Lim Kai Jie Shawn

University College London - Department of Economics

Gower Street

London WC1E 6BT, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 7,783

SSRN RANKINGS

Top 7,783

in Total Papers Downloads

5,703

CITATIONS

1

Scholarly Papers (9)

1.

Return and Risk-Return Ratio Based Momentum Strategies: A Fresh Perspective

Journal of Finance and Investment Analysis, Vol. 2, No. 1, pp 1-13, 2013
Number of pages: 13 Posted: 24 Dec 2012 Last Revised: 20 Feb 2013
Chia Rui Ming Daryl, Lim Kai Jie Shawn and Chan Ho Yan Sabrina
University of Warwick - Department of Statistics, University College London - Department of Economics and University of Cambridge
Downloads 1,473 (11,738)

Abstract:

Loading...

momentum strategies, risk-return ratio based selection criteria, portfolio turnover

2.

The Profitability of a Combined Signal Approach: Bollinger Bands and the ADX

International Federation of Technical Analysts' Journal, 2014 Edition
Number of pages: 7 Posted: 10 Mar 2013 Last Revised: 04 Sep 2013
Lim Kai Jie Shawn, Tilman Hisarli and Ng Shi He
University College London - Department of Economics, University College London - Department of Economics and Singapore Management University
Downloads 1,320 (14,012)

Abstract:

Loading...

3.

Do Ichimoku Cloud Charts Work and Do They Work Better in Japan?

International Federation of Technical Analysts Journal, 2016 Edition, Forthcoming
Number of pages: 7 Posted: 09 Jul 2015 Last Revised: 06 Nov 2015
Lim Kai Jie Shawn, Selin Yanyali and Joseph Savidge
University College London - Department of Economics, University College London - Department of Economics and University College London - Department of Economics
Downloads 1,182 (16,603)

Abstract:

Loading...

4.

Feeling the Market's Pulse with Google Trends

International Federation of Technical Analysts' Journal, 2015 Edition
Number of pages: 7 Posted: 29 Sep 2014 Last Revised: 04 Apr 2016
Lim Kai Jie Shawn and Douglas Stridsberg
University College London - Department of Economics and affiliation not provided to SSRN
Downloads 589 (44,419)

Abstract:

Loading...

Google Trends, Technical Analysis

5.

The Attenuation of Idiosyncratic Risk Under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market

International Journal of Economics and Finance; Vol. 4, No. 11; 2012
Number of pages: 14 Posted: 16 Sep 2012 Last Revised: 20 Sep 2012
Chia Rui Ming Daryl and Lim Kai Jie Shawn
University of Warwick - Department of Statistics and University College London - Department of Economics
Downloads 297 (100,654)

Abstract:

Loading...

portfolio diversification, idiosyncratic risk, index funds, weighting methodology

6.

Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency

Journal of Money, Investment and Banking, Issue 25, pp.181-193, 2012
Number of pages: 13 Posted: 07 Sep 2012 Last Revised: 08 Oct 2012
Lim Kai Jie Shawn, Pavneet Chadha, Lau Joshua and Nishad Potdar
University College London - Department of Economics, University College London - Department of Economics, University College London - Department of Economics and University College London - Department of Economics
Downloads 278 (108,059)

Abstract:

Loading...

Weak-form efficient market hypothesis, Mongolian equity market, Random walk hypothesis

7.

A Critical Evaluation of the Significance of Round Numbers in Major European Stock Indices in Light of the Predictions from Benford’s Law

International Research Journal of Finance and Economics, No. 95, pp. 196-210, 2012
Number of pages: 15 Posted: 16 Aug 2012 Last Revised: 30 Aug 2012
Mohandass Kalaichelvan and Lim Kai Jie Shawn
Dartmouth College and University College London - Department of Economics
Downloads 220 (137,045)
Citation 1

Abstract:

Loading...

Benford’s Law, psychological barriers in stock prices, significance of round numbers in stock prices

8.

Testing the Profitability of a Volume-Augmented Momentum Strategy in the Philippines Equity Market

Journal of Applied Finance and Banking, Vol. 3, No. 1, 2012, pp 1 - 12
Number of pages: 12 Posted: 24 Dec 2012 Last Revised: 16 Jan 2013
University College London - Department of Economics, University of Nottingham, University of Nottingham and Independent
Downloads 207 (145,148)

Abstract:

Loading...

momentum, Philippines equity market, volume-augmented strategies, trading strategies, market efficiency

9.

Psychological Barriers in Asian Equity Markets

International Federation of Technical Analysts' Journal, 2013 Edition
Number of pages: 7 Posted: 27 Mar 2013
Lim Kai Jie Shawn and Lim Si Jie Bryan
University College London - Department of Economics and University of Cambridge - Department of Engineering
Downloads 137 (207,844)

Abstract:

Loading...

psychological barriers, asian equity markets, round numbers