-January 2018, and he held the same position from 2007-2012. He was the Head of Department of Applied Statistics, FEA from 2006-2007 and in 2020. From 2013-2016, he was appointed as the Deputy Director of the Global Planning & Strategy Centre under the Chancellery to assist the university in strategic planning and world university rankings. He served as the Editor of Malaysian Journal of Economic Studies (indexed in Scopus and ESCI) for about 20 years. He is an Advisor to the Capital Markets Review, and an editorial board member of the International Journal of Services, Economics and Management. He was also an editorial board member of the International Journal of Modelling in Operations Management. His areas of expertise include econometrics, financial econometrics, modeling and applied finance. He has published about 90 papers in refereed academic journals. He is currently supervising 5 PhD candidates, and more than 20 PhD candidates under his supervision have completed their studies.

 

AREAS OF EXPERTISE

  • ECONOMETRICS
  • APPLIED STATISTICS
  • APPLIED FINANCIAL ECONOMETRICS

ACADEMIC QUALIFICATION

  • PHD, (Ekonometrik)
    Monash University, Australia
  • MECON, (Ekonomi)
    Universiti Malaya (UM)
  • BEC, (Statistik)
    Universiti Malaya (UM)

ADMINISTRATIVE DUTIES

  • Head of Department
    01 Mar 2020 - 15 Jan 2021 (Applied Statistics, Faculty of Economics & Administration)
  • Deputy Dean of Higher Degree
    01 Aug 2016 - 28 Feb 2018 (Dean's Office, Faculty of Economics & Administration)
  • Deputy Director
    16 Jun 2016 - 30 Sep 2016 (Corporate Strategy Centre, Vice-Chancellor)
  • Deputy Director
    18 Jun 2013 - 15 Jun 2016 (Corporate Strategy Centre, Vice-Chancellor)
  • Deputy Dean of Higher Degree
    01 Jul 2011 - 30 Jun 2012 (Dean's Office, Faculty of Economics & Administration)
  • Deputy Dean of Higher Degree
    01 Sep 2009 - 30 Jun 2011 (Dean's Office, Faculty of Economics & Administration)
  • Acting Dean
    07 Jul 2010 - 10 Oct 2010 (Dean's Office, Faculty of Economics & Administration)
  • Deputy Dean of Higher Degree
    01 Sep 2007 - 31 Aug 2009 (Dean's Office, Faculty of Economics & Administration)
  • Head
    01 Sep 2006 - 31 Aug 2007 (Department of Applied Statistics, Faculty of Economics & Administration)
  • Head of Department
    01 Jun 2006 - 31 Aug 2006 (Department of Applied Statistics, Faculty of Economics & Administration)
  • Head of Department
    01 Apr 2006 - 31 May 2006 (Department of Applied Statistics, Faculty of Economics & Administration)

MEMBERSHIPS

  • ASSOCIATE EDITOR, OIL PALM INDUSTRY ECONOMIC JOURNAL, EDITORIAL BOARD
    2019 to 2022 (National)
  • EDITORIAL ADVISER-CAPITAL MARKETS REVIEW, EDITORIAL BOARD
    2015 to 2022 (National)
  • MEMBER, EDITORIAL BOARD, INTERNATIONAL JOURNAL OF SERVICES, ECONOMICS AND MANAGEMENT, EDITORIAL BOARD
    2012 to 2022 (International)
  • MEMBER OF EDITORIAL BOARD, INTERNATIONAL JOURNAL OF SERVICES, ECONOMICS AND MANAGEMENT, EDITORIAL BOARD
    2012 to 2022 (International)
  • ASSOCIATE MEMBER, MALAYSIAN CHINESE RESEARCH CENTRE, UM, MEMBER
    2021 to 2021 (University)
  • TRUSTEE, YAYASAN MEA , BOARD OF DIRECTORS
    2021 to 2021 (National)
  • EDITOR, MALAYSIAN JOURNAL OF ECONOMIC STUDIES, CHIEF EDITOR/ EDITOR IN CHIEF
    2000 to 2021 (National)

AWARD AND STEWARDSHIP

  • Anugerah Cemerlang University Malaya 2017 ? Excellent Lecturer Award (Social Science)
    University of Malaya, 2017 (University)
  • Best Paper Award
    7th International Borneo Business Conference, 2016 (International)
  • EXCELLENCE SERVICE AWARD
    University of Malaya, 2016 (University)
  • Best Paper Award (Finance & Accounting), 6th International Borneo Business Conference
    Universiti Malaysia Sarawak, 2014 (International)
  • CERTIFICATE OF EXCELLENT SERVICE
    University of Malaya, 2012 (University)
  • Best Paper Award, 14th Malaysian Finance Association Conference 2012, Penang, 1-3 June 2012.
    Malaysian Finance Association, 2012 (International)
  • Best Paper Award, Third International Conference on Information and Financial Engineering
    IEDRC, 2011 (International)
  • CERTIFICATE OF EXCELLENT SERVICE
    University of Malaya, 2010 (University)
  • EXCELLENCE SERVICE AWARD
    University of Malaya, 2009 (University)
  • Best Paper Award, Malaysian Finance Association 10th Annual Conference
    Malaysian Finance Association, 2008 (National)
  • KHIDMAT SETIA 20 AWARD
    , 2007
  • CERTIFICATE OF EXCELLENT SERVICE
    University of Malaya, 2007 (University)
  • CERTIFICATE OF EXCELLENT SERVICE
    University of Malaya, 2006 (University)
  • CERTIFICATE OF EXCELLENT SERVICE
    University of Malaya, 2004 (University)
  • EXCELLENCE SERVICE AWARD
    University of Malaya, 2003 (University)
  • CERTIFICATE OF EXCELLENT SERVICE
    University of Malaya, 2001 (University)

