Access Statistics for Kian-Ping Lim

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 193 0 0 5 619
Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels 0 1 2 35 0 1 4 70
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 0 2 9 2,365 5 13 48 8,008
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 307 0 1 2 1,667
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 285 0 0 1 1,308
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 0 1,668 0 0 2 4,453
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 1 485 0 0 2 1,551
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 0 581 0 1 3 2,193
Linearity and stationarity of South Asian real exchange rates 0 0 1 101 1 1 2 293
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 1 1 1 491 1 2 5 1,133
On Singaporean Dollar and Purchasing Power Parity 0 0 0 239 0 0 1 1,584
On Singaporean Dollar and Purchasing Power Parity 0 0 0 96 0 0 3 589
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 272 0 0 2 1,889
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 2 177 0 1 10 1,774
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 13 0 0 1 78
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 281 0 0 2 742
Testing long-run neutrality of money: evidence from Malaysian stock market 0 0 0 72 0 0 1 226
Testing nonlinear convergence in Malaysia,1965-2003 0 0 0 66 0 0 1 207
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 1 1 3 1,652 2 2 11 7,798
Total Working Papers 2 5 19 9,379 9 22 106 36,182


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests 0 0 0 81 0 0 1 267
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests 0 1 2 99 0 1 8 261
Cross-temporal universality of non-linear dependencies in Asian stock markets 0 0 0 13 0 0 3 86
Does proprietary day trading provide liquidity at a cost to investors? 0 0 1 5 1 2 5 50
Effect of Geographical Diversification on Informational Efficiency in Malaysia 0 0 0 115 0 0 1 384
Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency 0 0 1 63 0 0 3 156
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 0 16 0 1 2 126
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 1 6 9 652 3 12 26 1,951
Foreign direct investment, financial development, and economic growth: the case of Malaysia 4 5 7 248 4 7 15 576
Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market? 0 1 4 19 0 2 9 123
Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity 0 1 3 32 0 2 8 140
Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge? 0 0 0 66 0 0 2 214
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 1 19 0 1 4 90
Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks 0 1 1 7 0 1 4 57
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 0 0 98 0 0 5 367
Is market integration associated with informational efficiency of stock markets? 0 0 0 83 0 0 2 351
Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership 0 0 0 29 0 11 24 135
More shareholders, higher liquidity? Evidence from an emerging stock market 0 0 2 19 1 3 8 66
NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS 0 1 1 29 0 1 2 86
Non-linear Market Behavior: Events Detection in the Malaysian Stock Market 0 0 0 32 0 0 2 108
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 0 0 0 3 3
Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets 0 0 0 66 0 0 2 285
ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY 0 0 0 0 0 0 3 62
On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note 0 0 0 10 0 0 5 63
Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic 0 0 0 1 0 0 3 8
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 33 0 0 1 161
Ranking market efficiency for stock markets: A nonlinear perspective 0 0 1 41 0 0 5 103
Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis 0 0 1 64 0 0 5 179
Sectoral impact of shocks: empirical evidence from the Malaysian stock market 0 0 0 0 0 0 2 2
Shareholding sizes and stock price informativeness 0 0 1 2 0 0 4 5
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 5 0 0 1 32
Stock Market Liberalisation and Cost of Equity: Firm-Level Evidence from Malaysia 0 0 0 15 0 0 1 55
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 2 3 101 2 7 19 369
THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE 0 0 0 0 1 16 40 773
Testing PPP Hypothesis In Major Asean Economies: Does Data Generating Process Matter? 0 0 0 2 0 0 2 20
The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model 0 0 0 7 0 1 2 59
The Weak-form Efficiency of Chinese Stock Markets 0 0 1 20 0 1 5 96
The delay of stock price adjustment to information: A country-level analysis 0 0 0 170 0 0 10 575
The dynamics and determinants of liquidity connectedness across financial asset markets 0 0 3 15 0 0 11 52
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 0 142 0 0 2 629
The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test 0 0 0 22 0 0 1 85
Time series test of nonlinear convergence and transitional dynamics 0 0 0 74 0 0 2 243
Trade openness and the informational efficiency of emerging stock markets 0 1 3 43 0 3 12 212
WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS 0 0 0 55 0 1 4 128
Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices 0 0 0 39 0 0 5 112
Total Journal Articles 5 19 45 2,652 12 73 284 9,905
6 registered items for which data could not be found


Statistics updated 2025-07-04