Kian-Ping Lim

Universiti Malaya

Department of Economics

Faculty of Economics and Administration

Kuala Lumpur, 50603

Malaysia

  • Universiti Malaya

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 12,420

SSRN RANKINGS

Top 12,420

in Total Papers Downloads

4,197

SSRN CITATIONS
Rank 17,090

SSRN RANKINGS

Top 17,090

in Total Papers Citations

13

CROSSREF CITATIONS

44

Scholarly Papers (13)

Actions:
Email selected abstracts
1.

The Speed of Stock Price Adjustment to Market-Wide Information

Number of pages: 14 Posted: 31 May 2009
Kian-Ping Lim
Universiti Malaya
Downloads 688 (40,515)
Citation 2

Abstract:

Loading...

informational efficiency, relative efficiency, speed of adjustment, price delay

2.

The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics

Number of pages: 59 Posted: 19 Sep 2006
Kian-Ping Lim and Robert D. Brooks
Universiti Malaya and Monash University
Downloads 682 (40,988)
Citation 6

Abstract:

Loading...

Nonlinearity, Market Efficiency, Bicorrelations, Predictability, Stock Markets

3.

Stock Return Predictability and the Adaptive Markets Hypothesis: Evidence from Century Long U.S. Data

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 29 Posted: 26 Jan 2010
Jae H. Kim, Kian-Ping Lim and Abul Shamsuddin
La Trobe University - School of Economics and Finance, Universiti Malaya and University of Newcastle (Australia) - Newcastle Business School
Downloads 544 (55,019)
Citation 9

Abstract:

Loading...

Economic bubbles, Fundamental crises, Financial crises, Market

4.

Cross-Country Determinants of Weak-Form Stock Market Efficiency: A Preliminary Exploratory Study

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 84 Posted: 21 Aug 2007
Kian-Ping Lim and Robert D. Brooks
Universiti Malaya and Monash University
Downloads 458 (68,201)
Citation 1

Abstract:

Loading...

Weak-form Efficiency, Nonlinear Predictability, Information Incorporation, Cross-country Determinants, Stock Markets

5.

Testing the Assertion that Emerging Asian Stock Markets are Becoming More Efficient

Number of pages: 38 Posted: 06 Jun 2006
Kian-Ping Lim, Robert D. Brooks and Melvin Hinich
Universiti Malaya, Monash University and University of Texas at Austin - Applied Research Laboratories
Downloads 428 (74,023)
Citation 7

Abstract:

Loading...

Predictability, Nonlinearity, Market Efficiency, Bicorrelations, Emerging stock markets

6.

Events that Shook the Market: An Insight from Nonlinear Serial Dependencies in Intraday Returns

Number of pages: 37 Posted: 07 Jul 2006
Kian-Ping Lim, Melvin Hinich and Robert D. Brooks
Universiti Malaya, University of Texas at Austin - Applied Research Laboratories and Monash University
Downloads 368 (88,308)
Citation 10

Abstract:

Loading...

Nonlinearity, Bicorrelation, Event study, Stock Market, Malaysia

7.

Trade Openness and the Weak-Form Efficiency of Emerging Stock Markets

Number of pages: 35 Posted: 17 Sep 2008
Kian-Ping Lim and Jae H. Kim
Universiti Malaya and La Trobe University - School of Economics and Finance
Downloads 273 (122,485)
Citation 2

Abstract:

Loading...

Trade Openness, Financial Openness, Stock Market Efficiency

8.

Why Do Emerging Stock Markets Experience More Persistent Price Deviations from a Random Walk Over Time? A Country-Level Analysis

Number of pages: 64 Posted: 03 Aug 2008
Kian-Ping Lim and Robert D. Brooks
Universiti Malaya and Monash University
Downloads 241 (139,198)
Citation 1

Abstract:

Loading...

random walk, weak-form market efficiency, degree of market efficiency, determinants of market efficiency, private property rights

9.

Is Higher Market Integration Associated with Improved Market Efficiency?

Number of pages: 15 Posted: 10 Jun 2009
Chee Wooi Hooy and Kian-Ping Lim
Universiti Sains Malaysia and Universiti Malaya
Downloads 184 (179,292)

Abstract:

Loading...

Market efficiency, Market integration, Price delay, Pricing errors, Stock market

10.

Are Stock Returns Time Reversible? International Evidence from Frequency Domain Tests

Number of pages: 14 Posted: 24 Dec 2008
Kian-Ping Lim, Robert D. Brooks and Melvin Hinich
Universiti Malaya, Monash University and University of Texas at Austin - Applied Research Laboratories
Downloads 176 (186,471)
Citation 1

Abstract:

Loading...

Time reversibility, Bispectrum, Trispectrum, Stock returns

11.

Foreign Shareholding and Stock Price Efficiency: Firm-Level Evidence from Malaysia

Number of pages: 55 Posted: 01 Jan 2014
Kian-Ping Lim, Chee Wooi Hooy, Kwok-Boon Chang and Robert D. Brooks
Universiti Malaya, Universiti Sains Malaysia, President College and Monash University
Downloads 103 (283,364)
Citation 1

Abstract:

Loading...

Foreign investors, informational efficiency, price delay, financial liberalisation, Malaysia

12.

Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels

Number of pages: 46 Posted: 03 Nov 2015 Last Revised: 19 Aug 2016
Kian-Ping Lim, Tze-Chung Thian and Chee Wooi Hooy
Universiti Malaya, Universiti Malaysia Sabah - Labuan School of International Business and Finance and Universiti Sains Malaysia
Downloads 47 (433,500)

Abstract:

Loading...

Investor groups, Stock liquidity, Information asymmetry, Information competition, Trading, Malaysia

13.

The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature

Journal of Economic Surveys, Vol. 25, Issue 1, pp. 69-108, 2011
Number of pages: 40 Posted: 24 Jan 2011
Kian-Ping Lim and Robert D. Brooks
Universiti Malaya and Monash University
Downloads 5 (670,499)
Citation 2
  • Add to Cart

Abstract:

Loading...

Adaptive markets hypothesis (AMH), Efficient markets hypothesis (EMH), Evolving return predictability, Stock markets, Weak-form EMH