PUBLICATIONS

Article in Journal
WoS
  1. Liew, PX; Lim, KP; Goh, KL (2022). The dynamics and determinants of liquidity connectedness across financial asset markets, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. 77(), 341-358. doi:10.1016/j.iref.2021.10.003
  2. Ashraf, K., Ng, C. J., & Goh, K. L. (2021). Theories, models and frameworks in men's health studies: A scoping review. Journal of Mens Health, 17(2), 15-24. doi: 10.31083/jomh.2021.006
  3. Sia, B. K., Tey, N. P., Goh, K. L., & Ng, S. T. (2021). Productive engagement of older adults in China: A multilevel analysis. Geriatrics & Gerontology International, 21(12), 1138-1146. doi: 10.1111/ggi.14299
  4. Chia, Y. E., Lim, K. P., Goh, K. L. (2020). Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. North American Journal of Economics and Finance, 52, 26. doi: 10.1016/j.najef.2020.101169
  5. Chia, Y. E., Lim, K. P., & Goh, K. L. (2020). More shareholders, higher liquidity? Evidence from an emerging stock market. Emerging Markets Review, 44, 27. doi: 10.1016/j.ememar.2020.100696
  6. Ding, S. L., Goh, K. L. (2020). The impact of religion on language maintenance and shift. Language in Society, 49(1), 31-59. doi: 10.1017/s0047404519000642
  7. Liew, P. X., Lim, K. P., & Goh, K. L. (2020). Does proprietary day trading provide liquidity at a cost to investors? International Review of Financial Analysis, 68, 16. doi: 10.1016/j.irfa.2020.101455
  8. Ashraf, K., Ng, C. J., Teo, C. H., Goh, K. L. (2019). Population indices measuring health outcomes: A scoping review. Journal of Global Health, 9(1), 14. doi:10.7189/jogh.09.010405
  9. Ashraf, Khalid; Ng, Chirk Jenn; Teo, Chin Hai; Goh, Kim Leng (2019). Population indices measuring health outcomes: A scoping review, JOURNAL OF GLOBAL HEALTH. 9(1), . doi:10.7189/jogh.09.010405
  10. Ding, S. L., Wu, C. C., Goh, K. L. (2019). In quest of a new identity? Language variation in Sabah. Lingua, 227, 16. doi:10.1016/j.lingua.2019.06.004
  11. Lim, Z. W., Goh, K. L. (2019). Natural gas industry transformation in Peninsular Malaysia: The journey towards a liberalised market. Energy Policy, 128, 197-211. doi:10.1016/j.enpol.2018.12.049
  12. Ha, Junsheng; Tan, Pei-Pei; Goh, Kim-Leng (2018). Linear and nonlinear causal relationship between energy consumption and economic growth in China: New evidence based on wavelet analysis, PLOS ONE. 13(5), . doi:10.1371/journal.pone.0197785
  13. Liew, Ping-Xin; Lim, Kian-Ping; Goh, Kim-Leng (2018). Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE. 45(), 161-181. doi:10.1016/j.najef.2018.02.007
  14. Cheah, Yong Kang; Goh, Kim-Leng (2017). Blood glucose screening among elderly Malaysians: Who to target?, JOURNAL OF DIABETES. 9(1), 85-92. doi:10.1111/1753-0407.12388
  15. Cheah, Yong Kang; Goh, Kim-Leng (2017). Determinants of the demand for health screening in Malaysia: The case of the aged population, SOCIAL SCIENCE JOURNAL. 54(3), 305-313. doi:10.1016/j.soscij.2017.03.003
  16. Cheah, Yong Kang; Goh, Kim-Leng (2017). Response to Kawada: Factors affecting blood glucose screening in the elderly with special reference to physical activity, JOURNAL OF DIABETES. 9(9), 885-885. doi:10.1111/1753-0407.12568
  17. Suksonghong, K., Boonlong, K., Goh, K. L. (2014). Multi-objective genetic algorithms for solving portfolio optimization problems in the electricity market, International Journal of Electrical Power Energy Systems. 58(), 150-1590142-0615.
  18. Cheong, K. C., Goh, K. L. (2013). Hong Kong as charter city prototype - When concept meets reality, Cities. 35(), 100-103
  19. Kabir, M. A., Goh, K. L., Khan, M. H. (2013). A cross-country comparison of tobacco consumption among youths from selected South-Asian countries, Bmc Public Health. 13(), 11
  20. Kabir, M. A., Goh, K. L., Khan, M. M. H. (2013). Tobacco Consumption and Illegal Drug Use Among Bangladeshi Males: Association and Determinants, American Journal of Mens Health. 7(2), 128-137
  21. Kabir, M. A., Goh, K. L., Kamal, S. M. M., Khan, M. M. H. (2013). Tobacco Smoking and Its Association with Illicit Drug Use among Young Men Aged 15-24 Years Living in Urban Slums of Bangladesh, Plos One. 8(7), 11
  22. Wong, C. Y., Goh, K. L. (2012). The pathway of development: science and technology of NIEs and selected Asian emerging economies, Scientometrics. 92(3), 523-548
  23. Wong, C. Y., Goh, K. L. (2012). The sustainability of functionality development of science and technology: Papers and patents of emerging economies, Journal of Informetrics. 6(1), 55-65
  24. Wong, C. Y., Goh, K. L. (2010). Growth behavior of publications and patents: A comparative study on selected Asian economies, Journal of Informetrics. 4(4), 460-474
  25. Wong, C. Y., Goh, K. L. (2010). Modeling the behaviour of science and technology: self-propagating growth in the diffusion process, Scientometrics. 84(3), 669-686
  26. Tan, A. C. K., Goh, K. L. (2009). FINANCIAL DISINTERMEDIATION IN THE 1990s: IMPLICATIONS ON MONETARY POLICY IN MALAYSIA, Hitotsubashi Journal of Economics. 50(1), 1-27
