Items where Author is "PING, LIM KIAN"

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Number of items: 38.


PING, LIM KIAN (2016) Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity. North American Journal of Economics and Finance, 36. pp. 1-28.

PING, LIM KIAN (2015) The role of foreign ownership on cost of equity: The case of Malaysia. Asian Academy of Management Journal of Accounting and Finance.

PING, LIM KIAN (2013) Are U.S. stock index returns predictable? Evidence from automatic autocorrelation-based tests. Applied Economics, 45 (8). pp. 953-962.

PING, LIM KIAN (2013) Is market integration associated with informational efficiency of stock markets? Journal of Policy Modeling, 35 (1). pp. 29-44.

PING, LIM KIAN (2013) Nonlinear predictability in G7 stock index returns. Manchester School, 81 (4). pp. 620-637.

PING, LIM KIAN (2012) The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test. Applied Economics Letters, 19 (10). pp. 905-908.

PING, LIM KIAN (2011) Stock return predictability and the adaptive markets hypothesis: evidence from century-long U.S. data. Journal of Empirical Finance, 18 (5). pp. 868-879.

PING, LIM KIAN (2011) The evolution of stock market efficiency over time: a survey of the empirical literature. Journal of Economic Surveys, 25 (1). pp. 69-108.

PING, LIM KIAN (2011) Trade openness and the informational efficiency of emerging stock markets. Economic Modelling, 28 (5). pp. 2228-2238.

PING, LIM KIAN (2010) The delay of stock price adjustment to information: a country-level analysis. Economics Bulletin, 30 (2). pp. 1609-1616.

PING, LIM KIAN (2010) Why do emerging stock markets experience more persistent price deviations from a random walk over time? A country-level analysis. Macroeconomic Dynamics, 14 (S1). pp. 3-41.

PING, LIM KIAN (2009) Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests. Applied Financial Economics, 19 (2). pp. 147-155.

PING, LIM KIAN (2009) Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency. Applied Economics Letters, 16 (11). pp. 1129-1132.

PING, LIM KIAN (2009) Is there any international diversification benefits in ASEAN stock markets? Economics Bulletin, 29 (1). pp. 393-407.

PING, LIM KIAN (2009) On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note. Applied Economics Letters, 16 (6). pp. 649-652.

PING, LIM KIAN (2009) Price limits and stock market efficiency: evidence from rolling bicorrelation test statistic. Chaos Solitons Fractals, 40 (3). pp. 1271-1276.

PING, LIM KIAN (2009) Purchasing power parity in Asian economies: further evidence from rank tests for cointegration. Applied Economics Letters, 16 (1). pp. 51-54.

PING, LIM KIAN (2009) The weak-form efficiency of Chinese stock markets: thin trading, nonlinearity and episodic serial dependencies. Journal of Emerging Market Finance, 8 (2). pp. 133-163.

PING, LIM KIAN (2009) Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices. Applied Economics Letters, 16 (5). pp. 519-522.

PING, LIM KIAN (2008) Financial crisis and stock market efficiency: empirical evidence from Asian countries. International Review of Financial Analysis, 17 (3). pp. 571-591.

PING, LIM KIAN (2008) Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets. Journal of International Financial Markets, Institutions and Money, 18 (5). pp. 527-544.

PING, LIM KIAN (2008) Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis. Studies in Economics and Finance, 25 (3). pp. 196-208.

PING, LIM KIAN (2008) Sectoral impact of shocks: empirical evidence from the Malaysian stock market. Applied Financial Economics Letters, 4 (1). pp. 35-39.

PING, LIM KIAN (2008) Time series test of nonlinear convergence and transitional dynamics. Economics Letters, 100 (3). pp. 337-339.

PING, LIM KIAN (2007) Nonlinear mean reversion in stock prices: evidence from Asian markets. Applied Financial Economics Letters, 3 (1). pp. 25-29.

PING, LIM KIAN (2007) Ranking of efficiency for stock markets: a nonlinear perspective. Physica A-Statistical Mechanics and Its Applications, 376. pp. 445-454.

PING, LIM KIAN (2005) Cross-temporal universality of non-linear dependencies in Asian stock markets. Economics Bulletin, 7 (1). pp. 1-6.

PING, LIM KIAN (2005) Exchange rate-relative price nonlinear cointegration relationship in Malaysia. Economics Bulletin, 6 (11). pp. 1-11.

PING, LIM KIAN (2005) Income disparity between Japan and ASEAN-5 economies: converge, catching up or diverge? Economics Bulletin, 6 (13). pp. 1-8.

PING, LIM KIAN (2005) Income divergence? Evidence of non-linearity in the East Asian economies. Economics Bulletin, 15 (1). pp. 1-7.

PING, LIM KIAN (2005) Non-linear market behavior: events detection in the Malaysian stock market. Economics Bulletin, 7 (6). pp. 1-5.

PING, LIM KIAN (2005) Statistical inadequacy of GARCH models for Asian stock markets: evidence and implications. Journal of Emerging Market Finance, 4 (3). pp. 263-279.

PING, LIM KIAN (2004) On Singapore dollar-U.S. dollar and the purchasing power parity. Singapore Economic Review, 49 (1). pp. 71-84.

PING, LIM KIAN (2003) The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies. Applied Economics, 35 (12). pp. 1387-1392.


PING, LIM KIAN (2005) New theoretical light for technical analysis. The Technical Analyst.

PING, LIM KIAN (2004) Nonlinearity favours nonlinear TA techniques. The Technical Analyst.

PING, LIM KIAN (2004) South-East Asian stock markets follow a non-random walk. The Technical Analyst.

PING, LIM KIAN (2004) When does technical analysis work and when doesn't it? The Technical Analyst.

This list was generated on Wed Sep 20 01:48:15 2017 MYT.