Kian-Ping Lim

Universiti Malaya

Department of Economics

Faculty of Economics and Administration

Kuala Lumpur, 50603

Malaysia

SCHOLARLY PAPERS

13

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4,197

SSRN CITATIONS
Rank 17,090

SSRN RANKINGS

Top 17,090

in Total Papers Citations

13

CROSSREF CITATIONS

44

Scholarly Papers (13)

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

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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

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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

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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

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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

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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

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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

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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

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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)

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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

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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
Universiti Malaya, Universiti Sains Malaysia, President College and Monash University
Downloads 103 (283,364)
Citation 1

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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)

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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
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Abstract:

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