  27. Wong, C. Y., Goh, K. L. (2009). Modeling the Dynamics of Science and Technology Diffusion of Selected Asian Countries Using a Logistic Growth Function, Asian Journal of Technology Innovation. 17(1), 75-100
  28. Goh, K. L., King, M. (2005). Pre-checking for non-monotonicity of the Wald statistic, Journal of Statistical Computation and Simulation. 75(9), 751-759
ESCI
  1. Suksonghong, Karoon; Goh, Kim-Leng (2023). Dynamic prolonged effects of crime on tourism demand for Thailand National Parks, COGENT SOCIAL SCIENCES. 9(1), . doi:10.1080/23311886.2023.2236360
  2. Cheah, Yong Kang; Goh, Kim-Leng; Adzis, Azira Abdul (2022). Malaysian household expenditure on tobacco: evidence from pooled cross-sectional quantile estimations, DRUGS HABITS AND SOCIAL POLICY. 23(1), 79-90. doi:10.1108/DHS-08-2021-0041
  3. Cheah, Y. K., Goh, K. L., & Adzis, A. A. (2021). Sociodemographic determinants of health care expenditure: micro level evidence of a fast-growing developing country. International Journal of Social Economics, 48(4), 640-656. doi: 10.1108/ijse-06-2020-0393
  4. Lai, W. C., & Goh, K. L. (2021). Dependence Structure Between Renminbi Movements and Volatility of Foreign Exchange Rate Returns. China Report, 57(1), 57-78. doi: 10.1177/0009445520984737
  5. Lim, Kok-tiong; Goh, Kim-leng; Kwek, Kian-teng (2021). The influence of sovereign credit ratings on sovereign credit default swaps: do splits matter?, ECONOMICS BULLETIN. 41(4), 2433-2444
  6. Goh, Kim-Leng; Tey, Nai-peng (2018). Personal income in Malaysia: distribution and differentials, ECONOMICS BULLETIN. 38(2), 973-+
  7. Lee, Stan Shun-Pinn; Goh, Kim-Leng (2016). REGIONAL AND INTERNATIONAL LINKAGES OF THE ASEAN-5 STOCK MARKETS: A MULTIVARIATE GARCH APPROACH, ASIAN ACADEMY OF MANAGEMENT JOURNAL OF ACCOUNTING AND FINANCE. 12(1), 49-71
Scopus
  1. Sam C.Y., McNown R., Goh S.K., Goh K.-L. (2023). Methodological problems in studies on the Taylor rule, Journal for Studies in Economics and Econometrics. (), . doi:10.1080/03796205.2023.2201473
  2. Lai W.-C., Goh K.-L. (2019). Impact of Chinese Yuan Devaluation on the Dependence Structure: The Archimedean Copula Approach, Review of Pacific Basin Financial Markets and Policies. 22(1), . doi:10.1142/S021909151950005X
  3. Lee, M. W., & Goh, K. L. (2019). Bond market development in Malaysia: Possible crowding-out from persistent fiscal deficits? Economics Bulletin, 39(3), 1798-1807.
  4. Tey N.P., Lai S.L., Ng S.T., Goh K.L., Osman A.F. (2019). Income inequality across states in Malaysia, Planning Malaysia. 17(2), 12-26. doi:10.21837/pmjournal.v17.i10.625
  5. Goh K.-L., Tey N.-P. (2018). Personal income in Malaysia: Distribution and differentials, Economics Bulletin. 38(2), 973-982
  6. Hooy C.-W., Goh K.-L., Cheong K.-C. (2018). Responses of ASEAN-5 to China stock market reforms, International Journal of China Studies. 9(1), 119-131
  7. Koutronas E., Yew S.-Y., Goh K.-L., Zakaria M.Z. (2017). Profit share labour arrangements in competitive markets, Institutions and Economies. 9(3), 73-116
  8. Hooy, C. W., Goh, K. L. (2010). Exposure to the world and trading-bloc risks: A multivariate capital asset pricing model, Research in International Business and Finance. 24(2), 206-22202755319
  9. Goh, K. L., Yong, S. L. (2007). Bank lending and monetary policy: The effects of structural shift in interest rates, Economics Bulletin. 5(5), Article
  10. Goh, K. L., Wong, Y. C., Kok, K. L. (2005). Financial crisis and intertemporal linkages across the ASEAN-5 stock markets, Review of Quantitative Finance and Accounting. 24(4), 359-377
Others
  1. Lim, K.-P., Goh, K.-L., Chong, C.-S. (2021). The effects of global commodity prices on ASEAN-5 stock markets, Rangsit Journal of Social Sciences and Humanities. 8(2), 96-108.
  2. Lee, M.W., Goh, K.L., & Yap, M. M.C. (2019). The Malaysian domestic bond market: growing into its rightful role. Capital Markets Review, 27(1), 34-52
  3. B.P. Lee and K.L. Goh, 2016. Omnipresence of Police and Military Joint Patrol: Effects on Crime and Safety, Journal of Public Security and Safety, 5(1): 57-78.
  4. Cheong, K-C., Wong, C-Y. and Goh, K-L. (2016), Technology Catch-up with Chinese Characteristics: What Can Southeast Asia Learn from China?,The RoundTable, 105, 6, 667-681
  5. E. Koutronas, S.Y. Yew, K.L Goh, 2016. Managing Pension Plan In An Aging Population The Dynamic Profit-Share Pension Model, International Journal of Management Studies, 23(2): 45-64.
  6. S. Nagaraj, K.H. Lee, K.L. Goh, N.P. Tey, 2016. Malaysian Adolescents Not in School: The Nexus of Education, Work and Gender , Malaysian Journal of Economic Studies, 53(1), 87-113
  7. Joanne Yen-Ei Kek & Kim-Leng Goh, 2015. Informational Content of Yield Spread: Predicting Economic Growth of Malaysia, Capital Markets Review.
