Title: Stock return predictability and the adaptive markets hypothesis: Evidence from century-long US data Author(s): Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping Source: Journal of Empirical Finance Volume: 18 Issue: 5 Pages: 868-879 Published: DEC 2011 Times Cited: 0 DOI: 10.1016/j.jempfin.2011.08.002
added
20-Jan-12
2.
Title: THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE Author(s): Lim, KP; Brooks, R Source: Journal of Economic Surveys Volume: 25 Issue: 1 Pages: 69-108 Published: FEB 2011 Times Cited: 3 DOI: 10.1111/j.1467-6419.2009.00611.x
added
17-May-11
3.
Title: Trade openness and the informational efficiency of emerging stock markets Author(s): Lim, Kian-Ping; Kim, Jae H. Source: Economic Modelling Volume: 28 Issue: 5 Pages: 2228-2238 Published: SEP 2011 Times Cited: 0 DOI: 10.1016/j.econmod.2011.06.004
added
20-Sep-11
4.
Title: WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS Author(s): Lim, KP; Brooks, RD Source: Macroeconomic Dynamics Volume: 14 Pages: 3-41 Published: MAY 2010 Times Cited: 1 DOI: 10.1017/S1365100509090397
added
17-May-11
5.
Title: Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency Author(s): Lim, KP Source: Applied Economics Letters Volume: 16 Issue: 11 Pages: 1129-1132 Published: 2009 Times Cited: 0 DOI: 10.1080/13504850701335350
added
17-May-11
6.
Title: On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note Author(s): Lim, KP; Brooks, RD Source: Applied Economics Letters Volume: 16 Issue: 6 Pages: 649-652 Published: 2009 Times Cited: 0 DOI: 10.1080/13504850601032040
added
17-May-11
7.
Title: Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic Author(s): Lim, KP; Brooks, RD Source: Chaos Solitons & Fractals Volume: 40 Issue: 3 Pages: 1271-1276 Published: MAY 15 2009 Times Cited: 3 DOI: 10.1016/j.chaos.2007.09.001
added
17-May-11
8.
Title: Purchasing power parity in Asian economies: further evidence from rank tests for cointegration Author(s): Liew, VKS; Lee, HA; Lim, KP Source: Applied Economics Letters Volume: 16 Issue: 1 Pages: 51-54 Published: 2009 Times Cited: 1 DOI: 10.1080/13504850601032057
added
17-May-11
9.
Title: Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices Author(s): Lim, KP Source: Applied Economics Letters Volume: 16 Issue: 5 Pages: 519-522 Published: 2009 Times Cited: 0 DOI: 10.1080/13504850601032032
added
17-May-11
10.
Title: Time series test of nonlinear convergence and transitional dynamics Author(s): Chong, TTL; Hinich, MJ; Liew, VKS; et al. Source: Economics Letters Volume: 100 Issue: 3 Pages: 337-339 Published: SEP 2008 Times Cited: 2 DOI: 10.1016/j.econlet.2008.02.025