  8. Kabir, M.A., Goh K.L., M.K.H. Khan, A.Q. Al-Amin, M.N. Azam. 2015. Safe Delivery Practices: Experience from Cross-sectional Data of Bangladeshi Women, Asia Pacific Journal of Public Health, , 27(2): NP1170- NP1181. DOI: 10.1177/1010539512437401
  9. M. A. Kabir, Kim-Leng Goh and M. M. H. Khan, 2015. Adolescent Tobacco Use and Its Determinants: Evidence from Global Youth Tobacco Survey, Bangladesh 2007, Asia-Pacific Journal of Public Health, 27(2): NP1578-NP1590. DOI: 10.1177/1010539512472357
  10. Wong, C.Y. and Kim-Leng Goh, 2015. Catch-up Models of Science and Technology: A Theorization of the Asian Experience from Bi-logistic Growth Trajectories, Technological Forecasting & Social Change, 95: 312- 327. DOI: 10.1177/1010539512437401
  11. M. A. Kabir, Kim-Leng Goh, 2014. Determinants of Tobacco Use among Students Aged 13-15 Years in Nepal and Sri Lanka: Results from Global Youth Tobacco Survey, 2007 Health Education Journal, 73(1), 51-61. DOI: 10.1177/0017896912469576
  12. Shyamala Nagaraj, Kim-Leng Goh, K.C. Cheongc, N.P. Tey & Rohana Jani, 2014. Gender Imbalance in Educational Attainment and Labour Market Dynamics: Evidence from Malaysia , Malaysian Journal of Economic Studies, 51 (Special Issue), 127-145.
  13. Cheong, K.C. and Kim-Leng Goh, 2013. Hong Kong as Charter City Prototype When Concept Meets Reality , Cities, 35, 100-103.
  14. Foong, S.S. and Kim-Leng Goh, 2013. Determinants of Cost of Equity of Malaysian Firms , International Journal of Business and Society, 14(3), 460-479.
  15. Wong, C.Y. and Goh, K.L., 2012. The Pathways for Development: Science and Technology of NIEs and Selected Emerging Countries , Scientometrics, 92(3), 523-548.
  16. Wong, C.Y. and Goh, K.L., 2012. The Sustainability of Functionality Development of Science and Technology: Papers and Patents of Emerging Economies, Journal of Informetrics, 6(1), 55-65.
  17. Foong, S.S. and Goh K.L. 2010. Measuring the Cost of Equity of Emerging Market Firms: The Case of Malaysia, Asian Academy of Management Journal of Accounting & Finance, 6(1), 25-46.
  18. Hooy, C.W. and Goh K.L. 2010. Market, Country and World Effects on Regional Equity Market Integration, Indonesian Capital Market Review, 2(1), 1-17.
  19. Hooy, C.W. and Goh K.L. 2010. Exposure to the World and Trading-Bloc Risks: A Multivariate Capital Asset Pricing Model", Research in International Business & Finance, 24(2), pp. 206-222.
  20. Wong, C.Y. and Goh K.L. 2010. Growth Behaviour of Publications and Patents: A Comparative Study on Selected Asian Economies, Journal of Informetrics, 4(4), 460-474.
  21. Wong, C.Y. and Goh K.L. 2010. Modeling the Behaviour of Science and Technology: Self-Propagating Growth in the Diffusion Process, Scientometrics, 84(3), 669-686.
  22. Tan, Anthony C.K. and Goh K.L. 2009. Financial Disintermediation in the 1990s: Implications on Monetary Policy in Malaysia , Hitotsubashi Journal of Economics, vol.50(1), pp.1-27.
  23. Tan, P. P. and Goh K.L. Structural Breaks in the Interest Rate of Selected East-Asian Countries, International Journal of Applied Business and Economic Research, 7(2), pp. 97-105.
  24. Wong, C.Y. and Goh K.L. 2009. Modeling the Dynamics of Science and Technology Diffusion of Selected Asian Countries using a Logistic Growth Function , Asian Journal of Technology Innovation, 17(1), pp. 75-101.
  25. Hooy, C.W. & Goh, K.L. 2008. International Asset Pricing Models: The Case of ASEAN Stock Markets. International Journal of Banking and Finance, vol. (6),1, pp. 117-140.
  26. Hooy, C.W. and Goh, K.L. 2008. Stock Market Integration across National Boundaries: Causes and Impediments, Capital Markets Review 16(1): 1-14.
  27. Goh, K.L., Chong C.S. and Yong S.L. 2007. Bank Lending Channel for Monetary Policy Transmission in Malaysia: An ARDL Approach, Applied Econometrics and International Development, vol. 7(2), pp. 219-234.
  28. Hooy, C.W. and Goh K.L. 2007. Impact of Economic Blocs on International Capital Asset Pricing, Empirical Economics Letters, vol. 6(6), pp. 467-472
  29. Goh, K.L. and Kok K.L., 2006, Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market, International Journal of Business and Economics, vol. 5(1), pp. 41-59.
  30. Chong, C.S. and Goh K.L., 2005, Intertemporal Linkages of Economic Activity, Stock Price and Monetary Policy in Malaysia, Asia Pacific Journal of Economics and Business, vol. 9(1), pp. 48-61.
  31. Goh K.L., Wong Y.C. and Kok K.L., 2005, Financial Crisis and Intertermporal Linkages Across the ASEAN-5 Stock Markets, Review of Quantitative Finance and Accounting, vol. 24(4), pp. 359-377.
  32. Hooy, C.W. and Goh K.L., 2005, Trading Bloc Exposure in International Asset Pricing: The Case of AFTA, CER and NAFTA, Labuan Bulletin of International Business and Finance, vol. 3, pp. 49-63.
  33. Goh K.L. and Kok K.L., 2004, Time-of-the-day Effect in the Malaysian Stock Market, Labuan Bulletin of International Business and Finance, vol. 2(1), pp. 31-49.
  34. Kok K.L., Goh K.L. and Wong Y.C., 2004, Selectivity and Market Timing of Malaysian Unit Trusts, Malaysian Journal of Economic Studies, vol. 41 (1 and 2), pp. 71-86.
  35. Liaw S.H. and Goh K.L., 2003, Evidence and Control of Biases in Student Evaluations of Teaching, International Journal of Educational Management, vol. 17 (1), pp. 37-43.
  36. Goh, K.L. and Kwek K.T. (eds.), 2001. The Malaysian Economy in the Dawn of the New Millennium, Malaysian Journal of Economic Studies, vol. 38, no. 1 & 2
  37. Kok K.L. and Goh K.L., 2001, Causal Relationship between Local & Foreign Tranche Stock Returns in the Malaysian Securities Market, Capital Markets Review, vol. 9 (1 & 2), pp. 49-65.
  38. Goh K.L. and M.L. King, 2000, A Solution to Non-Monotonic Power of the Wald Test in Non-Linear Models, Pakistan Journal of Statistics, vol. 16(2), pp. 195-205.
  39. Goh Kim Leng and H.K. Gui, 2000, Forecasting Sectoral Indices in the Kuala Lumpur Stock Exchange, Capital Markets Review, vol. 8(1 & 2), pp. 63-88.
  40. Goh K.L. and M.L. King, 1999, A Correction for Local Biasedness of the Wald and Null Wald Tests, Oxford Bulletin of Economics and Statistics, vol. 61(3), pp. 435-450.
  41. Goh, K.L., S. Nagaraj, Yap S.F. and Tan E.C. (eds.), 1998. Financial Markets, Corporate Governance and the Future of the Asian Miracle, Malaysian Journal of Economic Studies, vol. 35, no. 1 & 2
  42. Kok K.L. and Goh Kim Leng, 1997, "Inter-sectoral causal relationship in the Malaysian stock market", Malaysian Management Review, vol. 32(4), pp. 53-57.
  43. Goh K.L. and M.L. King, 1996, "Modified Wald Tests for non-linear restrictions: A cautionary tale", Economics Letters, vol. 53, pp. 133-138.
  44. Kok K.L. and Goh K.L., 1996, "Crude Palm Oil Futures Price Behaviour in the Kuala Lumpur Commodity Exchange", Hong Kong Economic Papers, vol. 24, pp. 85-99.
  45. Kok K.L. and Goh K.L., 1996. "Weak Form Efficiency and Mean Reversion in Some Asia-Pacific Stock Markets", Malaysian Management Review, vol. 31(2), pp. 50-61.
  46. Doraisami, A. and Goh K.L., 1995. "Foreign Direct Investment and Economic Growth: Some Time Series Evidence of the Malaysian Experience", Asian Economies, Vol 24 No 3, pp. 50-58.
  47. Goh K.L. and Kwek K.T., 1995. A CGE Analysis of the Effects of Technological Progress in the Industrial Sector: A Theoretical Model, Malaysian Journal of Economic Studies, vol. 32(1), pp. 17-27.
  48. Kok K.L. and Goh K.L., 1994. "Weak Form Efficiency and Mean Reversion in the Malaysian Stock Market", Asia-Pacific Development Journal, Vol. 1, No. 2., pp.137-152
  49. Kok K.L. and Goh K.L., 1994. "Weak Form Efficiency in the KLSE: New Evidence", Capital Market Review, Vol. 2, No. 1, pp. 45-60.
  50. Kok K.L. and Goh K.L., April 1994. "Transmission of Stock Market Fluctuation Between the Malaysian Market and Some Asian-Pacific Markets", Securities Industry Review, Vol. 20, No. 1, pp. 49-53.
  51. Mohd Nazari Ismail (1993), "Technology Transfer via Linkages and Personnel Upgrading: A Study of The Malaysian Electronics Industry", Malaysian Journal of Economic Studies Vol. 30, No.2, December 1993, pp. 27-45.
  52. Kok K.L. and Goh K.L., April 1993. "Crude Palm Oil Futures Market and the Random Walk Theory", Securities Industry Review, Vol. 19, No. 1, pp. 71-78
  53. Goh K.L., 1992. "Are Deviations from the Real Interest Rate Equality Permanent?: The Case of Malaysia", Singapore Economic Review, Vol. 37, No. 2, pp. 61-71.
  54. Goh K.L., 1992. "Interest Rate Differentials and Exchange Rate Expectations: Cointegration and Tests of Fisher Open Hypothesis", Asian Economies, vol. 80 (March), pp. 35-56.
  55. Kok K.L. and Goh K.L., Oct 1992. "Risk and Predictability of Return in the Malaysian Equities Market", Securities Industry Review, Vol. 18, No. 2, pp. 53-62.
  56. Shyamala Nagaraj, Lee K.H. and Goh K.L., 1991. "Economics Graduates in the Workplace: A Survey", Malaysian Journal of Economic Studies, Vol. 28, Nos. 1 & 2, pp. 87-113.
  57. Goh K.L., 1989. "The Behaviour of Real and Nominal Ringgit Exchange Rates: An Empirical Investigation", Malaysian Journal of Economic Studies, vol. 26 no. 1, pp. 21-38
Books
  1. Nagaraj, S., Goh K.L. and Tey N.P. (eds.), 2006, Statistics in Action, Kuala Lumpur: University of Malaya Press. [ISBN 983-100-367-5]
  2. Liaw S.H. and Goh K.L., 2002, Statistik Asas: Konsep dan Amalan, McGraw-Hill (Malaysia), Kuala Lumpur. (Translation: Fundamentals of Statistics: Concepts and Practice). [ISBN 983-9340-73-5]
  3. Kok K.L. and Goh K.L., 1995. Malaysian Securities Market: Indicator, Risk, Return, Efficiency and Inter-market Dependence, Petaling Jaya: Pelanduk Publications. [ISBN 967 978 509 2]
  4. Teh H.Y. and Goh K.L. (eds.), 1992. Malaysia Economic Vision: Issues and Challenges, Petaling Jaya: Pelanduk Publications for Malaysian Economic Association. [ISBN 967 978 425 8]
Chapter in Books
  1. Cheah, Y.K., Omar, M.A., Phang, S.N., Noor Hazilah, A.M., Goh, K.L. 2023. Does physical activity increase happiness? In W.Y. Lau and Y.K. Cheah (Ed.), Statistics in Social Science: Population Dynamics, Education and Social Well-Being, UUM Press (pp. 131-142) ISBN: 978-629-7582-13-9.
  2. Cheong, K.C., Nagaraj, S., Goh, K.L., Tey, N.P. 2023. Gender differences in education and work among young Malaysians. In W.Y. Lau and Y.K. Cheah (Ed.), Statistics in Social Science: Population Dynamics, Education and Social Well-Being, UUM Press (pp. 89-114) ISBN: 978-629-7582-13-9.
  3. Lai, W.C. and Goh, K.L. 2020. Copulas and tail dependence in finance. In C.F. Lee and J.C. Lee (Ed.), Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning. World Scientific Publishing (pp. 2499-2524) https://doi.org/10.1142/11335
  4. Cheong, K.C., and Goh, K.L. and Li, R. 2019. Brain drain and talent capture in Malaysia: Rethinking conventional narratives. In A. Tyson (Ed.), The Political Economy of Brain Drain and Talent Capture: Evidence from Malaysia and Singapore. Routledge. (pp. 18-35)
  5. Cheong, K.C., Wong, C.Y., and Goh, K.L. 2018. Technology Catch-up with Chinese Characteristics: What Can Southeast Asia Learn from China? In E.T. Gomez, K.C. Cheong, & V. Vakulabharanam (Eds.), China, India and Southeast Asia: Paths to development and state-society relations (pp. 62-76). Oxon: Routledge.
  6. Ding, S. L., & Goh, K. L. (2017). Family language practices of Chinese Hakka in East Malaysia. In W. A. Chang (Ed.) Hakka studies in Taiwan, Southeast Asia and the World (pp. 215-239). Hsinchu, Taiwan: National Chiao Tung University Press.
  7. Cheong Kee Cheok, Goh Kim Leng, Abdillah Noh, Kuppusamy Singaravelloo and Lee Hwok Aun, "Population, Human Capital and Development - The Malaysian Experience", in Tey Nai Peng, Cheong Kee Cheok, Rajah Rasiah (eds.) (2016), Revisiting Malaysia's Population-Development Nexus: The Past in its Futures, Kuala Lumpur: University of Malaya Press.
  8. Chong, J.M. and Goh K.L., 2012. Modeling and Forecasting the Crude Palm Oil Price and Production of Malaysia , in: Noor Azina Ismail and Susila Munisamy (eds.), Statistics in Research, forthcoming.
  9. Kuppusamy Singaravelloo, Nurul Huda Mohd Satar, Halimah Awang, Yong Zulina Zubairi, Goh Kim Leng, Rohana Jani, Yew Siew Yong (2012), "Melestarikan Arah Tuju Pelajar Lepasan Tingkatan 5 ke Pengajian Tinggi untuk Pasaran Buruh Mahir", in Koo Yew Lie, Fazal Mohamed Mohamed Sultan & Kemboja Ismail (eds.), 1. Memperkukuh Dasar Pengajian Tinggi Melalui Penyelidikan, Kementerian Pengajian Tinggi Malaysia.89- 129
  10. Cheong, K.C., V. Selvaratnam and Goh K.L., 2011. Education and Human Capital Formation , in: Rajah Rasiah (eds.), Malaysian Economy: Unfolding Growth and Social Change, Kuala Lumpur: Oxford University Press, pp. 159-184.
  11. Goh, K.L. and Rohana Jani, 2009. Earnings and Rates of Return to Education and Training, in: Shyamala Nagaraj, Chew Sing Buan, Lee Kiong Hock and Rahimah Ahmad (eds.), Education and Work: The World of Work, Kuala Lumpur: Faculty of Economics & Administration, University of Malaya, pp. 167-207.
  12. Goh, K.L. and Hooy, C.W., 2008. Bank Lending and Monetary Policy in Malaysia: Issues and Challenges, in: Killian N. Betrowe (ed.), Bank Lending, Banking and Financial Developments, New York: Nova Science Publishers
  13. Goh Kim Leng and S. Nagaraj, 2006. Estimates of Factor Shares, Malaysia, 1960-2004, in: S. Nagaraj, Goh Kim Leng and Tey N.P. (eds.), Statistics in Action, Kuala Lumpur: University of Malaya Press, pp. 31-56.
  14. Tee, C.G. and Goh Kim Leng, 2006. The Effects of Surprises in Money Market Interest Rate Changes on Commercial Bank Lending in Malaysia, in: S. Nagaraj, Goh Kim Leng and Tey N.P. (eds.), Statistics in Action, Kuala Lumpur: University of Malaya Press, pp. 183-199.
  15. M.L. King and Goh Kim Leng, 2002. Improvements to the Wald Test, in: A. Ullah, A. Wan and A. Chatturvedi (eds.), Handbook of Applied Econometrics and Statistical Inference, Marcel Dekker, New York: pp. 251-275.
  16. Kok, K.L. and Goh K.L., 2000. Causal Relationship between Local and Foreign Tranche Stock Returns in the Malaysian Securities Market, in: Kok K.L. and Mansor Isa, Investment Analysis in the Malaysian Securities Market, Research Institute of Investment Analyst Malaysia, Kuala Lumpur: pp. 185-191.
  17. Kok, K.L. and Goh K.L., 2000. Inter-Sectoral Causal Relationship in the Malaysian Stock Market, in: Kok K.L. and Mansor Isa, Investment Analysis in the Malaysian Securities Market, Research Institute of Investment Analyst Malaysia, Kuala Lumpur: pp. 363-368.
  18. Kok, K.L. and Goh K.L., 2000. Risk and Predictability of Return of Malaysian Securities, in: Kok K.L. and Mansor Isa, Investment Analysis in the Malaysian Securities Market, Research Institute of Investment Analyst Malaysia, Kuala Lumpur: pp. 171-181.
  19. Kok, K.L. and Goh K.L., 2000. Weak Form Efficiency and Mean Reversion in Some Asia-Pacific Stock Markets, in: Kok K.L. and Mansor Isa, Investment Analysis in the Malaysian Securities Market, Research Institute of Investment Analyst Malaysia, Kuala Lumpur: pp. 123-137.

RESEARCH INTEREST

  • Econometric time-series methods
  • Financial data modelling
  • Applied Statistics

RESEARCH PROJECT

National
  1. 2015 - 2016, Population Studies Unit, University of Malaya
    Gender & Education: The Case of High Male Dropout Rate ( Principal Investigator(PI))
  2. 2012 - 2013, Geran Penyelidikan Universiti Malaya (UMRG)
    Science & Technology of Selected Emerging Economies: Prolongation Ability and Development Paths ( Principal Investigator(PI))
  3. 2009 - 2010, Geran Penyelidikan Universiti Malaya (UMRG)
    The dynamics of Diffusion & Behaviour of Science and Technology in Selected Asian Countries ( Principal Investigator(PI))
  4. 2008
    International capital asset pricing models and market integration
  5. 2008
    Students academic performance in statistics programmes

PAPER PRESENTED

PLENARY SPEAKER
  1. Research productivity in management related fields: The case of Malaysia., 33rd Postgraduate Colloquium School of Management, USM (National) (01 Aug 2016 - 01 Aug 2016)
INVITED SPEAKER
  1. Scopus Editor Roundtable Session, 11th Asian Academy of Management Conference, Asian Academy of Management (International) (02 Oct 2015 - 04 Oct 2015)

ACADEMIC/PROFESSIONAL SERVICES

Evaluation
  1. (2021) Penilai Permohonan Skim Geran Penyelidikan Fundamental (Frgs) Fasa 1 Tahun 2021 (Jpt, Kpt), National, (External Evaluator)
  2. (2019) Reviewer, International Journal of Economics and Management , (Reviewer)
  3. (2019) External Examiner for PhD thesis, Nottingham University, (External Examiner)
  4. (2019) Reviewer, Journal of Southeast Asian Economies , (Reviewer)
  5. (2019) Reviewer, Institutions and Economies , (Reviewer)
  6. (2019) Reviewer, International Journal of Business & Society , (Reviewer)
  7. (2019) Reviewer, Energy Policy , (Reviewer)
  8. (2019) Reviewer, Singapore Economic Review , (Reviewer)
  9. (2019) Reviewer, Children and Youth Services Review , (Reviewer)
  10. (2017) PhD Thesis, INCEIF , (External Examiner)
  11. (2017) International Journal of Services, Economics and Management (IJSEM), (Reviewer)
  12. (2017) Capital Markets Review, (Reviewer)
  13. (2017) Asian Journal of Business and Accounting, (Reviewer)
  14. (2017) Asian Academy of Management Journal, (Reviewer)
  15. (2017) Journal of Social Sciences and Humanities, (Reviewer)
  16. (2017) PhD Thesis submitted to INCEIF, (External Examiner)
  17. (2016) PhD Thesis, Monash University, (External Examiner)
  18. (2016) Asian Journal of Business & Accounting, (Reviewer)
  19. (2016) Pertanika Journal of Social Sciences & Humanities, (Reviewer)
  20. (2016) International Journal of Service, Economics & Management, (Reviewer)
  21. (2015) International Journal of Emerging Markets, (Reviewer)
  22. (2015) Singapore Economic Review , (Reviewer)
  23. (2015) Asian Academy of Management Journal , (Reviewer)
  24. (2015) Global Health Promotion , (Reviewer)
  25. (2015) International Journal of Adolescent Medicine and Health, (Reviewer)
  26. (2015) International Journal of Service, Economics & Management , (Reviewer)
  27. (2015) Institutions & Economies, (Reviewer)
  28. (2015) Asian Academy of Management Journal of Finance , (Reviewer)
  29. (2015) Macroeconomics and Finance in Emerging Market Economies , (Reviewer)
  30. (2015) Asia Pacific Financial Markets, (Reviewer)
  31. (2014) Asian Academy of Management Journal of Accounting & Finance, 2014 , (Reviewer)
  32. (2014) International Journal of Business & Economics, 2014, (Reviewer)
  33. (2014) Macroeconomics & Finance in Emerging Market Economics, 2014, (Reviewer)
  34. (2014) International Journal of Emerging Markets, 2014, (Reviewer)
  35. (2014) Journal of Energy Policy, 2014, (Reviewer)
  36. (2013) Institutions and Economies, (Reviewer)
  37. (2013) International Journal of Services, Economics and Management , (Reviewer)
  38. (2013) Singapore Economic Review , (Reviewer)
  39. (2013) Journal of Southeast Asian Economies, (Reviewer)
  40. (2012) Research in International Business and Finance, (Reviewer)
  41. (2012) ASEAN Economic Bulletin, (Reviewer)
  42. (2012) International Journal of Institutions and Economies, (Reviewer)
  43. (2011) International Econometric Review, (Reviewer)
  44. (2011) Applied Economics, (Reviewer)
  45. (2011) International Journal of Institutions and Economies, (Reviewer)
  46. (2011) Asian Academy of Management Journal of Accounting and Finance , (Reviewer)
  47. (2010) World Applied Sciences Journal, (Reviewer)
  48. (2010) International Journal of Institutions and Economies , (Reviewer)
  49. (2010) Emerging Markets Finance and Trade , (Reviewer)
  50. (2010) Research in International Business and Finance, (Reviewer)
  51. International Journal of Business & Society, 2007.
  52. Applied Economics, 2007.
  53. Malaysian Journal of Science, 2006
  54. Malaysian Journal of Mathematical Sciences, 2006
  55. Malaysian Management Journal, 2004, 2005
  56. Computational Statistics and Data Analysis, 2004
  57. ASEAN Economic Bulletin, 2001, 2003
  58. IIUM Journal of Economics and Management, 2001, 2002, 2003
  59. Journal of the Asia Pacific Economy, 2001.
  60. Journal of Business & Society, 2001
Contribution to external organisation
  1. (2019) Editorial Board Member at National Level, Oil Palm Industry Economic Journal, National
  2. (2017) Graduate Research Course Review Panel, Monash University Malaysia, International
  3. (2016) Editorial Board Member at National Level , International Journal of Business Management (Editor), National
  4. (2015) Honorary Research Fellow, Centre of Excellence for Business, Economics and Finance forecasting (BEFfore), Universiti Malaysia Sarawak, National
  5. (2015) Editorial Board Member at National Level, Capital Markets Review (Editorial Advisor), National
  6. (2015) Advice on Data Analysis , Malaysian Society for Nondestructive Testing
  7. (2014) Associate Editor, Journal of Public Security and Safety, Institute of Public Saftely Malaysia , National
  8. (2012) Editorial Board Member at International Level, International Journal of Services, Economics and Management, International
  9. (2012) Assessor, Journal Category,Majlis Penerbitan Ilmiah Malaysia (MAPIM) 2012, Majlis Penerbitan Ilmiah Malaysia, National
  10. (2010) Member, Editorial Board, International Journal of Modelling in Operations Management, InderScience Publishers, International
  11. (2000) Editor, Malaysian Journal of Economic Studies, Malaysian Economic Association and Faculty of Economics & Administration, UM, International

SUPERVISION

Postgraduate Student
PhD/ Doctoral
  1. (2015) International Economics, Chia Yee Ee
  2. (2015) Development of the Men?s Health Index., MUHAMMAD ASHRAF BIN KHALID
  3. (2015) Applied Econometrics, Lai Wing Choong
  4. (2014) THREE ESSAYS ON PUBLIC HEALTH IN DEVELOPING COUNTRIES, TEY NAI PENG
  5. (2013) Filed of Research: Finance, Banking, Insurance, Chong Chin Sieng
  6. (2012) ENERGY CONSUMPTION-ECONOMIC GROWTH NEXUS: AN EMPIRICAL STUDY OF CHINA, HA JUNSHENG
  7. (2011) Pricing of American Call Options Using Simulation and Numerical Analysis, Beh Woan Lin
  8. (2011) Measures and Determinants of Cost of Equity for an Emerging Market: The Case of Malaysian Firms, Foong Swee Sim
  9. (2011) Financial Behaviour under Risk and Uncertainty: Role of Experience and Emotion, Chak Choy Sim
  10. (2011) Field of Research: Financial Economics, Evangelos Koutronas
  11. (2010) Tobacco Consumption, Environmental Tobacco Smoke Exposure and Illicit Drug Use: A Study on Selected South Asian Countries, Mohammad Alamgir Kabir
  12. (2010) Self-Propagating Growth of Science and Technology: Papers and Patents of Selected Asian Economies, Wong Chan Yuan
  13. (2010) MULTI-OBJECTIVE PORTFOLIO SELECTION WITH SKEWNESS PREFERENCE: AN APPLICATION TO THE STOCK AND ELECTRICITY MARKETS, KAROON SUKSONGHONG
  14. (2007) Total Quality Management and Knowledge Management in Malaysian Manufacturing and Service Firms: A Structural Equation Modeling Approach, Ooi Keng Boon
  15. (2005) Aspects of Labour Demand & International Trade: Evidence from Malaysian Manufacturing, Evelyn Devadason
  16. (2003) STOCK MARKET INTERGRATION: DETERMINANTS AND IMPLICATIONS OF TRADING-BLOC EFFECTS IN ASSET PRICING, HOOY CHEE WOOI
  17. (1998) TECHNOLOGICAL DEVELOPMENT IN MALAYSIA : MEASUREMENT, IMPACT, DIFFUSION AND POLICY, LAI MUN CHOW
Master
  1. (2018) Bubbles and Crises in ASEAN-5 Stock Markets, Lim Cheng Zhi
  2. (2012) International Linkages of the ASEAN and Developed Stock Markets: A Multivariate GARCH Approach, Stan Lee Shun Pinn
  3. (2012) Interest Rate Volatility and the Decomposition of the Yield Spread: Predicting Economic Activity in Malaysia, Joanne Kek Yen Ei
  4. (2010) Analysis and Forecasting of the Passenger of Malaysia Airports Holdings Berhad, Lai Wing Choong
  5. (2008) Residential Property Prices, Loans and Construction Output in Malaysia: An ARDL Approach, Cheng Siew Ying
  6. (2007) The Effect of Size, Selection Strategy and Allocation Method on Stock Portfolio Performance, Ng Keat Yung
  7. (2007) Market Timing, Selectivity and Persistence of the Performance of Selected Malaysian Unit Trust Funds, Low Chia Wei
  8. (2007) Has Gobalization Reduced Inflation?: Evidence from the ASEAN-5 Countries, Ng Sheau Lan
  9. (2007) Forecasting and An Analysis of the Impact of Crude Palm Oil Price and Production Changes on Malaysian Economy, Chong Jia Ming
  10. (2005) Modeling and Forecasting of KLIBOR and Volatility, Chang Ting Cheong
  11. (2005) Financial Disintermediation in the 1990s: Implications for Monetary Policy in Malaysia, Anthony Tan Chia Kiat
  12. (2005) FDI, Trade and Growth: Empirical Evidence for Malaysia, Singapore and Thailand, Lim Bee Bee
  13. (2003) Economic Development and Marine Pollution in Peninsular Malaysia, Wong Wan Hoong
  14. (2002) Selectivity and Market Timing Performance of Finance Stocks of the Kuala Lumpur Stock Exchange, Yeap Hon Ve
  15. (2002) Dynamic Interactions Among Stock Prices, Interest Rates, Real Activity and Money in Malaysia, Chong Chin Sieng
  16. (2002) Changing Patterns of Stock Market Linkages in Five ASEAN Countries, Wong Yoke Chen
  17. (2001) Persistence of Profits: Intra and Inter-Sector Comparisons, Liew Toh Peng
  18. (2001) Macroeconomic Responses to Oil Price Changes and Volatility, Soong Fui Kiun
  19. (2001) GARCH Models for Interest Rates: The Case of KLIBOR and LIBOR, Chuah Lee Suan
  20. (2000) Time-of-the-Month Effect in the Trading/Services Sector of the Kuala Lumpur Stock Exchange, Ng Say Yong
  21. (2000) The Response of Bank Lending to Interest Rate Changes: The Case of Malaysia, Tee Cheong Guan
  22. (2000) An Analysis of the Performance of the Japanese Candlestick Method in the Kuala Lumpur Stock Exchange, Leong Yeok Kuan
  23. (1999) Sectoral Interdependence in the Kuala Lumpur Stock Exchange, Gui Hui Keng
  24. (1999) Determinants of Career Aspiration Among Students in the Process of Transition, Yalini Esvaralingam